Cryptocurrency Trading and Downside Risk
Risks, 2023 Since the debut of cryptocurrencies, particularly Bitcoin, in 2009, cryptocurrency trading has grown in popularity among investors. Relative to other conventional asset classes, cryptocurrencies exhibit high volatility and, consequently, downside risk ...
Farhat Iqbal +2 more
doaj +2 more sources
Modeling and Forecasting Macroeconomic Downside Risk [PDF]
SSRN Electronic Journal, 2021 We model permanent and transitory changes of the predictive density of US GDP growth. A substantial increase in downside risk to US economic growth emerges over the last 30 years, associated with the long-run growth slowdown started in the early 2000s.
Delle Monache, Davide +2 more
openaire +3 more sources
Climate Risk ManagementThe exploration of ways to reduce the downside risk of grain yield posed by meteorological disasters has become a primary task in China. This study employs a moment-based model to estimate the downside risks of maize, rice, and wheat yields.
Xue Gao, Shengze Qin
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The Role of Gender Diversity in Downside Risk: Empirical Evidence from Vietnamese Listed Firms
Mathematics, 2020 Corporate governance has been marked as an important component of the fast-growing pace of the Vietnam economy recently. Aligning with the concern that gender plays a critical role in corporate management, this study aims to reveal the entire benefits of
Cong-Duc Tran +3 more
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Does corporate governance have a differential effect on downside and upside risk? [PDF]
Journal of Business Finance & Accounting, 2022 Correspondence Searat Ali, School of Business, Faculty of Business and Law, University ofWollongong, Northfields Ave,WollongongNSW2522, Australia. Emails: searat@uow.edu.au Abstract We investigate whether corporate governance has differential effects on ...
Searat Ali, Benjamín Liu, Jen Je Su
openalex +2 more sources
Fund ESG Performance and Downside Risk: Evidence from China
International Review of Financial Analysis, 2023 Zhang N, Zhang Y, zong Z.
europepmc +2 more sources
Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set [PDF]
European Journal of Operational Research, 2019 Aifan Ling, Jie Sun, Meihua Wang
openalex +2 more sources
Downside risk and defaultable bond returns
Journal of Management Science and Engineering, 2021 This paper analyzes the influence of downside risk on defaultable bond returns. By introducing a defaultable bond-trading model, we show that the decline in market risk tolerance and information accuracy leads to trading loss under downside conditions ...
Xinting Li +3 more
doaj +1 more source
A house price-at-risk model to monitor the downside risk for the Spanish housing market
Documento de trabajo, 2023 We present a house price-at-risk (HaR) model that fits the historical developments in the Spanish housing market. By means of quantile regressions we show that a model including quarterly house price growth, a misalignment measure and a consumer ...
G. Gánics, María Rodríguez-Moreno
semanticscholar +1 more source
Analyzing the Relationship between Earnings Attributes, Earnings Beta, Earnings Volatility and Return Downside Risk measures with Earnings Downside Risk [PDF]
مطالعات تجربی حسابداری مالی, 2019 The purpose of this study is to investigate the information content of a new risk measure (earnings downside risk) in financial statement analysis, which is based on the below-expectation variability in earnings.
mahnam molaei +2 more
doaj +1 more source