Results 31 to 40 of about 4,220 (191)

Detecting the Influence of ETF Performance – A Case Study of China [PDF]

Management and Economics Review
As international capitals keep flowing into Asia, in particular China, it experienced rapid development on both economy and financial market during the last three decades. While more and more financial products are introduced, the government also loosens
Tzu-Yi YANG, Ssu-Han CHEN, Hsiao-Hui HSU, Ping ZHANG, Hong-Yu LIN   +4 more
doaj   +1 more source

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

Tendencia y comportamiento del portafolio de inversiones de las administradoras de fondos de pensiones: el caso de las inversiones en el exterior

Pensamiento Crítico, 2016
El presente artículo tiene por objetivo analizar el desempeño de la renta variable de los portafolios de las Administradoras de Fondos de Pensiones (AFP), aplicando el modelo de microatribución de las denominadas inversiones en el exterior de las AFP. La
Carlos Palomino Selem
doaj   +1 more source

Effect of Prudential Policies on Sovereign Bond Markets: Evidence From the ASEAN‐4 Countries

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the effects of prudential policies on the sovereign vulnerability of ASEAN‐4 countries. We measure sovereign vulnerability within the network connectedness of sovereign bonds between ASEAN‐4 countries (Indonesia, Malaysia, the Philippines and Thailand) and six other countries (the US, the UK, the European Union, China ...
Joshua Aizenman, Gazi Salah Uddin, Tianqi Luo, Ranadeva Jayasekera, Donghyun Park   +4 more
wiley   +1 more source

LOW COST RETIREMENT SOLUTIONS BASED ON ROBO-ADVISORS AND EXCHANGE TRADED FUNDS

Copernican Journal of Finance & Accounting, 2018
This paper briefly analyzes American retirement system and bares its shortcomings. The post crisis economic reality, low savings rates and misguided policy changes, requires searches for new retirement solutions.
Kamil Nowak
doaj   +1 more source

The Relationship Among Climate Policy Uncertainty and Energy Markets: Fossil Versus Renewable and Low‐Carbon Assets

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper investigates the intricate relationship between climate policy uncertainty (CPU) and energy market dynamics, focusing on fossil‐based and renewable/low‐carbon energy assets. Utilising a comprehensive dataset spanning from April 1987 to December 2023, comprising monthly observations of CPU, stock market returns, spot oil prices and ...
Dimitrios Asteriou, Anastasia Dimiski
wiley   +1 more source

ANALYSING EFFICIENCY OF AGGRESSIVE ETF-COMPOSED PORTFOLIO STRATEGIES

Vestnik MGIMO-Universiteta, 2014
The article investigates investment characteristics of Exchange Traded Funds, a unique category of mutual funds which can be traded like any common equity on any stock exchange through authorized broker companies.
A. Zaviyalov
doaj   +1 more source

Modeling the Nexus Between Climate Risk, Energy Consumption, and Financial Market Performance in Emerging Countries

International Studies of Economics, EarlyView.
Abstract This paper examines the link between climate risk, energy consumption, and financial market performance in a sample of emerging countries over the period 2000–2024. The objective is to model the dynamic interactions between these three dimensions, in order to understand the extent to which energy dependence and exposure to climate risks ...
Abdelkader Mohamed Derbali
wiley   +1 more source

Pathogenic or Likely Pathogenic GRN Variants Are Found in 0.1% of Parkinson's Disease Patients

Movement Disorders, EarlyView.
Abstract Background Parkinsonism may be observed in multiple neurodegenerative diseases, including GRN‐associated frontotemporal dementia (FTD‐GRN), complicating the differential diagnosis of Parkinson's disease (PD). Objectives To investigate the presence of GRN variants in a large group of PD patients.
Christian A. Ganoza, Ana Westenberger, Jefri J. Paul, Filipa Curado, Jörg Rennecke, Sumanth Mannepalli, Emir Zonic, Deepa Saravanakumar, Omid Paknia, Ruslan Al‐Ali, Björn‐Hergen Laabs, Ilona Csoti, Franco Valzania, Wim Vandenberghe, Katrin Reetz, Mitra Afshari, Sharon Hassin‐Baer, Erich Talamoni Fonoff, Doreen Gruber, Anna de Rosa, Thomas Musacchio, Patricia de Carvalho Aguiar, Anna Negrotti, Vitor Tumas, Juan Carlos Gomez‐Esteban, Tanya Gurevich, Nicola Pavese, Jaime Kulisevsky, Esther Sammler, Christine Klein, Peter Bauer, Christian Beetz   +31 more
wiley   +1 more source

Insights Into the Mechanisms Controlling the Residual Strength of Bio‐cemented Sands

International Journal for Numerical and Analytical Methods in Geomechanics, EarlyView.
ABSTRACT Microbially induced carbonate precipitation (MICP) is an emerging technique for enhancing the mechanical properties of granular soils. Although several experimental studies have reported increased shear strength in MICP‐treated soils at both peak and residual states, other findings have shown reductions in residual strength compared to ...
Aoxi Zhang, Frédéric Collin, Antoine Wautier, Anne‐Catherine Dieudonné   +3 more
wiley   +1 more source