Results 51 to 60 of about 20,505 (285)
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
Inefficient Frontiers: Industry‐Specific Anomalies in Frontier Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT In this study we identify low‐risk anomalies affiliated with industry in frontier markets, offering valuable insights for fund managers and investors managing an internationally diversified portfolio. Utilising a two‐beta model—incorporating both market and industry betas—we reveal a distinct low‐beta anomaly with a monthly magnitude of 2.13 ...
Alya Hourani +3 more
wiley +1 more source
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
Finanse i Prawo FinansoweCel artykułu. W niniejszym artykule podjęto tematykę instrumentów finansowych typu ETC (ang. Exchange-Traded Commodities). Przyczynkiem do tej analizy było wprowadzenie pierwszego takiego instrumentu do obrotu na Giełdzie Papierów Wartościowych w ...
Marcin Opoka
doaj +1 more source
Hematology/Oncology and Stem Cell Therapy, 2019 Objective/Background: Patients with follicular lymphoma (FL) with early therapy failure (ETF) within 2 years of frontline therapy have poor overall survival (OS). We recently reported the results of autologous stem cell transplantation (ASCT) in patients
Ana Jiménez-Ubieto +27 more
doaj +1 more source
The Formation of Islamic REIT Prices in Malaysia: Analyses of Linkages and Transmissions
Journal of Corporate Accounting &Finance, EarlyView.ABSTRACT This paper examines the linkages and transmissions of five Islamic‐real estate investment trusts (I‐REITs) listed on the Kuala Lumpur stock exchange in Malaysia. In general, the five I‐REITs do not co‐move and are not linked. When the price linkage of each I‐REIT is analyzed, however, two of them, KLCC and AME, co‐move.
Takayasu Ito
wiley +1 more source
Frontiers in Cellular and Infection Microbiology, 2017 Survival of Ehrlichia chaffeensis depends on obligatory intracellular infection. One of the barriers to E. chaffeensis research progress has been the inability, using conventional techniques, to generate knock-out mutants for genes essential for ...
Pratibha Sharma +2 more
doaj +1 more source
Financial Services Review, 2023 Hedged Exchange Traded Funds (ETFs) provide individual investors with the opportunity to invest in ETFs that follow strategies similar to those of hedge funds and seek returns uncorrelated with the market. In this article I analyze the performance of six different categories of 49 Hedged ETFs and 539 Hedged Mutual from January 2008 to December 2014 ...
openaire +1 more source
Thunderbird International Business Review, EarlyView.ABSTRACT The paper explores the evolving relationship between decarbonization strategies, environmental performance within ESG frameworks, and the economic performance of multinational companies in the context of increasing environmental and geopolitical uncertainty.
Maurizio Pompella, Lorenzo Costantino
wiley +1 more source