Results 31 to 40 of about 845 (205)
Latin American iShares: Prices And Premiums
Applied Finance Letters, 2014 ETFs have fast become one of the most popular investment instruments not only in developed markets but also in emerging markets. This study examines the prices and premiums of a sample of country-specific Latin American ETFs, a highly popular group of ...
Javier Rodríguez
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Recent literature addressing ESG and risk has increased by 70% since mid‐2022, reflecting a growing interest in sustainable finance. Guided by the PRISMA flow diagram, this paper employs a hybrid systematic review methodology, combining bibliometric analysis with content analysis, to provide a comprehensive overview of the evolution of ESG and
Fahad Asmi, Alain Neher, Alfred Wong
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Despite rapid growth in gender lens investing (GLI), substantial variation remains in how gender lens equity funds (GLEFs) integrate gender equality criteria into investment strategies. We map a universe of 43 GLEFs and develop a framework capturing gender equality screening breadth and accountability depth (fund‐level disclosure and ...
Freyja Vilborg Thorarinsdottir +3 more
wiley +1 more source
Can ETFs affect U.S. financial stability? A quantile cointegration analysis
Financial InnovationThis study evaluates whether exchange traded funds (ETFs) threaten financial market stability by testing two hypotheses relating the growing importance of ETFs to increased market volatility and rising equity valuations.
Juan Laborda +2 more
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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
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Journal of Innovations and Sustainability, 2023 Purpose. The present paper aims to clarify the importance of exchange-traded funds (ETFs) as one of the creative Islamic financial products that have attracted the attention of investors in recent years. Results.
Chafia Kettaf, Djaouida Belaa
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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
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Tail Risks Across Investment Funds
Finanse i Prawo FinansoweThe purpose of the article. Managed portfolios are subject to tail risks, which can be either index level (systematic) or fund-specific. Examples of fund-specific extreme events include those due to big bets or fraud.
Jerchern Lin
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IIMB Management Review, 2020 The paper examines the relative efficiency of gold Exchange Traded Funds (ETF) against spot gold and gold futures in the Indian scenario, using a series of conventional and threshold cointegration statistics.
Prabhdeep Kaur, Jaspal Singh
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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