Results 31 to 40 of about 1,272,387 (291)
Financial integration and asset returns [PDF]
European Economic Review, 2000 Abstract The paper investigates the impact of financial integration on asset return, risk diversification and breadth of financial markets. We analyse a three-country macroeconomic model in which: (i) the number of financial assets is endogenous; (ii) assets are imperfect substitutes; (iii) cross-border asset trade entails some transaction costs; (iv)
P Martin, H Rey
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Assessing Portfolio Risks Involving Bitcoin and Ethereum Using Vector Autoregressive Model [PDF]
Ovidius University Annals: Economic Sciences Series, 2021 Investors now have a multitude of non-traditional assets to choose from, especially from the spectrum of alternative assets, such as financial digital assets.
Andrei-Dragos Popescu
doaj
Optimization of Financial Asset Neutrosophic Portfolios
Mathematics, 2021 The purpose of this paper was to model, with the help of neutrosophic fuzzy numbers, the optimal financial asset portfolios, offering additional information to those investing in the capital market.
Marcel-Ioan Boloș +2 more
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Asset Trees and Asset Graphs in Financial Markets [PDF]
Physica Scripta, 2003 This paper introduces a new methodology for constructing a network of companies called a dynamic asset graph. This is similar to the dynamic asset tree studied recently, as both are based on correlations between asset returns. However, the new modified methodology does not, in general, lead to a tree but a graph, or several graphs that need not be ...
Onnela, J.-P. +4 more
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Financial contagion and asset pricing [PDF]
Journal of Banking & Finance, 2013 Asset market interconnectedness can give rise to significant contagion risks during periods of financial crises that extend beyond the risks associated with changes in volatilities and correlations. These channels include the transmission of shocks operating through changes in the higher order comoments of asset returns, including changes in coskewness
Fry-McKibbin, R, Martin, VL, Tang, C
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Financialization and assetization: Assets as sites of financial power struggles
Economy and Society1. Introduction 2. Power in financialization and assetization 3. Assets as challenges 4. Power in practice 5.
Philipp Golka +2 more
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DIGITAL FINANCIAL ASSETS: SEGMENTS AND PROSPECTS OF LEGAL REGULATION IN THE BRICS COUNTRIES
BRICS Law Journal, 2019 In the environment of the current trend towards digitalization of the world economy, the issue of the legal regulation of the institute of digital financial assets as well as the activity relating to the generation of these assets is of considerable ...
I. Sarnakov
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EQUILIBRIUM ASSET RETURNS IN FINANCIAL MARKETS [PDF]
International Journal of Theoretical and Applied Finance, 2018 Return distributions in the class of pure jump limit laws are observed to reflect numerous asymmetries between the upward and downward motions of asset prices. The return distributions are modeled by self-decomposable parametric laws with all parameters continuously responding to each other.
Madan, Dilip B., Schoutens, Wim
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The Effect of Financial Ratios on Financial Distress Conditions in Sub Industrial Sector Company
Accounting Analysis Journal, 2018 This study aimed to analyze the influence of financial ratios proxied by the current ratio, the retained earnings to total assets, earnings before interest and tax to total assets, return on equity, debt to assets ratio, and total assets turnover against
Tya Restianti, Linda Agustina
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Option pricing with non-Gaussian scaling and infinite-state switching volatility [PDF]
, 2014 Volatility clustering, long-range dependence, and non-Gaussian scaling are stylized facts of financial assets dynamics. They are ignored in the Black & Scholes framework, but have a relevant impact on the pricing of options written on financial assets ...
Baldovin, Fulvio +4 more
core +2 more sources