Results 31 to 40 of about 1,283,499 (308)
Causality networks of financial assets [PDF]
The Journal of Network Theory in Finance, 2016 Through financial network analysis we ascertain the existence of important causal behavior among certain financial assets, as inferred by eight different causality methods. Our results contradict the Efficient Market Hypothesis and open new horizons for further investigation and possible arbitrage opportunities. Moreover, we find some evidence that two
Stavroglou, Stavros +3 more
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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
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Ekonomski Vjesnik, 2023 Purpose: The purpose of this paper is to determine whether the effects of measuring derivative financial instruments affect the financial position and profitability of banks operating in the Croatian banking sector.
Hrvoje Perčević, Marina Ercegović
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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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Financial Mechanism for Managing the Assets and Liabilities of Banks [PDF]
Облік і фінанси, 2019 The complexity and versatility of the managing for bank's activity requires a balance of assets and liabilities, which are interrelated, and necessitates the formation of the financial mechanism for their management.
Zoryana Matsuk +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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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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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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