Results 41 to 50 of about 155,300 (310)

Financial Asset Bubbles in Banking Networks [PDF]

open access: yesSIAM Journal on Financial Mathematics, 2019
We consider a banking network represented by a system of stochastic differential equations coupled by their drift. We assume a core-periphery structure, and that the banks in the core hold a bubbly asset. The banks in the periphery have not direct access to the bubble, but can take initially advantage from its increase by investing on the banks in the ...
Biagini, F, Mazzon, A, Meyer-Brandis, T
openaire   +6 more sources

Impacts of Financial Market Shock on Bank Asset Allocation from the Perspective of Financial Characteristics of Banks

open access: yesInternational Journal of Financial Studies, 2019
Given ongoing financial disintermediation and the need for central banks to establish interest rate corridors, commercial banks have increasingly enriched their asset allocation choices, forming an allocation pattern that combines traditional credit ...
Kun Huang, Qiuge Yao, Chong Li
doaj   +1 more source

Presentation of Financial Assets in the Monetary Statistics

open access: yesСтатистика и экономика, 2022
The purpose of the study. Currently, the issues of determining, presenting and analyzing indicators of economic assets, in particular, financial ones, are relevant, since financial assets, along with nonfinancial ones, constitute the most important ...
V. N. Salin   +2 more
doaj   +1 more source

Assessing Portfolio Risks Involving Bitcoin and Ethereum Using Vector Autoregressive Model [PDF]

open access: yesOvidius 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  

The impact of Covid-19 and Russia–Ukraine war on the financial asset volatility: Evidence from equity, cryptocurrency and alternative assets

open access: yesJournal of Open Innovation: Technology, Market and Complexity, 2023
This study investigates the volatility and external shock persistence within the financial and alternative assets markets during times of crises triggered by Covid-19 and the war in Ukraine.
Edosa Getachew Taera   +6 more
doaj   +1 more source

Optimization of Financial Asset Neutrosophic Portfolios

open access: yesMathematics, 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
doaj   +1 more source

The effect of financial policy and capital assets on firm performance: Evidence from service companies listed on the Amman Stock Exchange [PDF]

open access: yesAccounting, 2021
This study aimed to demonstrate the impact of the financial policy, represented in debt policy and dividend policy, and the capital assets on the financial performance measured by return on equity, total assets turnover and market value added of 53 ...
Soda, Mohammed Zakaria   +2 more
doaj   +1 more source

Financial Mechanism for Managing the Assets and Liabilities of Banks [PDF]

open access: yesОблік 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
doaj   +1 more source

The effect of measuring derivative financial instruments on the financial position and profitability - the case of banks in Croatia

open access: yesEkonomski 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
doaj   +1 more source

EQUILIBRIUM ASSET RETURNS IN FINANCIAL MARKETS [PDF]

open access: yesInternational 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.
DILIP B. MADAN, WIM SCHOUTENS
openaire   +2 more sources

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