Results 51 to 60 of about 46,701 (311)
The forward premium anomaly : can sticky-price models generate volatile foreign exchange risk premia? [PDF]
, 2007 Fama’s (1984) volatility relations show that the risk premium in foreign exchange markets is more volatile than, and is negatively correlated with the expected rate of depreciation.
Moon, Seongman
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Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study investigates the impact of geographical indication (GI) certification on the export performance of Turkish agri‐food products by analyzing both trade volume and unit value dynamics. Drawing on monthly data from 2000 to 2024 across 22 GI‐certified products, the research employs product‐level regressions, fixed‐effects panel models ...
Ihlas Sovbetov, Muge Burcu Ozdemir
wiley +1 more source
SYSTEMATIC RISK AND FINANCIAL PERFORMANCE OF LISTED DEPOSIT MONEY BANKS IN NIGERIA
Gusau Journal of Accounting and Finance, 2021 Banks in Nigeria experienced dwindling in financial performance as well as financial crisis within the period of the study. Therefore, this study examined the impact of systematic risk on financial performance of listed deposit money banks in Nigeria ...
Murtala Abdullahi +3 more
doaj
Keeping Pace or Falling Behind? The Depth of Latin American Trade Agreements
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This article examines whether Latin American countries are keeping pace with global trends in trade agreement depth or falling behind. Using 681 agreements (1970–2019), we develop the Depth Index of Trade Agreements (DITA) to weight provisions endogenously through factor analysis based on co‐occurrence patterns.
Raphael Gomes da Silva +2 more
wiley +1 more source
Foreign labor, peer‐networking and agricultural efficiency in the Italian dairy sector
Agribusiness, EarlyView.Abstract While the presence of immigrants in the agricultural sector is widely acknowledged, the empirical evidence on its economic consequences is lacking, especially from a microeconomic perspective. Using the Farm Accountancy Data Network panel data for Italian dairy farms in the period 2008–2018, the present study investigates the relationship ...
Federico Antonioli +2 more
wiley +1 more source
Global Liquidity Risk in the Foreign Exchange Market [PDF]
SSRN Electronic Journal, 2011 Using a broad data set of 20 US dollar exchange rates and order flow of institutional investors over 14 years, we construct a measure of global liquidity risk in the foreign exchange (FX) market. Our FX liquidity measure may be seen as the analog of the well-known Pastor–Stambaugh liquidity measure for the US stock market. We show that this measure has
Banti, Chiara +2 more
openaire +2 more sources
, 2007 We investigate the impact of the introduction of the Euro on exchange rate exposures for French corporations and examine the corporate use of foreign currency derivatives to hedge exchange rate exposure post-Euro.
Marshall, A.P. +5 more
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The obstinate passion of Foreign Exchange Professionals: technical analysis [PDF]
, 2006 Technical analysis involves the prediction of future exchange rate (or other assetprice) movements from an inductive analysis of past movements. A reading of the large literature on this topic allows us to establish a set of stylised facts, including the
Mark P. Taylor +3 more
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Price Premiums for Single‐Name and Compound‐Name Geographical Indications in Swiss Cheese Trade
Agribusiness, EarlyView.ABSTRACT Geographical indications (GIs) have become increasingly important in agri‐food markets, especially in Europe. For Swiss cheese imports and exports, we analyze whether GIs are associated with higher trade prices. We find that price premiums can be obtained for both exports and imports. However, this is only the case for cheeses with single name
Judith Irek
wiley +1 more source
Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach [PDF]
The goal of this study is to measure market prices of risk and the associated foreign exchange risk premia extending the approach proposed by Balduzzi and Robotti (2001) to an international framework.
Nikolaos Panigirtzoglou +1 more
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