Results 231 to 240 of about 1,135,148 (284)

Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani   +4 more
wiley   +1 more source

Full Dollarisation and Economic Performance Revisited

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the economic performance of fully dollarised economies compared to those with alternative monetary regimes. Using an extensive dataset covering 192 countries from 1980 to 2021, we employ a variety of econometric techniques, including joint maximum likelihood and propensity score matching, to address endogeneity and ...
John Thornton, Chrysovalantis Vasilakis
wiley   +1 more source

The take-off of the Saudi professional football league in the context of the 2030 vision: effect on the competitive balance. [PDF]

open access: yesFront Sports Act Living
Bataineh MJ   +3 more
europepmc   +1 more source

Kryptonite for Cryptocurrencies? What Are the Effects of Regulatory Controls on Bitcoin Returns and Volatility?

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the impact of regulatory controls on Bitcoin's excess returns and volatility. The paper innovates by proxying changes in the regulatory environment using global Google search volume intensity data. The generated regulatory indices accurately identify episodes of regulatory tightening within cryptocurrency markets.
Robert Mullings
wiley   +1 more source

Do Internet‐Driven Trade Shocks Moderate the Exchange Rate Pass‐Through to Inflation?

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the existence of an internet globalisation intensifying impact on the size of the exchange rate pass‐through (ERPT) to inflation, which conditions the response of central banks' policy rates. Expanding on the traditional determinants of ERPT, we incorporate technology‐induced trade shocks linked to internet adoption to ...
Joanna Darwiche, Nicole Ballouz Baker
wiley   +1 more source

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