Results 241 to 250 of about 50,517 (308)

Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We empirically assess the interlinkages between sovereign risk, measured in terms of CDS spreads, and exchange rates for a sample of emerging markets. Our period of analysis includes episodes of severe stress, such as the Global Financial Crisis, the COVID‐19 pandemic, and the Ukrainian War.
Reinhold Heinlein   +2 more
wiley   +1 more source

Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris   +2 more
wiley   +1 more source

Stock Price Deviations From Fundamentals Levels: Mis‐Valuation due to Investor Overconfidence?

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We use the Residual Income Valuation Model to obtain fundamental values for sample stocks in six Eurozone markets. We then estimate the deviation between the fundamental values and actual stock prices. Subsequently, we examine whether these deviations can be systematically explained by business cycle trends, trends in local economic sentiment,
Stella N. Spilioti   +1 more
wiley   +1 more source

Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk   +3 more
wiley   +1 more source

Why there are so many definitions of fitness in models. [PDF]

open access: yesGenetics
Smith DJB   +4 more
europepmc   +1 more source

Variable temperature processing by plasmodesmata regulates robust bud dormancy release. [PDF]

open access: yesNat Commun
Pandey SK   +15 more
europepmc   +1 more source

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