Results 241 to 250 of about 3,804 (302)

Industry Portfolio Volatility Connections and Industry Portfolio Returns

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington, Michalis Stamatogiannis, Yawen Zheng   +2 more
wiley   +1 more source

Dynamic spillover between crude oil, gold, and Chinese stock market sectors -analysis of spillovers during financial crisis data during the last two decades. [PDF]

Heliyon
Wu Y, Mai C.
europepmc   +1 more source

Explaining Episodes of High Inflation: Demand‐ and Supply‐Side Drivers in Times of Uncertainty

International Journal of Finance &Economics, EarlyView.
ABSTRACT In this paper, we investigate the extent to which uncertainty anticipates episodes of high inflation in 30 economies worldwide. Our analysis accounts for several factors, including inflation expectations, real global economic activity, and supply chain disruptions.
Maria‐Eleni K. Agoraki, Nektarios Aslanidis, Georgios P. Kouretas   +2 more
wiley   +1 more source

How Do Behavioral Framing, Linguistic Certainty, and Target Specification Impact Responses to Vaping Prevention Messages? [PDF]

J Health Commun
Ma H, Collins MKR, Ritchie C, Galper EF, Sheeran P, Sutfin E, Noar SM.   +6 more
europepmc   +1 more source

The Sector Liquidity Timing Ability of Bond Mutual Funds

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin, Niall O'Sullivan, Meadhbh Sherman, Yuting Chen   +3 more
wiley   +1 more source

Detection of virulence factors in opportunistic bacteria: advances, challenges, and practical implementation. [PDF]

Front Microbiol
Chebotar I, Azizov I, Edelstein M, Kozlov R.   +3 more
europepmc   +1 more source

The Impact of Economic Growth on Insurance (Growth)

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper investigates the impact of economic growth on insurance (growth), focusing on the outflow side of the insurance activity, as captured by benefits (including commissions and expenses). The findings provide evidence that economic growth does exert a positive, statistically significant impact on the benefit side of insurance (growth ...
Nicholas Apergis, Thomas Poufinas, Panagiotis Kimpouropoulos   +2 more
wiley   +1 more source

Utilization of a bioinspired algorithm for optimum reservoir operation in an altering climate a case study of China. [PDF]

Sci Rep
Li Q, Zhou H, Shirzad A.
europepmc   +1 more source

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

International 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, Gabriella D. Legrenzi, Scott M. R. Mahadeo   +2 more
wiley   +1 more source

Moral hazard in fossil-energy-reliant markets delays early adoption of net-zero technologies. [PDF]

iScience
De Weerdt L.
europepmc   +1 more source