Results 11 to 20 of about 32,430 (265)
Asset liquidity and international portfolio choice [PDF]
Journal of Economic Theory, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Athanasios Geromichalos, Ina Simonovska
openaire +6 more sources
Predictability in International Asset Returns: A Reexamination [PDF]
The Journal of Financial and Quantitative Analysis, 2000 This paper argues that inferring long-horizon asset-return predictability from the properties of vector autoregressive (VAR) models on relatively short spans of data is potentially unreliable. We illustrate the problems that can arise by re-examining the findings of Bekaert and Hodrick (1992), who detected evidence of in-sample predictability in ...
Christopher J. Neely, Paul A. Weller
openaire +3 more sources
Inflation Risk and International Asset Returns [PDF]
Journal of Banking & Finance, 2006 We show that inflation risk is priced in international asset returns. We analyze inflation risk in a framework that encompasses the International Capital Asset Pricing Model (ICAPM) of Adler and Dumas (1983). In contrast to the literature, we relax the assumption that inflation rates are constant. We estimate and test a conditional version of the model
Gerard A. Moerman, Mathijs A. van Dijk
openaire +2 more sources
International Asset Pricing with Recursive Preferences [PDF]
SSRN Electronic Journal, 2012 ABSTRACT Focusing on data from the United States and the United Kingdom, we document that both the anomaly identified by Backus and Smith, which concerns the low correlation between consumption differentials and exchange rates, and the forward premium anomaly, which concerns the tendency of high interest rate currencies to appreciate,
Colacito, Riccardo, Croce, Mariano M.
openaire +1 more source
Media Sentiment and International Asset Prices [PDF]
IMF Working Papers, 2018 We assess the impact of media sentiment on international equity prices using more than 4.5 million Reuters articles published across the globe between 1991 and 2015. News sentiment robustly predicts daily returns in both advanced and emerging markets, even after controlling for known determinants of stock prices. But not all news-sentiment is alike.
Fraiberger, Samuel P. +3 more
openaire +3 more sources
International asset allocation: A new perspective [PDF]
Journal of Banking & Finance, 2000 We consider an international economy where purchasing power parity (PPP) is violated and financial asset returns and exchange rates follow, in real terms, general diffusion processes driven by K state variables. A country-specific representative individual trades on available assets to maximize the expected utility of her final consumption. Her optimal
Abraham Lioui, Patrice Poncet
openaire +3 more sources
An Asset for an International Investor: The Colombian MFIs
International Business Research, 2015 The present paper aims to contribute to the framework of knowledge on Colombian system of microcredit, taking as perspective an investor who collects on international market through the issue of bonds in order to finance microfinance institutions in Colombia.
INTRISANO, Carmelo, MICHELI, Anna Paola
openaire +4 more sources
Assets and school dropout among Roma and Egyptian minority adolescents in Albania
Educational Futures, 2022 Developmental assets are negatively associated with school drop-out of adolescents. This study aimed to explore how environmental assets can be associated with drop-out from school among Roma and Egyptian youth in Albania, during the COVID-19 pandemic ...
Eglantina Dervishi +3 more
doaj
Control measures in the accounting of intangible assets of public sector entities
Buhalterinės Apskaitos Teorija ir Praktika, 2014 Effective internal control helps to guarantee performance policy in an organization, achievement of the set aims; it also reveals the prospects of development, helps to indicate and manage risk so that the risk tolerance limit is maintained.
Rasa Kanapickienė
doaj +1 more source
From surviving to thriving: characterizing positive youth development among youth in Ethiopia
International Journal of Adolescence and Youth, 2020 Studies that characterize youth from a strengths-based perspective are lacking in Africa and specifically in Ethiopia. This study examined the positive development of youth in Ethiopia focusing on their assets profile and corresponding thriving outcomes.
Yekoyealem Desie
doaj +1 more source