Results 11 to 20 of about 1,995,627 (301)
Regulating Asset Price Risk [PDF]
SSRN Electronic Journal, 2011 There has been a long debate about whether speculators are stabilizing or not. We consider a model where speculators have a stabilizing role in normal times, but may also provoke large risk panics. The very feature that makes arbitrageurs liquidity providers in normal times, namely their tolerance of risk, enables a large increase in asset price risk ...
Philippe Bacchetta +2 more
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Pricing Growth-Rate Risk [PDF]
SSRN Electronic Journal, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hansen, Lars Peter, Scheinkman, José A.
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Using Artificial Neural Networks to Find Buy Signals for WTI Crude Oil Call Options
Energies, 2020 Oil price changes significantly influence proper functioning of the entire world economy, which entails the risk of losses. One of the possible ways to reduce this risk is to use some dedicated risk management tools, such as options contracts.
Radosław Puka, Bartosz Łamasz
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Risk Management in Islamic and Conventional Banks: A Differential Analysis
JISR Management and Social Sciences & Economics, 2009 Islamic banking is interest-free banking which makes it necessary for Islamic banks to take active part in the operations of the business, i.e. share profits as well as losses. Banks including Islamic banks prefer to take minimum risk. On the surface, it
Salman Ahmed Shaikh, Amanat Ali Jalbani
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Risk, uncertainty, and asset prices [PDF]
Journal of Financial Economics, 2005 We identify the relative importance of changes in the conditional variance of fundamentals (which we call 'uncertainty') and changes in risk aversion ('risk' for short) in the determination of the term structure, equity prices, and risk premiums ...
Geert Bekaert +2 more
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FORECASTING COHERENT VOLATILITY BREAKOUTS
Финансы: теория и практика, 2017 The paper develops an algorithm for making long-term (up to three months ahead) predictions of volatility reversals based on long memory properties of financial time series.
A. S. Didenko +2 more
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Output Price Risk, Material Input Price Risk, and Price Margins: Evidence from the US Catfish Industry. [PDF]
Journal of Economics and Management, 2017 Aim/purpose - To develop a conceptual model for analyzing the impact of output price risk and material input price risk on price margins. Design/methodology/approach - To analyze the combined effect of output price risk and material input risk on price ...
David Bouras +2 more
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Do MD&A Risk Disclosures Reduce Stock Price Crash Risk? Evidence from China
International Journal of Financial Studies, 2023 This study examines whether and how risk disclosures in Management Discussion and Analysis (MD&A) affected the stock price crash risk of China’s publicly listed firms over the period of 2017–2021.
Fei Su, Lili Zhai, Jianmei Liu
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Maximum Market Price of Longevity Risk under Solvency Regimes: The Case of Solvency II. [PDF]
, 2016 Longevity risk constitutes an important risk factor for life insurance companies, and it can be managed through longevity-linked securities. The market of longevity-linked securities is at present far from being complete and does not allow finding a ...
Helena Leino-Kilpi (3471101) +5 more
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SMALLHOLDER MAIZE FARMERS MARKET PARTICIPATION ON A COMMODITY EXCHANGE: THE CASE OF GHANA COMMODITY EXCHANGE [PDF]
Russian Journal of Agricultural and Socio-Economic Sciences, 2022 This article investigates smallholder farmers' market participation decisions on a commodity exchange and attempts to identify the most critical elements that impact smallholder farmers' decision to engage in the output market and trade their goods on ...
Larbi W.
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