Results 41 to 50 of about 7,005,793 (301)
Limit to Arbitrage and Distress Risk Puzzle in Vietnam: Does Corporate Bankruptcy Regulation Matter?
SAGE OpenThis study is the first to examine how limit-to-arbitrage factors impact the distress risk puzzle in Vietnam before and after implementing bankruptcy regulations.
Khoa Dang Duong +3 more
doaj +1 more source
Energy Science &Engineering, EarlyView.Linking SWOT analysis to strategic recommendations in Türkiye's solar PV sector. ABSTRACT This article provides a methodological guide for applying SWOT analysis to Turkiye's solar photovoltaic (PV) market and shows how local developers can translate sector‑level insights into firm‑level strategies.
Ceyda A. Tırmıkçı +3 more
wiley +1 more source
Deep Learning and Econometric Time Series Analysis: An Assessment of Daily Return Forecasts
Journal of Forecasting, EarlyView.ABSTRACT We provide an in‐depth assessment of univariate financial time series analysis via machine learning followed by a thorough discussion beyond the discussion on daily return predictability. We simulate economic time series and present an in‐depth assessment of relevant hyperparameter tuning and study the ability of competing deep learning ...
Theo Berger
wiley +1 more source
Optimal Variance Forecasting in a Trading Context
Journal of Forecasting, EarlyView.ABSTRACT In financial trading, the economic value of return and variance forecasts arises from three key components: an investor's risk preference, the quality of return predictions, and the accuracy of risk estimates. This study isolates the third component—risk knowledge—and demonstrates that its contribution is a non‐linear function of realized and ...
Nick Taylor
wiley +1 more source
Borsa Istanbul Review, 2019 This paper studies the dynamics of the impact of currency fluctuation on Indian stock market by assessing the pricing of exchange rate risk during the period 2005–2016, specifically before and after financial crises.
Smita Mahapatra, Saumitra N. Bhaduri
doaj +1 more source
Arbitrage-free pricing of CVA for cross-currency swap with wrong-way risk under stochastic correlation modeling framework [PDF]
, 2021 Ashish Kumar +2 more
openalex +1 more source
Tick Size, Lot Size, and Liquidity in Futures Trading
Journal of Futures Markets, EarlyView.ABSTRACT Futures are standardized and heavily regulated contracts, and these features make futures trading possible at liquid secondary markets. However, regulations constrain futures trading at discrete prices and quantities by imposing a minimum tick size and a minimum lot size.
Lars L. Nordén +2 more
wiley +1 more source
An Analysis of the Impact of Selected Factors on the Bond Market
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2018 Exchange rate risk is important factor for the valuation of capital asset on international markets. According to the International Arbitrage Pricing Theory currency movements affect the prices of capital assets and associated risk premiums.
Blanka Francová
doaj +1 more source
Speed of Adjustment in Digital Assets in a Decentralized Financial World
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates the stability and co‐movement of cryptocurrency assets in Decentralized Finance (DeFi), with a focus on the Speed of Adjustment (SA), the rate at which shocks dissipate, and prices revert to long‐run equilibrium. SA provides a critical measure of market efficiency and portfolio allocation in a highly volatile DeFi ...
Jeremy Eng‐Tuck Cheah +3 more
wiley +1 more source
Major Conundrums and Possible Solutions in DeFi Insurance
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper empirically explores the early development of insurance projects in the decentralised finance (DeFi) industry, which is based on disruptive technologies like blockchain and smart contracts. A brief history of DeFi is narrated, stressing four risks of DeFi (volatility risk, cyberattack risk, liquidity risk, and regulation risk) and ...
Peng Zhou, Ying Zhang
wiley +1 more source