Results 181 to 190 of about 1,947,292 (277)

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

open access: yesInternational 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   +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

A Two‐Step Procedure for Generating Domestic and Asymmetric Trade Costs When Data Are Scarce

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT The practice of domestic trade cost measurement faces several challenges related to data quality, methodology and theory; but the major issue is that of data scarcity. Due to these facts, both domestic and asymmetric trade costs have been ignored despite being a feature of modern trade models.
Arman Mazhikeyev
wiley   +1 more source

Industry Signals and the Dynamics of Stock Market Predictability

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate whether industry portfolios contain information that forecasts aggregate stock market returns. Earlier research reports evidence of their usefulness as predictors, yet later studies find weaker and unstable effects. Using updated U.S.
Michael Ellington   +2 more
wiley   +1 more source

MMDEC: Multimodal maritime dataset on the English channel. [PDF]

open access: yesData Brief
Averty T, Nasios I, Ray C, Piliouras N.
europepmc   +1 more source

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