Results 41 to 50 of about 195 (189)

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

Researching COVID to Enhance Recovery (RECOVER) adult study protocol: Rationale, objectives, and design. [PDF]

PLoS One, 2023
Horwitz LI, Thaweethai T, Brosnahan SB, Cicek MS, Fitzgerald ML, Goldman JD, Hess R, Hodder SL, Jacoby VL, Jordan MR, Krishnan JA, Laiyemo AO, Metz TD, Nichols L, Patzer RE, Sekar A, Singer NG, Stiles LE, Taylor BS, Ahmed S, Algren HA, Anglin K, Aponte-Soto L, Ashktorab H, Bassett IV, Bedi B, Bhadelia N, Bime C, Bime C, Bind MC, Black LJ, Blomkalns AL, Brim H, Castro M, Chan J, Charney AW, Chen BK, Chen LQ, Chen P, Chestek D, Chibnik LB, Chow DC, Chu HY, Clifton RG, Collins S, Costantine MM, Cribbs SK, Deeks SG, Dickinson JD, Donohue SE, Durstenfeld MS, Emery IF, Erlandson KM, Facelli JC, Farah-Abraham R, Finn AV, Fischer MS, Flaherman VJ, Fleurimont J, Fonseca V, Gallagher EJ, Gander JC, Gennaro ML, Gibson KS, Go M, Goodman SN, Granger JP, Greenway FL, Hafner JW, Han JE, Harkins MS, Hauser KSP, Heath JR, Hernandez CR, Ho O, Hoffman MK, Hoover SE, Horowitz CR, Hsu H, Hsue PY, Hughes BL, Jagannathan P, James JA, John J, Jolley S, Judd SE, Juskowich JJ, Kanjilal DG, Karlson EW, Katz SD, Kelly JD, Kelly SW, Kim AY, Kirwan JP, Knox KS, Kumar A, Lamendola-Essel MF, Lanca M, Lee-Lannotti JK, Lefebvre RC, Levy BD, Lin JY, Logarbo BP, Logue JK, Longo MT, Luciano CA, Lutrick K, Malakooti SK, Mallett G, Maranga G, Marathe JG, Marconi VC, Marshall GD, Martin CF, Martin JN, May HT, McComsey GA, McDonald D, Mendez-Figueroa H, Miele L, Mittleman MA, Mohandas S, Mouchati C, Mullington JM, Nadkarni GN, Nahin ER, Neuman RB, Newman LT, Nguyen A, Nikolich JZ, Ofotokun I, Ogbogu PU, Palatnik A, Palomares KTS, Parimon T, Parry S, Parthasarathy S, Patterson TF, Pearman A, Peluso MJ, Pemu P, Pettker CM, Plunkett BA, Pogreba-Brown K, Poppas A, Porterfield JZ, Quigley JG, Quinn DK, Raissy H, Rebello CJ, Reddy UM, Reece R, Reeder HT, Rischard FP, Rosas JM, Rosen CJ, Rouphael NG, Rouse DJ, Ruff AM, Saint Jean C, Sandoval GJ, Santana JL, Schlater SM, Sciurba FC, Selvaggi C, Seshadri S, Sesso HD, Shah DP, Shemesh E, Sherif ZA, Shinnick DJ, Simhan HN, Singh U, Sowles A, Subbian V, Sun J, Suthar MS, Teunis LJ, Thorp JM, Ticotsky A, Tita ATN, Tragus R, Tuttle KR, Urdaneta AE, Utz PJ, VanWagoner TM, Vasey A, Vernon SD, Vidal C, Walker T, Ward HD, Warren DE, Weeks RM, Weiner SJ, Weyer JC, Wheeler JL, Whiteheart SW, Wiley Z, Williams NJ, Wisnivesky JP, Wood JC, Yee LM, Young NM, Zisis SN, Foulkes AS.   +204 more
europepmc   +1 more source

How Is FinTech Shaping Household Portfolio Behaviour?

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines how FinTech adoption influences household portfolio allocation across major advanced economies. Using a flow‐of‐funds framework and the Almost Ideal Demand System (AIDS), we model household demand for currency, deposits, loans, debt securities, and equity in the United States, United Kingdom, Euro Area, Japan and Australia.
Victor Murinde, Athina Petropoulou
wiley   +1 more source

Forum: COVID-19 Dispatches. [PDF]

Cult Stud Crit Methodol, 2021
Lu L, Lankala S, Gong Y, Feng X, Chang BG.   +4 more
europepmc   +1 more source

Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets

International 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, Manolis G. Kavussanos, Stergiani (Stella) A. Moysiadou   +2 more
wiley   +1 more source

Sustainability Incentives and Value Creation in Corporate Acquisitions

International Journal of Finance &Economics, EarlyView.
ABSTRACT Using an extended international sample of domestic and cross‐border mergers and acquisitions (M&A), this paper provides the first comprehensive examination of the role of ESG‐linked executive compensation in the market for corporate control.
Athanasios Tsekeris
wiley   +1 more source

Community-based interventions for improving mental health in refugee children and adolescents in high-income countries. [PDF]

Cochrane Database Syst Rev, 2022
Soltan F, Cristofalo D, Marshall D, Purgato M, Taddese H, Vanderbloemen L, Barbui C, Uphoff E.   +7 more
europepmc   +1 more source

Financial Development Under Economic Sanctions: Short‐Run Market Responses and Long‐Run Institutional Adjustment

International Studies of Economics, EarlyView.
ABSTRACT This paper examines how the financial development of the target economy evolves under the long‐lasting economic sanctions, emphasizing the temporal patterns of the impact. Using panel data for 136 economies from 1980 to 2021 and an event‐study approach, we identified a temporal pattern that illustrates how economic sanctions exert a ...
Yu Jiang, Xue Meng
wiley   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

The Non‐Professional Virtues of the Hospice Volunteer

Journal of Applied Philosophy, EarlyView.
ABSTRACT Volunteers have long played a significant role in hospice care. Much of the care volunteers provide consists of weekly hour‐long in‐home visits. Home‐visiting hospice volunteers are not professionals, nor are they strangers or intimates. Hospice volunteers will not typically face moral dilemmas, nor be called upon to make dramatic decisions ...
Michael B. Gill
wiley   +1 more source