Results 51 to 60 of about 29,155 (211)

Correlation, price discovery and co-movement of ABS and equity [PDF]

, 2005
Asset-backed securitization (ABS) has become a viable and increasingly attractive risk management and refinancing method either as a standalone form of structured finance or as securitized debt in Collateralized Debt Obligations (CDO).
Jobst, Andreas A.
core  

Interplay Between Green Investment and Market Price Premia in Global Shipping

International Journal of Finance &Economics, EarlyView.
ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi, Nikos C. Papapostolou, Malvina Marchese, Ioannis C. Moutzouris, Angelos Efstathiou   +4 more
wiley   +1 more source

Estimation of Impact of Quantitative Easing Policy on EUR/USD using behavioral Equilibrium Exchange Rate Model

Финансы: теория и практика, 2019
The article examines the impact of the policy of the uSA quantitative easing and the euro area on the nominal EuR/ uSD exchange rate. After the economic crisis of 2008–2009, the policy of quantitative easing gained popularity among the world’s largest ...
A. A. Vinogradov
doaj   +1 more source

Codependence and Cointegration [PDF]

, 2009
We introduce the idea of common serial correlation features among non-stationary, cointegrated variables. That is, the time series do not only trend together in the long run, but adjustment restores equilibrium immediately in the period following a ...
Trenkler, Carsten, Weber, Enzo
core  

Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations? [PDF]

, 2010
This paper examines the relationship among consumer price index, industrial production, stock market and oil prices in Greece. Initially we use a unified statistical framework (cointegration and VECM) to study the data in levels.
Abel, Balke, Barro, Baxter, Bilson, Burbridge, Burns, Carlstrom, Castanias, Chen, Chiarella, Choi, Christodoulakis, Ciner, Cozier, Dickerson, Diebold, Diebold, Dritsaki, Enders, Engle, Engsted, Errunza, Ewing, Fama, Fama, Favero, Ferderer, Filis, Flannery, George Filis, Geske, Gisser, Gjerde, Glen, Hamilton, Hardouvelis, Harvey, Haung, Hodrick, Hondroyiannis, Hooker, Hooker, Inklaar, Jaffe, Jones, Jones, Kilian, Kim, LeBlanc, Lee, Leon, Levine, Masih, Mauro, Miller, Miller, Ministry of Development, Morck, Nandha, O'Neill, Omrana, Papapetrou, Park, Pearce, Rapach, Ritter, Ross, Rudebusch, Sadorsky, Schotman, Schwert, Siklos, Solnik, Spanos, Theophano, Vassalou, Verma, Wahlroos, Wongbangpo   +79 more
core   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

Monetary policy and unemployment in the Republic of Serbia [PDF]

Industrija, 2020
The main aim of the examination is to conclude whether monetary policy can influence the unemployment rate through the key policy rate and to analyze the fundamental linkages among inflation and unemployment in the Republic of Serbia, considering that ...
Veselinović Nevena
doaj  

Interlinkages Between Financial Markets and Minerals (1990–2023): Implications for Global Energy Transitions and Environmental Sustainability

Sustainable Development, EarlyView.
ABSTRACT This paper examines the nexus between financial markets (FM), mineral resources, and global energy transitions (ET) between 1990 and 2023 in the 20 leading countries exporting mineral resources, focusing on their impact on environmental sustainability.
Hamza Akram, Jinchao Li, Muhammad Ashar Asdullah, Muhammad Salman Shabbir, Waqas Ahmad Watto, Tuba Rasheed   +5 more
wiley   +1 more source

Capital market expectations and the London office market [PDF]

, 2011
The analysis of office market dynamics has generally concentrated on the impact of underlying fundamental demand and supply variables. This paper takes a slightly different approach to many previous examinations of rental dynamics.
Stevenson, Simon, Young, James
core  

Advancing SDG8, SDG10, and SDG16: The Roles of Tax Burden, Income Inequality, and Human Rights in Driving Sustainable Development in the United States

Sustainable Development, EarlyView.
ABSTRACT Sustainable development depends on economic, social, and environmental aspects, all of which play a key role in long‐term societal well‐being. While much of the existing literature emphasizes environmental aspects, the economic and social components, crucial for achieving SDG8, SDG10, and SDG16, are often overlooked in sustainable development ...
Tunahan Degirmenci
wiley   +1 more source