Results 51 to 60 of about 3,614,788 (171)

Carbon VIX, Climate Risk and Financial Stability New Evidence From Developing Countries

Sustainable Development, EarlyView.
ABSTRACT This study investigates the effects of the carbon VIX and climate risk on financial stability through the banking Z‐score in developing economies. Using the Dynamic Panel Threshold Model of 106 developing countries from 2012 to 2022, the results reveal that both carbon VIX and climate risk exert a significant negative influence on banking ...
Alanoud Al‐Maadid, Mohamed Sami Ben Ali, Kamal Si Mohammed, Omer Salih Mohammed Abker   +3 more
wiley   +1 more source

Artificial Intelligence in Financial Security Markets: Catalyzing Sustainable Development Through Innovation, Risk Mitigation, and Adaptive Governance

Sustainable Development, EarlyView.
ABSTRACT The rapid integration of artificial intelligence (AI) into financial security markets presents both significant opportunities and emerging governance challenges for sustainable development. This study employs a comparative mixed‐methods approach to examine how AI‐driven innovation in trading, risk management, regulatory compliance, and ...
Suleman Bawa, Ibn Wahab Benin, Harika Kancham, Pedro Munoz‐Ramirez   +3 more
wiley   +1 more source

Does the fear gauge predict downside risk more accurately than econometric models? Evidence from the US stock market

Cogent Economics & Finance, 2016
This paper empirically compares the usefulness of information included in the volatility index (VIX) against several generalized autoregressive conditional heteroskedasticity (GARCH) models for predicting downside risk in the US stock market.
Chikashi Tsuji
doaj   +1 more source

Contagion and Spillover Effects of the Chinese Housing Crisis on the China‐Focused ETFs Trading in the United States

Pacific Economic Review, EarlyView.
ABSTRACT This study investigates the impact of China's recent real estate crisis, stemming from Evergrande's struggles, on the return and risk profiles of US‐listed exchange traded funds (ETFs) tracking Chinese stock market indexes. Analysing 26 funds from February 2, 2018 to December 31, 2024, we first employ a VAR model to assess contagion and ...
Gerasimos Rompotis, Spyros Papathanasiou, Drosos Koutsokostas   +2 more
wiley   +1 more source

Voluntary Disclosure Through the Prominence of Risk Factors in the 10‐K Information facultative par le biais de la mise en avant des facteurs de risque dans le formulaire 10‐K

Contemporary Accounting Research, EarlyView.
ABSTRACT Prior research finds that the textual content of Item 1A risk factor disclosures in 10‐K filings provides valuable information about firm risk. However, less is known about whether the ordering of these disclosures conveys useful information.
Michael Chin, Yue Liu, Kevin Moffitt
wiley   +1 more source

Measuring Thematic Funds Performance via an Approach Based on Observable and Latent Factors

European Financial Management, EarlyView.
ABSTRACT This paper investigates whether thematic equity funds deliver abnormal performance relative to conventional global equity funds. Using Fama‐French models augmented with latent factors, we estimate fund‐level alphas, and apply the false discovery rate methodology to an estimated three‐group mixture distribution, separating good, null and bad ...
Maria Debora Braga, Gianmarco Vacca, Maria Zoia   +2 more
wiley   +1 more source

Changes in the Turnover Ratio and Liquidity in International Equity Markets

European Financial Management, EarlyView.
ABSTRACT We examine global trading activity over 15 years and compare trends across countries. We find that European volume has grown, but less than in other countries, while turnover ratios have declined. However, the decline is exaggerated in standard volume data, which focuses on primary market trading, and becomes comparable after adjusting North ...
Jose S. Penalva, Mikel Tapia
wiley   +1 more source

Dynamic Responses of Standard and Poor’s Regional Bank Index to the U.S. Fear Index, VIX

, 2021
This study examines the reaction of the Standard and Poor’s Regional Bank Index (SPRB) to the U.S. equity market fear index (i.e., the Chicago Board of Trade Volatility Index [VIX]). The VIX is designed to perform as a leading indicator of the volatility
Adrangi, Bahram, Bahram Adrangi, Kambiz Raffiee, Arjun Chatrath, Kolay, Madhuparna, Chatrath, Arjun, Madhuparna Kolay, Raffiee, Kambiz   +7 more
core   +1 more source

Connecting VIX and Stock Index ETF [PDF]

, 2017
As stock market indexes are not tradeable, the importance and trading volume of Exchange Traded Funds (ETFs) cannot be understated. ETFs track and attempt to replicate the performance of a specific index.
Hsieh, T-L. (Tai-Lin), Chang, C-L. (Chia-Lin), McAleer, M.J. (Michael)   +2 more
core   +3 more sources

Examining the Impact of COVID-19 Panic Index on Cryptocurrencies and Stock Market Indices: A Comparative Study of Egypt and USA [PDF]

Maǧallaẗ Al-Buḥūṯ Al-Tiǧāriyyaẗ
Similar to (Cervantes et al., 2022), this paper examines the relationship between the stock markets of emerging and developed economies, cryptocurrencies, and the fear triggered by the COVID -19 pandemic crisis from January 2020 to May 2021.
NANCY YOUSSEF
doaj   +1 more source