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Dec 30 2023 Prem Vaswani and Padmaja M
  Asymmetric relationship between macroeconomic uncertainty and stock market performance: a study of the Indian stock market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2023 Thomas Gries , Lukas Wiechers and Sebastian José Luna-Victoria
  Unconventional monetary policy and wealth inequality: evidence from the US
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 30 2023 Refk Selmi
  Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 30 2023 Maia Gejadze , Pierre Giot and Armin Schwienbacher
  On venture capital exit dynamics
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2022 Seyid Fahri Mahmud , Seyid Amjad Ali and Fatih Furkan Akosman
  Modeling 2018 currency crisis of Turkey: A balance of payments approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 30 2022 Nehan Naim
  Do Subsidies Extend Lifeline to Coal?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 30 2022 Noureddine Kouaissah and Amin Hocine
  Robust drawdown-based performance measures
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 20 2022 Kenta Toyofuku
  Risk sharing and asset commonality in the financial sector
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 17 2021 Mateus Portelinha , Carlos Heitor Campani and Raphael Roquete
  The impacts of cryptocurrencies in the performance of Brazilian stocks' portfolios
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 10 2021 Masao Kumamoto and Juanjuan Zhuo
  Hedge and safe haven status of Bitcoin: copula-DCC approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 27 2020 Konstantinos Charistos , Christos Constantatos and Ioannis N. Pinopoulos
  Downstream horizontal mergers and wholesale price discrimination
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 24 2020 K.P. Prabheesh , Bhavesh Garg and Rakesh Padhan
  Time-varying dependence between stock markets and oil prices during COVID-19: The case of net oil-exporting countries
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Aug 08 2020 Daniel J Pastor
  The effects of renewables portfolio standards on renewable energy generation.
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 23 2020 Youngjin Yun
  Post-crisis changes in the pattern of capital flows - The case of Korea
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Jan 01 2020 Maxim Zagonov and Bernd Hanke
  Investor Attention, Lottery Stocks and the Cross-Section of Expected Returns.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 01 2020 Nawazish Mirza , Amir Hasnaoui and Birjees Rahat
  Credit Quality and Stock Returns of Commercial Banks
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2019 John Nana Francois and Ryan S Mattson
  Divisia Monetary Aggregates for Developing Economies: Some Theory
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 15 2019 Clark Lundberg
  Identifying horizon-based heterogeneity in the cross section of portfolio returns
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 16 2019 Rodrigo de O. Leite and Jamil Civitarese
  Microfinance for women: Are there economic reasons? Evidence from Latin America
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 10 2018 Yu Takata
  Application of Granularity Adjustment Approximation Method to Incremental Value-at-Risk in Concentrated Portfolios
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 06 2018 Ramzi Benkraiem , Thi hong van Hoang , Amine Lahiani and Anthony Miloudi
  Crude oil and equity markets in major European countries: New evidence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 10 2018 Roman Mestre and Michel Terraza
  Time-Frequency varying beta estimation -a continuous wavelets approach-
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 05 2018 Raphael Moses Roquete , Ricardo P. C. Leal and Carlos Heitor Campani
  Corporate governance and fundamental indexation in Brazil
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 25 2018 Alba Del Villar Olano
  The Lucas Paradox in the Great Recession: Does the type of capital matter?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 27 2018 Sahar Milani and Rebecca Neumann
  International financial openness and industrial R&D
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 27 2018 Brent J. Davis
  Does financial well-being affect portfolio construction? Evidence from an online survey
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 09 2018 Ammar Shamaileh
  Barriers to Financial Institutional Development: A Preliminary Theoretical Exploration of Social Capital, Growth and Institutional Development
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 21 2018 Wahyoe Soedarmono
  Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 01 2017 José Antonio Núñez-Mora , Roberto Joaquín Santillán-Salgado and Leovardo Mata
  Efficient portfolios and the generalized hyperbolic distribution
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 19 2017 Moawia Alghalith
  Stochastic optimization without Ito's lemma: applications to the portfolio model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 23 2017 Stefano Herzel and Marco Nicolosi
  Portfolio allocation in actively managed funds
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 08 2017 Pierre O. De souza , Tiago P. Filomena , João F. Caldeira , Denis Borenstein and Marcelo B. Righi
  Risk parity in the brazilian market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 11 2017 François Seck Fall
  Determinants of Microfinance institutions' access to bank credit in Senegal
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 05 2017 Moawia Alghalith
  A note on the stochastic portfolio optimization
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 25 2017 Amrendra Kumar and Vikash Gautam
  Gold as inflation and exchange rate hedge: The case of India
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 05 2017 David Roubaud , Alain Lapied and Robert Kast
  Modelling under ambiguity with two correlated Choquet-Brownian motions
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 20 2017 Terence Tai-Leung Chong , Yue Ding and Tianxiao Pang
  Extreme Risk Value and Dependence Structure of the China Securities Index 300
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 22 2017 Benjamín Vallejo Jiménez and Francisco Venegas Martínez
  Optimal consumption and portfolio rules when the asset price is driven by a time-inhomogeneous Markov modulated fractional Brownian motion with multiple Poisson jumps
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 26 2017 Florian Leon
  Implications of loan portfolio concentration in Cambodia
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 13 2017 Chi Dong , Hooi Hooi Lean and Zamri Ahmad
  Intra-industry information diffusion in China's stock market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 10 2016 Amit Ghosh
  Determinants of Gold Demand in Reserve Bank of India's foreign exchange reserve portfolio.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 05 2016 Gaowang Wang and Juanjuan Yan
  Robustness, the Spirit of Capitalism and Asset Pricing
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 05 2016 Francesco Cesarone , Jacopo Moretti and Fabio Tardella
  Optimally chosen small portfolios are better than large ones
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 17 2016 Juan Gabriel Brida and María Nela Seijas
  The impact of funded pension schemes in domestic capital markets: evaluating global reforms
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 04 2016 Maiko Koga
  Momentum trading behavior in the FX market: Evidence from Japanese retail investors
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 18 2015 Walid Chkili
  Gold–oil prices co-movements and portfolio diversification implications
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 02 2015 Richard T Froyen and Alfred V Guender
  Real-Exchange-Rate-Adjusted Inflation Targeting in an Open Economy: Some Analytical Results
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 02 2015 Cheng-te Lee and Shang-fen Wu
  Military Spending and Stochastic Growth: A Small Open Economy
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 24 2015 Omar Farooq and Imad Jabbouri
  Ownership structure and portfolio performance: Pre- and post-crisis evidence from the Casablanca Stock Exchange
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 01 2015 Rachida Hennani and Michel Terraza
  Contributions of a noisy chaotic model to the stressed Value-at-Risk
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 14 2015 Nahoko Mitsuyama and Satoshi Shimizutani
  Stock market reaction to ESG-oriented management: an event study analysis on a disclosing policy in Japan
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 30 2015 Ran Shao and Na Wang
  Effects of Aging on Gender Differences in Financial Markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 29 2015 Dimitrios P. Louzis
  The economic value of flexible dynamic correlation models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 22 2015 Thai-Ha Le
  Exchange rate determination in Vietnam
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 11 2015 Fábio Gomes and Lourenço Paz
  Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 06 2014 Shangkari V Anusakumar , Ruhani Ali and Chee-Wooi Hooy
  Are momentum and contrarian effects related? Evidence from the Chinese stock market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 06 2014 Enareta Kurtbegu and Juliana Caicedo-llano
  European equity fund managers: luck or skill?!
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 06 2014 Sami Attaoui and Pierre Six
  Hedging demand and the certainty equivalent of wealth
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 06 2014 Kevin Currier
  Some implications of design element choice when combining a green quota with a system of feed-in tariffs
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 04 2014 Riccardo Calcagno and Maria Cesira Urzi Brancati
  Do more financially literate households invest less in housing? Evidence from Italy.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 23 2013 Bruno Milani and Paulo Sergio Ceretta
  Do Brazilian REITs depend on Real Estate sector companies or Overall Market?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 23 2013 M. Hossein Partovi
  Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 05 2013 Julien Chevallier , Florian Ielpo and Ling-Ni Boon
  Common risk factors in commodities
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 17 2013 Iuliana Matei
  Government bond market linkages within EMU: evidence from a multivariate Granger causality analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 11 2013 Philippe Bernard and Michel Blanchard
  The performance of amateur traders on a public internet site: a case of a stock-exchange contest
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 24 2013 Elie I Bouri
  Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 21 2013 Renato Bruni , Francesco Cesarone , Andrea Scozzari and Fabio Tardella
  No arbitrage and a linear portfolio selection model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 18 2013 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Pair Copula Construction based Expected Shortfall estimation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 24 2012 Renato Bruni , Francesco Cesarone , Andrea Scozzari and Fabio Tardella
  A new stochastic dominance approach to enhanced index tracking problems
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 08 2012 Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen
  Oil-stock volatility transmission, portfolio selection and hedging
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 05 2012 Carmine Trecroci
  Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 23 2012 Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller
  Quantiles autocorrelation in stock markets returns
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 03 2012 João Caldeira , Guilherme Moura and André A.P. Santos
  Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 18 2012 Hans Bystrom
  Executive compensation based on asset values
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 09 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 23 2012 Hakan M. Berument , Zulal S Denaux and Yeliz Yalcin
  How does the Exchange Rate Movement Affect Macroeconomic Performance? A VAR Analysis with Sign Restriction Approach– Evidence from Turkey
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 20 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Predicting the risk of global portfolios considering the non-linear dependence structures
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 13 2012 Martín Jorge Egozcue
  Gains from diversification: a regret theory approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 13 2012 Connie Bayudan-Dacuycuy
  The Philippine export portfolio in the product space: potentials, possibilities and policy challenges
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 14 2011 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Extreme values dependence of risk in Latin American markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 13 2011 Marcelo Brutti Righi and Paulo Sérgio Ceretta
  Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 12 2011 Steven W. Sumner and Guy Yamashiro
  Bank liabilities and the monetary transmission mechanism
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 12 2011 Riccardo Calcagno and Mariacristina Rossi
  Portfolio Choice and Precautionary Savings
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 10 2011 Julien Chevallier
  Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 08 2010 Masato Ubukata
  Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 03 2010 George Milunovich and Ronald Ripple
  Crude Oil Volatility: Hedgers or Investors
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 16 2010 Bolong Cao , Shamila Jayasuriya and William Shambora
  Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 06 2010 Khurshid Kiani
  Predictable Signals in Excess Returns: Evidence from Non-Gaussian State Space Models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2010 Yves Jegourel and Samuel Maveyraud
  A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 19 2009 Hisako Kai
  Competition and wide outreach of Microfinance Institutions
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 24 2009 Sylvain M. Prado
  The European used-car market at a glance: Hedonic resale price valuation in automotive leasing industry
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 28 2009 Juliana Caicedo-llano and Catherine Bruneau
  Co-movements of international equity markets: a large-scale factor model approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 25 2009 Giuseppe Cavaliere , Luca Fanelli and Attilio Gardini
  Consumption risk sharing and adjustment costs
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 06 2009 Hammoudi Abdelhakim and Giraud-héraud Eric
  On the Existence and uniqueness of Price Equilibrium with Multi-Store Firms
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 17 2009 Paolo M. Panteghini
  On the equivalence between labor and consumption taxation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 23 2009 Hock-Ann Lee , Kian-Ping Lim and Venus Khim-Sen Liew
  Is There Any International Diversification Benefits in ASEAN Stock Markets?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 08 2008 Andrea Morone
  Comparison of Mean-Variance Theory and Expected-Utility Theory through a Laboratory Experiment
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 21 2008 Takaaki Aoki
  One Proposition about Dynamic Portfolio Selection in an Open Economy and International Diversification
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 07 2008 Parikshit Ghosh
  Price Discrimination As Portfolio Diversification
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 28 2008 Rebecca Neumann and Ron Penl
  Volatile capital flows: Interactions between de jure and de facto financial liberalization
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 11 2007 Hideki Nishigaki
  The Impact of a Net Increase in Japanese Investment in Foreign Assets on the Yen Rate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 19 2007 Tsangyao Chang , Yu-Chen Wei and Yang-Cheng Lu
  An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 20 2007 virginie terraza and stephane mussard
  New trading risk indexes: application of the shapley value in finance
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 26 2006 Diego Nocetti
  Portfolio Selection with Endogenous Estimation Risk
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 05 2006 Erdal Atukeren and Aylin Seçkin
  Art and the Economy: A First Look at the Market for Paintings in Turkey
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 03 2006 Fulvia Focker and Umberto Triacca
  A new proxy of the average volatility of a basket of returns: A Monte Carlo study
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 03 2006 Tsangyao Chang and Yang-Cheng Lu
  Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 06 2005 Sergio Da Silva , Newton Da Costa, Jr , Joao Tusi and Andre Santos
  Evaluating Brazilian mutual funds with stochastic frontiers
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 25 2005 Jean Fernand Nguema
  Stochastic dominance on optimal portfolio with one risk-less and two risky assets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 20 2005 Mao-wei Hung and Hsiao-yuan Yu
  Capital Flow, Nontradable Consumption and Home Bias
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 03 2005 Panayiotis Petrakis and Stylianos Kotsios
  The dynamics of structural change under risk influence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 05 2004 Stephen LeRoy
  Bubbles and the Intertemporal Government Budget Constraint
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 28 2004 Mark McCabe
  Information goods and endogenous pricing strategies: the case of academic journals
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 25 2004 M. Hossein Partovi and Michael Caputo
  Principal Portfolios: Recasting the Efficient Frontier
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 27 2004 David A. Hennessy
  Orthogonal Subgroups for Portfolio Choice
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 18 2004 AROURI Mohamed El Hedi
  The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.
  Abstract  Contact Information  Citation  Full Text  -  Note