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This paper investigates dynamic correlations of stock-bond returns for different stock indices and bond maturities. Evidence in the US shows that stock-bond relations are time-varying and display a negative trend. The stock-bond correlations are negatively correlated with implied volatilities in...
Persistent link: https://www.econbiz.de/10012292914
geographical area of Spain, and a precise risk, hailstorm in crop insurance in the line of business of wine grapes. We quantify … from hail risk in Spain from 1990 to 2022. With homogenized data, we consider as dependent variables the monthly number of … also provide an estimate of the increase in the monthly total losses' Value at Risk, corresponding to a future increase in …
Persistent link: https://www.econbiz.de/10014497406
this context, the main goal of this research is to try to present changes in the value of fiscal, investment and export …, Germany, Italy, Poland, Portugal and Spain. This research is based on the theory of effective demand. The values of feeds and …
Persistent link: https://www.econbiz.de/10012390857
Faced with the need to adjust public pension systems to meet changing demographic, economic and social conditions, most developed countries have created government reserve funds to ensure macroeconomic sustainability. This paper aims to study the importance that this reserve fund plays in the...
Persistent link: https://www.econbiz.de/10013363083
risk taking. One of the objectives is the motivation of further research on the topic. Risk-averse managers hold less … diversified portfolios and, thus, tend to take less risk than optimal for shareholders. More option grants may encourage risk … mitigating overall risk-taking incentives. The net effect of options on risk-taking behavior is, therefore, ambiguous and calls …
Persistent link: https://www.econbiz.de/10013368499
evaluating the influence of perceived risk and perceived value on their cryptocurrency adoption decision. The retail investors …’ demographic characteristics (gender, age, education, income, and investment experience) were analyzed as control variables. Data …’s, perceived value was found to have a significant influence on cryptocurrency adoption. Meanwhile, perceived risk had no …
Persistent link: https://www.econbiz.de/10013355250
review of 33 articles and a meta-analysis using the Apriori algorithm were used. We mapped 14 investment risks faced by … Apriori algorithm, dependency relations between nine investment risks were observed. This research fills a gap related to the … non-structuring of a holistic approach to the investment risks startup investors face. In addition, a comprehensive review …
Persistent link: https://www.econbiz.de/10014391794
during the secondary and primary research, while determining the most relevant risk factors of investment project processes … in relation to the B2B market. The risk map for investment project processes was created in line with the relevant …The focus of this study is to examine the investment project process. Since investment can also be considered as …
Persistent link: https://www.econbiz.de/10012508818
This paper investigates whether gender diversity in the boardroom is associated with corporate cash holdings and whether investor protection moderates the effect of corporate board gender diversity on corporate cash holdings. Using 20,750 firm-year observations from 33 countries, our analyses...
Persistent link: https://www.econbiz.de/10013161516
-socially responsible investment funds, using funds domiciled in Portugal and Spain. Various multi-factor models, including the three … growth in recent years. They represent an investment approach that incorporates social, environmental, and ethical … assess performance. The sample comprised 125 investment funds, with 43 identified as socially responsible and 82 as non …
Persistent link: https://www.econbiz.de/10014480936