Presentation to the Singapore Shipping Association and at Nanyang Technological University. Basics of financial …

shipping sectors on the world market portfolio excess return, volatility index, and changes in the oil price, exchange rate …We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model …, and interest rate. The sensitivities of stock returns to the risk factors differ across quantiles and shipping segments …

In this paper, we use a logit model to predict the probability of default for Korean shipping companies. We explore … numerous financial ratios to find predictors of a shipping firm’s failure and construct four default prediction models. The … indicates that utilizing information about unique financial characteristics of the shipping industry may enhance the performance …

The influx of shipping receipts from the world's leading fleet has been critical for the development of the Greek …, combined with the general economic and credit climate, have had a significant impact on Greek receipts from shipping. The paper … investigates both the long and short term responses of shipping flows in the Greek balance of payments on the basis of monthly data …