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opportunities while also introducing new risks. The aim of this study is to investigate the relationship between risk and return in … any dynamic link between risk and return in the Indian fintech market. The variance-based Mean-GARCH (GARCH-M) model was … used to determine whether there is a dynamic link between risk and return in the Indian fintech market. The findings …
Persistent link: https://www.econbiz.de/10014225995
The aim of this study was to determine whether referendums affect stock price risks and returns, using an event study approach. Daily end period data for the Swiss stock market index, the STOXX European market index, and the Swiss/US exchange rate running from the beginning of 2004 to June 2021,...
Persistent link: https://www.econbiz.de/10014233147
implementation is heavily limited. People consider them as technology that has a lot of risk-be it technological, IT related, or even … ethical. The aim of the present paper is to enrich the existing body of literature of risk perception-and in line with this …. Whilst the effect of cultural variables on risk perception has already been explored by several researchers, the present …
Persistent link: https://www.econbiz.de/10014233177
' investments based on analyzing the risks inherent to this activity. …
Persistent link: https://www.econbiz.de/10014391794
the suitable proxies in measuring innovation related to risk taking. Many studies use research-and-development intensity … (RDI) and research-and-development spending (RDS) as proxies for innovation related to risk taking. However, little … evidence shows that positive association with risk taking. This study addresses this gap by using RDI and RDS as metrics for …
Persistent link: https://www.econbiz.de/10014370413
can grasp concepts from quantitative risk management. To this end, we enter a scholarly discussion with ChatGPT in the … courses on quantitative risk management, and address risk in general, risk measures, time series, extremes and dependence. As … a result, the non-technical aspects of risk (such as explanations of various types of financial risk, the driving …
Persistent link: https://www.econbiz.de/10014375303
There has been a revival of interest in the effect of risk on economic growth. We quantify both ex ante and ex post … effects of risk using a stochastic version of the Ramsey model. We develop a simulation-based econometric methodology which … remarkable long-running panel data set for rural households in Zimbabwe. We find that risk substantially reduces growth: in the …
Persistent link: https://www.econbiz.de/10011334326
Most measures of vulnerability are a-theoretic and essentially static. In this paper we use a stochastic Ramsey model to find a household's optimal welfare and we measure vulnerability as the shortfall from the welfare attained if the household consumed permanently at the poverty line. The...
Persistent link: https://www.econbiz.de/10011334363
The risk of investment in schooling has largely been ignored. We assess thevariance in the rate of return by surveying … skewed. Our best guess of ex ante risk in university education is a coefficient ofvariation of about 0.3, comparable to that …
Persistent link: https://www.econbiz.de/10011335192
One of the key components of financial risk management is risk measurement. This typically requires modeling …
Persistent link: https://www.econbiz.de/10011866456