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Risk-based portfolios with large dynamic covariance matrices

Nakagawa, Kei; Imamura, Mitsuyoshi; Yoshida, Kenichi - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-14

such as minimum variance (MV), risk parity (RP), and maximum diversification (MD). It is well known that the performance of …

Persistent link: https://www.econbiz.de/10011883260

The effect of exchange rate volatility on international trade and foreign direct investment (FDI) in developing countries along "one belt and one road"

Latief, Rashid; Lefen, Lin - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-22

a fixed effect model to analyze the relationship of exchange rate volatility with international trade and FDI. The … results of this paper revealed that exchange rate volatility affects both international trade and FDI significantly but … international trade and FDI. It can be concluded that exchange rate volatility can adversely affect international trade and FDI …

Persistent link: https://www.econbiz.de/10011964012

The effect of alternative measures of distance on the correlation of real effective exchange rate returns : an approach to contagion analysis

Coulom, Jean; Shenai, Vijay - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-18

from one country to the other in the form of comovements in exchange rates, stock prices, bond spreads, capital and trade …

Persistent link: https://www.econbiz.de/10011964042

Value investing and size effect in the South Korean stock market

Alfonso Perez, Gerardo Gerry - In: International Journal of Financial Studies : open … 6 (2018) 1, pp. 1-25

There are indications that value investing strategies have been able to outperform the overall market in several countries across the globe. In this article, the specific case of South Korea is analyzed. It would appear that from a rigorous statistical point of view there are no strong evidence...

Persistent link: https://www.econbiz.de/10011857289

Impact of carbon tax and environmental regulation on inbound cross-border mergers and acquisitions volume : an evidence from India

Raghavendra, Chandrika; Rampilla, Mahesh; Thanikella, … - In: International Journal of Financial Studies : open … 10 (2022) 4, pp. 1-16

Climate change, global warming, and carbon emission are global issues. Countries are strengthening their environmental regulations to mitigate the emission problem. According to the pollution haven hypothesis, rich countries invest in emerging economies where the institutional framework is weak...

Persistent link: https://www.econbiz.de/10013463760

Financial insights from the last few components of a stock market PCA

Yang, Libin; Rea, William; Rea, Alethea - In: International Journal of Financial Studies : open … 5 (2017) 3, pp. 1-12

We show that the last few components in the principal component analysis of the correlation matrix of a group of stocks may contain useful financial insights by identifying highly correlated pairs or larger groups of stocks. The results of this type of analysis can easily be included in the...

Persistent link: https://www.econbiz.de/10011759755

Impending doom : the loss of diversification before a crisis

Yang, Libin; Rea, William; Rea, Alethea - In: International Journal of Financial Studies : open … 5 (2017) 4, pp. 1-13

We present four methods of assessing the diversification potential within a stock market, and two of these are based on … consistent picture. The potential for diversification declined almost monotonically in the three years prior to the 2008 …, the diversification potential declined even further in the 2011 European debt crisis and the American credit downgrade. …

Persistent link: https://www.econbiz.de/10011760308

Organizational mission and revenue diversification among non-profit sports clubs

Wicker, Pamela; Feiler, Svenja; Breuer, Christoph - In: International Journal of Financial Studies : open … 1 (2013) 4, pp. 119-136

-profit organizations. This study examines how different types of organizational missions affect the level of revenue diversification of … non-profit sports clubs in Germany are used for the analysis. The regression results show that revenue diversification is …, conviviality, non-sport programs, and youth sport have a positive effect on revenue diversification, while clubs with a commercial …

Persistent link: https://www.econbiz.de/10010243566

International diversification and stock-price crash risk

Askarzadeh, Alireza; Kanaanitorshizi, Mostafa; … - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-17

Despite the recent proliferation of research on internationalization, little attention has been paid to understanding the reasons behind the decrease in firm value accompanying international expansion. By delving into the underlying mechanisms and applying the concept of agency theory to a...

Persistent link: https://www.econbiz.de/10014636301

Public debt, public investment and economic growth in Mexico

Sánchez-Juárez, Isaac; García-Almada, Rosa - In: International Journal of Financial Studies : open … 4 (2016) 2, pp. 1-14

The primary objective of this article is to answer the following two research questions: has the growing public debt of state governments promoted increased public investment? If the answer is yes, then does any increase in public investment lead to more growth in the Mexican states? Dynamic...

Persistent link: https://www.econbiz.de/10011474514