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Little in the scholarly economics literature is directed specifically to the performance of stable value funds … portfolios across a broad range of risk aversion levels. We discuss factors that contributed to stable value funds’ past …
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illiquidity, and proxies for tail risk. Our funding illiquidity measure also affects leveraged closed-end mutual funds and, to an …
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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 …
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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,...
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