Showing 1 - 10 of 4,945
This paper studies the effects of financial speculation on commodity futures returns, using publicly available data from the US Commodity Futures Trading Commission, aggregated by trader groups. We exploit the heteroskedasticity in the weekly data to identify exogenous variation in speculators'...
Persistent link: https://www.econbiz.de/10011619592
representatives of each asset class. Results: The crisis had the highest impact on the risk of crude oil, renewable energy sources …Background: In making investment decisions, asset risk and return are two crucial criteria on which investors base … their decision. Objectives: This paper provides risk and return analysis and compares different traditional and alternative …
Persistent link: https://www.econbiz.de/10013542202
Persistent link: https://www.econbiz.de/10011627672
Persistent link: https://www.econbiz.de/10012658816
Persistent link: https://www.econbiz.de/10014472505
Persistent link: https://www.econbiz.de/10003316915
execution and the risk is a result of price movements during a more gradual trading. The paper shows that the trade-off between …Transaction costs in trading involve both risk and return. The return is associated with the cost of immediate … risk and return in optimal execution should reflect the same risk preferences as in ordinary investment. The paper develops …
Persistent link: https://www.econbiz.de/10012761661
execution and the risk is a result of price movements during a more gradual trading. The paper shows that the trade-off between …Transaction costs in trading involve both risk and return. The return is associated with the cost of immediate … risk and return in optimal execution should reflect the same risk preferences as in ordinary investment. The paper develops …
Persistent link: https://www.econbiz.de/10012466529
, macroeconomic imbalance, economic growth, economic integration, financial risk, volatility and trade effects. The main aims of this … Volatility Spillover In Time Of Crisis: Evidence From A Smooth Transition Regression Application -- 5. Bank Lending … Environment On Living Standards In Times Of Crisis And Uncertainty -- 7. What Can We Learn From Statistical Regularities In Stock …
Persistent link: https://www.econbiz.de/10013503483
Persistent link: https://www.econbiz.de/10000676119