Narrow search
Showing 1 - 10 of 20,999
Cover Image
Global economy : new risks and leadership problems
Shavshukov, Viacheslav M.; Zhuravleva, Natalia A. - In: International Journal of Financial Studies : open … 8 (2020) 1/7, pp. 1-17
. After the global crisis of 2008-2009, the world economy entered the era of restructuring. This article focuses on the … risks that a new leader will face in the process of shaping the world economy. The methods employed in the research include … combination of world financial system crises and general civilization problems. These new systemic risks for the world economy …
Persistent link: https://www.econbiz.de/10012168948
Cover Image
US Wealth Shares, the Dollar and International Risk Sharing
Kim, Sun Yong - 2021
of the US stock market vis-a ́-vie the rest of the world (ROW) during global bad times. Finally dollar strength is …
Persistent link: https://www.econbiz.de/10013237177
Cover Image
Measuring the Spillovers of Uncertainty Shocks
Gonzalez-Perez, Maria T. - 2019
Uncertainty shocks affect expectations and corporate profits and mostly transmit globally. This article provides an uncertainty shocks spillover index from the log-ratio of volatility indices to measure the transmission of uncertainty shocks across European financial markets from 2001 to 2018....
Persistent link: https://www.econbiz.de/10012897799
Cover Image
A Global Approach to Financial Risk
Guptara, Prabhu - 2009
Persistent link: https://www.econbiz.de/10013153033
Cover Image
The Dollar, Global Growth Risks and the US Safety Puzzle
Kim, Sun Yong - 2022
growths on average relative to the rest of the world (ROW). This is earned even though the US is relatively insulated against …
Persistent link: https://www.econbiz.de/10014077659
Cover Image
Nontraded Sector Growth Risks and Economic Sizes in International Asset Pricing
To, Thuy Duong - 2020
Output fluctuations in nontraded sectors are a primary country-specific risk factor because nontraded outputs are consumed domestically. While nontraded sector growth risks are mostly non-diversifiable, they can be partially mitigated by international trades in other sectors. The mitigation...
Persistent link: https://www.econbiz.de/10012848987
Cover Image
Commodity Correlation Risk
Byrne, Joseph; Sakemoto, Ryuta - 2023
It is widely observed that primary commodity prices comove. A parallel literature asserts that correlation risk matters for financial returns. Our novel study connects these topics and presents evidence that commodity correlation risk is both non-constant and important for returns. We reconsider...
Persistent link: https://www.econbiz.de/10014256948
Cover Image
Capital regulation and tail risk
Perotti, Enrico C.; Ratnovski, Lev; Vlahu, Razvan - 2011
The paper studies risk mitigation associated with capital regulation, in a context when banks may choose tail risk assets. We show that this undermines the traditional result that higher capital reduces excess risk-taking driven by limited liability. When capital raising is costly, poorly...
Persistent link: https://www.econbiz.de/10011383199
Cover Image
The Effects of Derivatives on Firm Risk and Value
Bartram, Söhnke M. - 2019
Using a large sample of non-financial firms from 47 countries, we examine the effect of derivative use on firm risk and value. We control for endogeneity by matching users and nonusers on the basis of their propensity to use derivatives. We also use a new technique to estimate the effect of...
Persistent link: https://www.econbiz.de/10012906123
Cover Image
Exchange Rates and Liquidity Risk
Evans, Martin D.D. - 2020
I use Forex trading data to study how risks associated with the lack of liquidity contribute to the dynamics of 17 spot exchange rates through their time-varying contributions to risk premia. I find that liquidity risk matters. All the foreign exchange risk premia compensate investors for...
Persistent link: https://www.econbiz.de/10012824202