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Sustainable metamorphosis : examining sustainability transformation into value of financial institutions
Lapinskaitė, Indrė; Skvarciany, Viktorija - In: Journal of business economics and management 24 (2023) 5, pp. 923-938
landscape. This research aims to evaluate the efficiency of converting sustainable development outcomes, quantified through ESG …. The results reveal that only one financial institution has an efficiency score of 1, signifying a notable efficiency level …. Most financial institutions in the dataset possess efficiency scores (represented by theta) below 0.1, indicating a …
Persistent link: https://www.econbiz.de/10014460414
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Maximum drawdown measures in hedge fund efficiency appraisal
Pruchnicka-Grabias, Izabela - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 4, pp. 83-91
The study concentrates on the comparison of hedge fund efficiency measured by maximum drawdown measures with … traditional risk/return ratios. The examined period is from 1990 to 2011 and the data were provided by Hedge Fund Research. It is … were interesting and showed that the results of complex efficiency measures aren’t much different from traditional measures …
Persistent link: https://www.econbiz.de/10011712326
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Perceived loan risk and ex post default outcome : are the banks’ loan screening criteria efficient?
Ofonyelu, C. Chris; Alimi, R. Santos - 2013
predict the inherent risk level in the loans they administer and avoid risky borrowers. The recent rise in defaults rates and … the size of non-performing loans among the Nigerian commercial banks therefore puts to question the efficiency of the … default risk outcome. Disparities between the two reflect the extent by which the assessment of risks by banks was inefficient …
Persistent link: https://www.econbiz.de/10009761100
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The impact of macroeconomic factors on the German stock market : evidence for the crisis, pre- and post-crisis periods
Celebi, Kaan; Hönig, Michaela - In: International Journal of Financial Studies : open … 7 (2019) 2/18, pp. 1-13
Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world. Identifying the impact of this information on stock markets and forecasting stock returns and volatilities has become a much more difficult task, perhaps almost impossible....
Persistent link: https://www.econbiz.de/10012039605
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Financial market participants expect the coronavirus pandemic to have long-lasting economic impact in Europe
Ettmeier, Stephanie; Kim, Chi Hyun; Kriwoluzky, Alexander - In: DIW weekly report : economy, politics, science : a … 10 (2020) 19/20, pp. 243-250
market participants are revealed in the yield curves of corporate bonds, as yields reflect risk expectations over various …
Persistent link: https://www.econbiz.de/10012221987
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The influence of Airbnb announcements on North American capital markets : insights for stakeholders
Tavor, Tchai - In: International Journal of Financial Studies : open … 12 (2024) 1, pp. 1-20
This research investigates the burgeoning peer-to-peer (P2P) economy, exemplified by platforms such as Airbnb, and its implications within the North American context. The study focuses on understanding the repercussions of Airbnb announcements on capital markets, concentrating specifically on...
Persistent link: https://www.econbiz.de/10014502260
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Macro-financial volatility under dispersed information
Miao, Jianjun; Wu, Jieran; Young, Eric R. - In: Theoretical economics : TE ; an open access journal in … 16 (2021) 1, pp. 275-315
We provide a production-based asset pricing model with dispersed information and small deviations from full rational expectations. In the model, aggregate output and equity prices depend on the higher-order beliefs about aggregate demand and individual stochastic discount factors. We prove that...
Persistent link: https://www.econbiz.de/10012415651
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The importance of capital market in economy
Andrieş, Alin Marius - In: CES working papers 1 (2009) 2, pp. 69-75
All participants in capital markets are asking how to finance investments or to invest money available. The answer to these questions depends on the situation you have: deficit or surplus capital. This article addresses issues concerning the place and role of capital market within the financial...
Persistent link: https://www.econbiz.de/10011992017
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New financing trends in Latin America : an overview of selected issues and policy challenges
Tovar, Camilo Ernesto; Quispe-Agnoli, Myriam - 2008
During the past fifteen years, financial markets in Latin America have experienced a major transformation. This process and its effects on the nature of risks and policy challenges in Latin America were the focus of a May 2007 conference in Mexico City sponsored by the Representative Office for...
Persistent link: https://www.econbiz.de/10003847236
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Firm equity risk, bank lending standards, and the macroeconomy
Nguyen, Hien - In: Cogent economics & finance 10 (2022) 1, pp. 1-24
This paper analyzes the impact of US firms’ equity risk on bank lending standards and on the macroeconomy for two … groups: small and medium-large firms. The results indicate that a higher level of firm risk leads to a higher percentage of …-large firms. The finding provides support for the Risk Management Hypothesis, under which banks decrease lending to risky …
Persistent link: https://www.econbiz.de/10013462030