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Financial crises in comparative perspective : crisis management and its phenomenon of repetition/return

Zemla, Sebastian - In: Naše gospodarstvo : NG 66 (2020) 1, pp. 65-77

Crises cause attentiveness in our society and awaken, depending on the degree of consternation, our ongoing interest. These events include financial crises, phenomenal incidents that shock the economic world and pose significant challenges for the governments. Two crises which stand out in this...

Persistent link: https://www.econbiz.de/10012206546

Infrastructure indices : comparative analysis of performance, risk and representation of global listed proxies

Lambrev, Dimitar - In: Naše gospodarstvo : NG 65 (2019) 3, pp. 23-39

Faced with historically low interest rates, investors are looking further into illiquid assets such as infrastructure in search of alternative sources of income, better diversification and a long-term investment perspective. This paper analyzes the key performance and risk characteristics of the...

Persistent link: https://www.econbiz.de/10012105600

Price discovery, causality and volatility spillovers in European Union allowances phase II : a high frequency analysis

Rittler, Daniel - 2009

This paper deals with the modeling of the relationship of European Union Allowance spot- and futures-prices within the second commitment period of the European Union Emission Trading Scheme. Based on high frequency data, we analyze causality in the first and the second conditional moments. To...

Persistent link: https://www.econbiz.de/10003902551

The Effect of a Change in Analyst Composition on Analyst Forecast Accuracy : Evidence from US Cross-Listings

Nowland, John - 2010

Prior research has shown improvements in analysts' forecast accuracy around various events (e.g. new disclosure regulations or cross-listings), but these studies do not consider a change in the composition and ability of analysts providing forecasts over time. By studying foreign firms...

Persistent link: https://www.econbiz.de/10012757825

The growing importance of investment funds in capital flows

Schmidt, Richard; Yeşin, Pınar - In: Aussenwirtschaft : schweizerische Zeitschrift für … 71 (2021) 1, pp. 1-39

In this paper, we first document the growing importance of foreign-domiciled investment funds in countries' portfolio liabilities over time and then show empirical evidence that cross-border fund flows are coincident with asset price movements. To measure the external liabilities of countries to...

Persistent link: https://www.econbiz.de/10014530875

The growing importance of investment funds in capital flows

Schmidt, Richard; Yeşin, Pınar - In: Aussenwirtschaft : schweizerische Zeitschrift für … 72 (2022) 1, pp. 1-40

Persistent link: https://www.econbiz.de/10014287894

Sustainable and responsible investment dynamic cross-asset portfolio

Robiyanto, Robiyanto; Huruta, Andrian Dolfriandra; … - In: Cogent Business & Management 10 (2023) 1, pp. 1-14

Nowadays, the ESG-oriented portfolios are very popular. This study aims to study the performance of cross-asset portfolios between eco-friendly stocks (represented by Sri-Kehati index) with cryptocurrencies, bonds and gold. The data used in the study were the daily return of each instrument from...

Persistent link: https://www.econbiz.de/10014527774

Measuring the effectiveness of ASEAN-5 initiatives from emerging market portfolio’s perspective

Robiyanto, Robiyanto; Nugroho, Bayu Adi; Handriani, Eka; … - In: Cogent Business & Management 10 (2023) 1, pp. 1-20

ASEAN nations started ASEAN Economic Community (AEC) initiatives, with the goal of improving the economic movement in ASEAN. The initiative is expected to lead to higher integration in the regions. The objective of this research was to study the integration of equity markets in the ASEAN-5...

Persistent link: https://www.econbiz.de/10014527800

The safe haven feature of gold in the recent crisis : rolling regression approach

Arnerić, Josip; Paić, Filip - In: Croatian review of economic, business and social … 9 (2023) 2, pp. 109-122

The global repercussions of the COVID-19 pandemic had a substantial adverse impact on the overall economy, resulting in equity markets decline worldwide. Amidst this turbulent environment, plagued with uncertainty, investors have redirected their attention towards secure assets to protect their...

Persistent link: https://www.econbiz.de/10014480968

The impact of energy consumption in crypto assets on crypto asset prices and carbon emissions : case of Bitcoin and Ethereum

Bİlİrer, Meltem; Zeren, Feyyaz - In: Financial studies 28 (2024) 1, pp. 1-20

In this paper, it is aimed to evaluate the relationship between energy consumption in crypto assets and crypto asset … prices. In this direction, the price, CO2 emission and energy consumption series of Bitcoin and Ethereum between March 17 … Bitcoin price, Bitcoin energy consumption and Bitcoin CO2 emission series, and no causality relationship was detected between …

Persistent link: https://www.econbiz.de/10014529508