Can the intermediary capital risk predict foreign exchange rates?
Sign Up to like & getrecommendations! Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2019.101349
Abstract: Abstract The intermediary capital risk (ICR) is recently perceived as an important indicator of economic activities and risk premiums. In this paper, we provide individual time-series predictability of ICR for exchange rates of twelve major… read more here.
Keywords: capital risk; intermediary capital; exchange rates; exchange ... See more keywords
Relationship between capital, risk and liquidity: a comparative study between Islamic and conventional banks in MENA region
Sign Up to like & getrecommendations! Published in 2017 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2017.07.113
Abstract: The aim of this paper is to investigate the determinants and the joint relationship between capital, risk and liquidity of conventional and Islamic banks. Particularly, we focus on the impact of financial and political instabilities… read more here.
Keywords: capital risk; relationship capital; risk; risk liquidity ... See more keywords
Portfolio implications of job-specific human capital risk
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DOI: 10.1057/s41260-016-0031-6
Abstract: Human capital is the largest asset for many investors, yet its risks and impact on portfolio choice are often poorly understood. This paper explores human capital risk at the level of industry-specific occupations using a… read more here.
Keywords: capital risk; capital; portfolio; job specific ... See more keywords