Market risk and market-implied inflation expectations
Sign Up to like & getrecommendations! Published in 2019 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2019.101389
Abstract: Abstract We examine interactions between market risk and market-implied inflation expectations. We argue that these interactions are asymmetric and varied in time. Specifically, market risk becomes elevated by expectations of either very low or high… read more here.
Keywords: market implied; implied inflation; market; market risk ... See more keywords
Risk Synchronization in International Stock Markets
Sign Up to like & getrecommendations! Published in 2017 at "Global Economic Review"
DOI: 10.1080/1226508x.2017.1407952
Abstract: Abstract We explore international risk synchronization in global stock markets over the last two decades. To this end, we construct global indices of risk synchronization based on individual estimations of market risk and their aggregation… read more here.
Keywords: risk; stock markets; risk synchronization; market risk ... See more keywords
Market risk disclosures, corporate governance structure and political connections: evidence from GCC firms
Sign Up to like & getrecommendations! Published in 2018 at "Applied Economics Letters"
DOI: 10.1080/13504851.2017.1420877
Abstract: ABSTRACT This paper investigates the joint effect of political connections, in the form of the royal family member on board, and corporate governance on the market risk disclosures of the Gulf Cooperation Council (GCC) financial… read more here.
Keywords: political connections; risk disclosures; corporate governance; governance ... See more keywords
Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation
Sign Up to like & getrecommendations! Published in 2021 at "Macroeconomics and Finance in Emerging Market Economies"
DOI: 10.1080/17520843.2021.1909828
Abstract: ABSTRACT In this paper, we utilize the conditional value-at-risk to quantify the risk exposure and the generalized Pareto distribution copula technique to analyse extreme events which helps in finding out the efficient portfolio selection. The… read more here.
Keywords: copula; risk; optimizing market; market risk ... See more keywords
Can market risk explain the systemic risk? Evidence from the US banking industry
Sign Up to like & getrecommendations! Published in 2023 at "Journal of Economic Studies"
DOI: 10.1108/jes-12-2022-0664
Abstract: PurposeThis paper sheds light on the impact of market risk measures on systemic risk. Market risk, which is captured by the volatility of stock market returns, is also decomposed into systematic and idiosyncratic risks.Design/methodology/approachThe author… read more here.
Keywords: market risk; systemic risk; risk; banking industry ... See more keywords
Political uncertainty and the US market risk premium
Sign Up to like & getrecommendations! Published in 2020 at "Managerial Finance"
DOI: 10.1108/mf-03-2020-0132
Abstract: PurposeThe purpose of this study is to examine the bi-directional causality between political uncertainty and the market risk premium in the US.Design/methodology/approachI use a theoretical model to motivate signs and then check signs based on… read more here.
Keywords: market risk; risk premium; political uncertainty;
Women in monitoring positions and market risk. Are the stocks of companies with gender diverse boards less volatile?
Sign Up to like & getrecommendations! Published in 2022 at "Frontiers in Psychology"
DOI: 10.3389/fpsyg.2022.1049175
Abstract: Gender equality is included in the United Nations Sustainable Development Goals and in the Global Jobs Pact of the International Labour Organization. Many countries, especially in Europe, are incorporating legal quotas into their legislation to… read more here.
Keywords: market risk; women monitoring; market; positions market ... See more keywords
Regulation and De-Risking: Theoretical and Empirical Insights
Sign Up to like & getrecommendations! Published in 2023 at "Risks"
DOI: 10.3390/risks11060104
Abstract: The purpose of the Bank for International Settlements regulatory agenda, as implemented by financial regulators globally, has been to make banks safer and reduce the likelihood of systemic events. Using an original model of bank… read more here.
Keywords: market risk; regulatory agenda; risk; regulation ... See more keywords
Market Risk Analysis of Energy in Vietnam
Sign Up to like & getrecommendations! Published in 2019 at "Risks"
DOI: 10.3390/risks7040112
Abstract: The purpose of this paper is to evaluate and estimate market risk for the ten major industries in Vietnam. The focus of the empirical analysis is on the energy sector, which has been designated as… read more here.
Keywords: vietnam; risk; energy; analysis ... See more keywords
Economic Policy Uncertainty and Cryptocurrency Market as a Risk Management Avenue: A Systematic Review
Sign Up to like & getrecommendations! Published in 2021 at "Risks"
DOI: 10.3390/risks9090163
Abstract: Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the cryptocurrency market as a risk management avenue has got the attention of researchers. However, it is an immature asset class and requires gaps in… read more here.
Keywords: management avenue; risk management; market; cryptocurrency ... See more keywords
The Impact of Labor Market Risk on Youth Career Preparation for Sustainable Development: Evidence from Taiwan
Sign Up to like & getrecommendations! Published in 2023 at "Sustainability"
DOI: 10.3390/su15086857
Abstract: The issue of how youth are motivated to prepare for their careers has been longstanding, yet studies in this area remain limited. This study examines the effect of labor market risk, such as wages and… read more here.
Keywords: market risk; labor market; youth career; market ... See more keywords