Securitization and risk appetite: empirical evidence from US banks
Sign Up to like & getrecommendations! Published in 2024 at "Review of Quantitative Finance and Accounting"
DOI: 10.1007/s11156-024-01261-9
Abstract: I investigate the impact of securitization on the risk-taking by bank holding companies (BHCs). For 2001 to 2017, I find a negative relationship between securitization and the risk appetite of BHCs. I find a negative… read more here.
Keywords: crisis effect; risk appetite; crisis; securitization risk ... See more keywords
Risk appetite, idiosyncratic volatility and expected returns
Sign Up to like & getrecommendations! Published in 2019 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2019.101372
Abstract: Abstract This paper examines the variations in idiosyncratic volatility in stock returns over time, and evaluates the role of investor sentiment in explaining these variations. This study uses Fama and French's (2015) 5-factor model to… read more here.
Keywords: appetite idiosyncratic; risk appetite; volatility; volatility expected ... See more keywords
Using Artificial Neural Networks to Support the Decision-Making Process of Buying Call Options Considering Risk Appetite
Sign Up to like & getrecommendations! Published in 2021 at "Energies"
DOI: 10.3390/en14248494
Abstract: During the COVID-19 pandemic, uncertainty has increased in many areas of both business supply and demand, notably oil demand and pricing have become even more unpredictable than before. Thus, for companies that buy large quantities… read more here.
Keywords: risk; risk appetite; artificial neural; call options ... See more keywords