Review of Financial Economics最新文献

筛选
英文 中文
Asymmetric return–volatility relation around the clock 全天候不对称收益-波动关系
IF 1.2
Review of Financial Economics Pub Date : 2020-08-16 DOI: 10.1002/rfe.1115
Erin H. C. Kao, D. Lien, Tsungwu Ho
{"title":"Asymmetric return–volatility relation around the clock","authors":"Erin H. C. Kao, D. Lien, Tsungwu Ho","doi":"10.1002/rfe.1115","DOIUrl":"https://doi.org/10.1002/rfe.1115","url":null,"abstract":"","PeriodicalId":51691,"journal":{"name":"Review of Financial Economics","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2020-08-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/rfe.1115","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41536589","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Credit Default Swaps: A Primer and Some Recent Trends 信用违约互换:初级读本和一些近期趋势
IF 1.2
Review of Financial Economics Pub Date : 2020-08-14 DOI: 10.1146/annurev-financial-012820-013740
D. Lando
{"title":"Credit Default Swaps: A Primer and Some Recent Trends","authors":"D. Lando","doi":"10.1146/annurev-financial-012820-013740","DOIUrl":"https://doi.org/10.1146/annurev-financial-012820-013740","url":null,"abstract":"The credit default swap (CDS) remains an important class of derivatives contract despite the declining activity in the single-name corporate market. I provide a quick introduction to the contracts,...","PeriodicalId":51691,"journal":{"name":"Review of Financial Economics","volume":"12 1","pages":"177-192"},"PeriodicalIF":1.2,"publicationDate":"2020-08-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1146/annurev-financial-012820-013740","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49489464","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Robert C. Merton: The First Financial Engineer Robert C.Merton:第一位金融工程师
IF 1.2
Review of Financial Economics Pub Date : 2020-07-14 DOI: 10.1146/annurev-financial-042720-055018
A. Lo
{"title":"Robert C. Merton: The First Financial Engineer","authors":"A. Lo","doi":"10.1146/annurev-financial-042720-055018","DOIUrl":"https://doi.org/10.1146/annurev-financial-042720-055018","url":null,"abstract":"This is an edited version of a talk given at the Robert C. Merton 75th Birthday Celebration Conference held at MIT on August 5 and 6, 2019. A video of the talk is available at https://bit.ly/2nvITM...","PeriodicalId":51691,"journal":{"name":"Review of Financial Economics","volume":"12 1","pages":"1-18"},"PeriodicalIF":1.2,"publicationDate":"2020-07-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1146/annurev-financial-042720-055018","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45962965","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Financial stress spillover across Asian Countries 亚洲国家的金融压力外溢
IF 1.2
Review of Financial Economics Pub Date : 2020-07-09 DOI: 10.1002/rfe.1113
L. Gil‐Alana, E. Abakah, Moses Kenneth Abakah
{"title":"Financial stress spillover across Asian Countries","authors":"L. Gil‐Alana, E. Abakah, Moses Kenneth Abakah","doi":"10.1002/rfe.1113","DOIUrl":"https://doi.org/10.1002/rfe.1113","url":null,"abstract":"This paper uses fractional integration to explore the stochastic properties of the Financial Stress Indices (FSIs) of ten Asian countries, investigating the bilateral linkages between them to ascertain how financial stress spreads among countries in the region. The results show that all the estimated orders of integration are in the interval (0, 1) implying fractional integration and a long memory pattern. Thus, shocks will have transitory though long lasting effects. For the cross-country spillovers of the FSIs, we find that convergence is satisfied in all cases with values of the differencing parameter around 0 and thus showing short memory behaviour. It is worth noting that for the larger economies in the region, Japan and China, financial stress transmission between Japan and the smaller economies was faster than with respect to China. To check for the robustness of the baseline results we also use systemic risk measures for these countries, CoVaR with the results showing evidence of fractional integration for the individual series, with all values of the differencing parameter in the range (0, 1). For convergence, there is a substantial reduction in the degree of integration, though the results are not so clear as with the FSIs. JEL Classification: C22; C51; E44; G10.","PeriodicalId":51691,"journal":{"name":"Review of Financial Economics","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2020-07-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/rfe.1113","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43208987","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 12
Portfolio concentration and fund manager performance 投资组合集中度和基金经理业绩
IF 1.2
Review of Financial Economics Pub Date : 2020-07-01 DOI: 10.1002/rfe.1086
Pi-Hsia Hung, D. Lien, Yun‐Ju Chien
{"title":"Portfolio concentration and fund manager performance","authors":"Pi-Hsia Hung, D. Lien, Yun‐Ju Chien","doi":"10.1002/rfe.1086","DOIUrl":"https://doi.org/10.1002/rfe.1086","url":null,"abstract":"","PeriodicalId":51691,"journal":{"name":"Review of Financial Economics","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/rfe.1086","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48302574","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 7
A primer on sustainable value creation 可持续价值创造入门
IF 1.2
Review of Financial Economics Pub Date : 2020-07-01 DOI: 10.1002/rfe.1087
Ali Fatemi, Iraj Fooladi
{"title":"A primer on sustainable value creation","authors":"Ali Fatemi, Iraj Fooladi","doi":"10.1002/rfe.1087","DOIUrl":"https://doi.org/10.1002/rfe.1087","url":null,"abstract":"","PeriodicalId":51691,"journal":{"name":"Review of Financial Economics","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/rfe.1087","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49217624","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Bank soundness and bank lending to new firms during the global financial crisis 全球金融危机期间的银行健全性和银行对新公司的贷款
IF 1.2
Review of Financial Economics Pub Date : 2020-07-01 DOI: 10.1002/rfe.1090
Eriko Naiki, Yuta Ogane
{"title":"Bank soundness and bank lending to new firms during the global financial crisis","authors":"Eriko Naiki, Yuta Ogane","doi":"10.1002/rfe.1090","DOIUrl":"https://doi.org/10.1002/rfe.1090","url":null,"abstract":"","PeriodicalId":51691,"journal":{"name":"Review of Financial Economics","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/rfe.1090","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49226042","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
The peer effect of corporate financial decisions around split share structure reform in China 中国股权分置改革前后企业财务决策的同伴效应
IF 1.2
Review of Financial Economics Pub Date : 2020-07-01 DOI: 10.1002/rfe.1088
Wei He, Qian Wang
{"title":"The peer effect of corporate financial decisions around split share structure reform in China","authors":"Wei He, Qian Wang","doi":"10.1002/rfe.1088","DOIUrl":"https://doi.org/10.1002/rfe.1088","url":null,"abstract":"","PeriodicalId":51691,"journal":{"name":"Review of Financial Economics","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/rfe.1088","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45087933","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Preparing for higher inflation: Portfolio solutions using U.S. equities 为高通胀做准备:利用美国股票的投资组合解决方案
IF 1.2
Review of Financial Economics Pub Date : 2020-07-01 DOI: 10.1002/rfe.1091
Harsh Parikh, Rama K. Malladi, F. Fabozzi
{"title":"Preparing for higher inflation: Portfolio solutions using U.S. equities","authors":"Harsh Parikh, Rama K. Malladi, F. Fabozzi","doi":"10.1002/rfe.1091","DOIUrl":"https://doi.org/10.1002/rfe.1091","url":null,"abstract":"","PeriodicalId":51691,"journal":{"name":"Review of Financial Economics","volume":" 9","pages":"542-554"},"PeriodicalIF":1.2,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/rfe.1091","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41254387","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Issue Information 问题信息
IF 1.2
Review of Financial Economics Pub Date : 2020-07-01 DOI: 10.1002/rfe.1067
{"title":"Issue Information","authors":"","doi":"10.1002/rfe.1067","DOIUrl":"https://doi.org/10.1002/rfe.1067","url":null,"abstract":"","PeriodicalId":51691,"journal":{"name":"Review of Financial Economics","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/rfe.1067","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44556779","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信