Exchange Rate Behavior of Canada, Japan, the United Kingdom and the United States
(2016)
Journal Article
Ariff, M., & Zarei, A. (2016). Exchange Rate Behavior of Canada, Japan, the United Kingdom and the United States. Open Economies Review, 27(2), 341-357. https://doi.org/10.1007/s11079-015-9372-x
Outputs (45)
Investor mood, herding and the Ramadan effect (2016)
Journal Article
Gavriilidis, K., Kallinterakis, V., & Tsalavoutas, I. (2016). Investor mood, herding and the Ramadan effect. Journal of Economic Behavior and Organization, 132, 23-38. https://doi.org/10.1016/j.jebo.2015.09.018
Le nouveau marché du risque de longévité. (2016)
Journal Article
Blake, D., Cairns, A., Coughlan, G., Dowd, K., & MacMinn, R. (2016). Le nouveau marché du risque de longévité. https://doi.org/10.3917/ecofi.122.0129L'impact considérable du risque de longévité sur le plan économique pour les entreprises, les gouvernements et les individus commence à être reconnu et quantifié. En raison de son ampleur et de sa prévalence, l'exposition au risque de longévité const... Read More about Le nouveau marché du risque de longévité..
Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives (2016)
Journal Article
Boubaker, S., Gounopoulos, D., Nguyen, D., & Paltalidis, N. (2017). Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives. Journal of Banking and Finance, 77, 35-52. https://doi.org/10.1016/j.jbankfin.2016.12.007This study quantifies the effects of persistently low interest rates near to the zero lower bound and the unconventional monetary policy on pension fund risk incentives in the United States. Using two structural vector autoregressive (VAR) models and... Read More about Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives.
International oil price uncertainty and corporate investment: Evidence from China's emerging and transition economy (2016)
Journal Article
Wang, Y., Xiang, E., Cheung, A. (. K., Ruan, W., & Hu, W. (2017). International oil price uncertainty and corporate investment: Evidence from China's emerging and transition economy. Energy Economics, 61, https://doi.org/10.1016/j.eneco.2016.11.024
Sharī‘ah and SRI Portfolio Performance in the UK: Effect of Oil Price Decline (2016)
Journal Article
Hendranastiti, N., & Asutay, M. (2016). Sharī‘ah and SRI Portfolio Performance in the UK: Effect of Oil Price Decline. Islamic Economic Studies, 24(2), 77-104. https://doi.org/10.12816/0033335In accordance with decline in oil price and portfolio performance, this study attempts to examine the effect of oil price on Sharī‘ah portfolio performance, which Socially Responsible Investment (SRI) portfolio is also constructed as a comparison. Th... Read More about Sharī‘ah and SRI Portfolio Performance in the UK: Effect of Oil Price Decline.
Oral Intervention in China: Efficacy of Chinese Exchange Rate Communications (2016)
Journal Article
Zhang, Z., Li, H., & Zhang, C. (2016). Oral Intervention in China: Efficacy of Chinese Exchange Rate Communications. International Review of Financial Analysis, 49, 24-34. https://doi.org/10.1016/j.irfa.2016.11.006This paper analyses China's oral intervention and the efficacy of exchange rate communications by the Chinese monetary authorities. Applying the event study approach, we find that exchange rate communication could help the authorities to impact the C... Read More about Oral Intervention in China: Efficacy of Chinese Exchange Rate Communications.
Governance mandates, outside directors, and acquirer performance (2016)
Journal Article
Dahya, J., Golubov, A., Petmezas, D., & Travlos, N. G. (2019). Governance mandates, outside directors, and acquirer performance. Journal of Corporate Finance, 59, 218-238. https://doi.org/10.1016/j.jcorpfin.2016.11.005We use hand-collected board data around the issuance of two distinct government-led board structure mandates in the U.K. to establish the effect of outside directors on acquirer performance. Increases in outside director representation are associated... Read More about Governance mandates, outside directors, and acquirer performance.
On the Disclosure of Ticket Sales in Charitable Lotteries (2016)
Journal Article
Damianov, D., & Peeters, R. (2017). On the Disclosure of Ticket Sales in Charitable Lotteries. Economics Letters, 150, 73-76. https://doi.org/10.1016/j.econlet.2016.11.012We show that a policy of disclosing the ticket sales during a fundraising lottery raises total revenue when there are more than two bettors. The optimal timing of the disclosure is when about half of the players have purchased lottery tickets.
Financial Hedging and Firm Performance: Evidence from Cross-border Mergers and Acquisitions (2016)
Journal Article
Chen, Z., Han, B., & Zeng, Y. (2017). Financial Hedging and Firm Performance: Evidence from Cross-border Mergers and Acquisitions. European Financial Management, 23(3), 415-458. https://doi.org/10.1111/eufm.12103Using a sample of 1,369 cross‐border acquisitions announced by Standard & Poor's 1500 firms between 2000 and 2014, we find strong evidence that derivatives users experience higher announcement returns than non‐users, which translates into a US$ 193.7... Read More about Financial Hedging and Firm Performance: Evidence from Cross-border Mergers and Acquisitions.