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1.
Turan Subasat 《International Review of Applied Economics》2003,17(3):309-326
This paper assesses an important attempt to measure 'trade orientation' by a World Bank economist, David Dollar. Recognising the difficulties in measuring trade openness, Dollar (1992) produced an index of outward orientation. He adjusted national price levels with factor endowments, and used the difference between actual and predicted price levels as a measure of real exchange rate distortion. Although the 'Dollar index' was produced almost ten years ago and has been subject to various criticisms, it still remains the most popular measure of trade openness. First, this paper argues that the critics have not been entirely successful in discrediting the index. It goes on to produce alternative theoretical and empirical evidence that suggests that the Dollar index has fundamental flaws, and thus has no relevance to the debate on trade orientation and should be abandoned. 相似文献
2.
Portuguese Economic Journal - We investigate the effect of total, public, and private external debt stocks on the growth rate and also on total, government, and private investment by using data for... 相似文献
3.
This paper investigates the relationship between corruption and foreign direct investment (FDI) in the case of 15 transition countries by using a panel gravity model approach and suggests that corruption does not deter FDI. 相似文献
4.
Using two large hedge fund databases, this paper empirically tests the presence and significance of a cross-sectional relation between hedge fund returns and value at risk (VaR). The univariate and bivariate portfolio-level analyses as well as the fund-level regression results indicate a significantly positive relation between VaR and the cross-section of expected returns on live funds. During the period of January 1995 to December 2003, the live funds with high VaR outperform those with low VaR by an annual return difference of 9%. This risk-return tradeoff holds even after controlling for age, size, and liquidity factors. Furthermore, the risk profile of defunct funds is found to be different from that of live funds. The relation between downside risk and expected return is found to be negative for defunct funds because taking high risk by these funds can wipe out fund capital, and hence they become defunct. Meanwhile, voluntary closure makes some well performed funds with large assets and low risk fall into the defunct category. Hence, the risk-return relation for defunct funds is more complicated than what implies by survival. We demonstrate how to distinguish live funds from defunct funds on an ex ante basis. A trading rule based on buying the expected to live funds and selling the expected to disappear funds provides an annual profit of 8–10% depending on the investment horizons. 相似文献
5.
This paper explores the time-series relation between expected returns and risk for a large cross section of industry and size/book-to-market portfolios. I use a bivariate generalized autoregressive conditional heteroskedasticity (GARCH) model to estimate a portfolio's conditional covariance with the market and then test whether the conditional covariance predicts time–variation in the portfolio's expected return. Restricting the slope to be the same across assets, the risk-return coefficient is highly significant with a risk–aversion coefficient (slope) between one and five. The results are robust to different portfolio formations, alternative GARCH specifications, additional state variables, and small sample biases. When conditional covariances are replaced by conditional betas, the risk premium on beta is estimated to be in the range of 3% to 5% per annum and is statistically significant. 相似文献
6.
The asymmetric moderating role of market orientation on the ambidexterity-firm performance relationship for prospectors and defenders 总被引:1,自引:0,他引:1
Bulent Menguc Author Vitae Seigyoung Auh Author Vitae 《Industrial Marketing Management》2008,37(4):455-470
Drawing on the resource-based view of the firm and, in particular, the capabilities perspective of firm performance, the authors examine the relationship between ambidexterity and firm performance for two strategy typologies: prospectors and defenders. Ambidexterity, defined as the combination of two discrete capabilities (exploration and exploitation), should have a less negative effect on firm performance among prospectors that add exploitation to exploration than among defenders who add exploration to exploitation. Hence, this research predicts an asymmetric effect of ambidexterity on firm performance for prospectors and defenders. The authors further posit that a boundary-spanning culture, such as market orientation, can function as a metaculture by integrating the subunit cultures generated by exploration and exploitation. As a result, market orientation should mitigate the negative effect of ambidexterity on firm performance, albeit differently for prospectors and defenders, and thus point to an asymmetric moderating role of market orientation. The findings provide mixed results, which the authors discuss along with some theoretical and managerial implications. 相似文献
7.
8.
This paper examines the intertemporal relation between risk and return for the aggregate stock market using high‐frequency data. We use daily realized, GARCH, implied, and range‐based volatility estimators to determine the existence and significance of a risk–return trade‐off for several stock market indices. We find a positive and statistically significant relation between the conditional mean and conditional volatility of market returns at the daily level. This result is robust to alternative specifications of the volatility process, across different measures of market return and sample periods, and after controlling for macro‐economic variables associated with business cycle fluctuations. We also analyze the risk–return relationship over time using rolling regressions, and find that the strong positive relation persists throughout our sample period. The market risk measures adopted in the paper add power to the analysis by incorporating valuable information, either by taking advantage of high‐frequency intraday data (in the case of realized, GARCH, and range volatility) or by utilizing the market's expectation of future volatility (in the case of implied volatility index). Copyright © 2006 John Wiley & Sons, Ltd. 相似文献
9.
Long-term reversals in corporate bonds are economically and statistically significant in a comprehensive sample spanning the period 1977 to 2017. Such reversals are stronger for bonds with high credit risk and more binding regulatory, capital, and funding liquidity constraints. Bond long-term reversal is not a manifestation of the equity counterpart and is mainly driven by long-term losers. A long-term reversal factor carries a sizable premium and is not explained by long-established equity and bond market factors. Thus, past returns capture investors’ ex-ante risk assessment and the degree of institutional constraints they face, so losing bonds command higher expected returns. 相似文献
10.
Turan G. Bali K. Ozgur Demirtas Haim Levy Avner Wolf 《Journal of Monetary Economics》2009,56(6):817-830
It has become increasingly popular to advise investors to relocate their funds from a primarily stock portfolio to a primarily bond portfolio as they get older. However, the well-known decision rules such as mean–variance or stochastic dominance rules are unable to explain this common practice. Almost stochastic dominance (ASD) and almost mean–variance (AMV) approaches are used to examine the dominance of stock and bond portfolios. ASD and AMV rules unambiguously support the popular practice of advising higher stock to bond ratio for long investment horizons. Hence, we provide an explanation to the practitioners’ recommendation within the expected utility paradigm. 相似文献