Pricing of Government Bonds Around the World and Time-Varying Liquidity Risk

2010 ◽  
Author(s):  
Sakkapop Panyanukul
Keyword(s):  
Liquidity Risk ◽  
Time Varying ◽  
Government Bonds ◽  
The World

The Time-Varying Liquidity Risk of Value and Growth Stocks

2010 ◽  
Author(s):  
Ferhat Akbas ◽  
Ekkehart Boehmer ◽  
Egemen Genc ◽  
Ralitsa Petkova
Keyword(s):  
Liquidity Risk ◽  
Time Varying ◽  
Growth Stocks

The world price of liquidity risk

2011 ◽  
Vol 99 (1) ◽  
pp. 136-161 ◽  
Author(s):  
Kuan-Hui Lee
Keyword(s):  
Liquidity Risk ◽  
World Price ◽  
The World

The Time-varying Characteristics of the Meridional Ekman Heat Transport for the World Ocean

1993 ◽  
Vol 23 (12) ◽  
pp. 2704-2716 ◽  
Author(s):  
David Adamec ◽  
Michele M. Rienecker ◽  
Jeffrey M. Yukovich
Keyword(s):  
Heat Transport ◽  
World Ocean ◽  
Time Varying ◽  
The World

scholarly journals Exchange Rates and Liquidity Risk

2020 ◽  
Vol 11 (2) ◽  
pp. 159
Author(s):  
Martin D.D. EVANS
Keyword(s):  
Risk Factors ◽  
Exchange Rates ◽  
Foreign Exchange ◽  
Foreign Currency ◽  
Liquidity Risk ◽  
Risk Premia ◽  
Time Varying ◽  
Foreign Exchange Risk ◽  
Exchange Risk

I use Forex trading data to study how risks associated with the lack of liquidity contribute to the dynamics of 17 spot exchange rates through their time-varying contributions to risk premia. I find that liquidity risk matters. All the foreign exchange risk premia compensate investors for exposure to liquidity risk; and, for many currencies, exposure to liquidity risk appears to be more important than exposure to the traditional carry and momentum risk factors. I also find that variations in the price of liquidity risk make economically important contributions to the behavior of individual foreign currency returns: they account for approximately 34%, on average, of the variability in currency returns compared to the contribution of approximately 8% from the prices of carry and momentum risk.

scholarly journals Time-varying relationship between Ukrainian corn and world crude oil prices

2020 ◽  
Vol 184 (7-8) ◽  
pp. 49-57
Author(s):  
Mariusz Hamulczuk ◽  
◽  
Oksana Makarchuk ◽  
Keyword(s):  
Crude Oil ◽  
Corn Oil ◽  
Oil Prices ◽  
Developed Countries ◽  
Correlation Technique ◽  
Time Varying ◽  
Policy Reforms ◽  
Crude Oil Prices ◽  
The World ◽  
Corn Prices

Corn belongs to the most important feed and industrial grains in the world being utilized for bioethanol production. Ukraine does not produce biofuels and does not pursue an active renewable energy policy. However, due to significant share of exports, corn prices in Ukraine can be shaped under the influence of biofuel policies pursued by developed countries, as well as under the influence of world energy markets. Therefore, the aim of the paper is to investigate the mechanisms linking Ukrainian export corn prices with Brent oil prices, as well as to quantitatively assess the nature of this relationship. We were especially interested in possible time-varying relationship between the prices. The price analysis was carried out on the basis of monthly data for the period 2001-2020 with the use of rolling correlation technique and rolling causality tests. The results of this research indicate on time-varying co-movements of Ukrainian corn and Brent crude oil prices. The strongest positive correlations and significant bidirectional causality were observed in 2007-2011. However, in most of sub-periods there were no significant relationships between these prices. Among factors strengthening the price linkages are the low corn-oil price ratios, dynamic increase of corn utilized for ethanol production and depletion of the world corn stocks. The conducted analysis confirmed that changes in biofuel demand in other countries can affect Ukrainian corn market due to horizontal integration of grain markets worldwide. Biofuel policy reforms in the EU aiming at decreasing mandatory blending of conventional biofuels in favor of advanced biofuels can lead to decrease in demand for corn in Ukraine after 2021, leading, in turn, to further weakening of linkage between corn and crude oil prices.

scholarly journals The State of the Kilis Quilt Art Today

2020 ◽  
Vol 7 (3) ◽  
pp. 730-742
Author(s):  
Semra KILIÇ KARATAY
Keyword(s):  
Field Research ◽  
The State ◽  
Current Status ◽  
Time Varying ◽  
Research Information ◽  
Modern Life ◽  
The People ◽  
The World ◽  
Wood Carving ◽  
Materials Used

Quilt is an art that has existed in the culture of every nation in the world and continues to exist today. The artists, craftsmen and apprentices engaged in this art are also trying to adapt the quilt art to today's modern life. The quilt is a large cover for covering, and the inside is a material that was previously filled with wool and now cotton or fiber and used to protect from the cold. There are handicrafts performed today in Kilis. Our handicrafts such as quilting, yemenism, embroidery, wickerwork, copper making, wire breaking and wood carving are among our arts. Time-varying patterns, composition and materials used are seen as a means of communication used to express people's ideas and thoughts to the environment. The motifs used in Kilis quilts originated from the stylization of objects around people and are today still mentioned by the people of Kilis with these names. With this field research, information about Kilis quilt art, tools and equipment used, patterns and meanings and their current status are collected and it is aimed to share this information as written literature.

Sign in / Sign up

Export Citation Format

Share Document