Option-Implied Volatility Spillovers between Risk Factors in FX Markets and States of the Global Economy

2016 ◽  
Author(s):  
Klaus Grobys ◽  
Jari-Pekka Heinonen
Keyword(s):  
Risk Factors ◽  
Global Economy ◽  
Implied Volatility ◽  
Volatility Spillovers

Valences of the Corporate Governance in the Process of Accounting Reporting

2019 ◽  
pp. 145-166 ◽  
Author(s):  
Tatiana Dănescu ◽  
Mihaela Prozan
Keyword(s):  
Risk Factors ◽  
Decision Making ◽  
Risk Management ◽  
Corporate Governance ◽  
Global Economy ◽  
Accounting Information ◽  
Reliable Information ◽  
Professional Organizations ◽  
Prospective Risk

In the context of the issues that the global economy is facing, one of the main concerns of the regulative authorities, of the professional organizations, and of entities was and still is identifying the risk factors that affect the systems of corporative governance and the systems and processes through which the supply of reliable information in the decision-making process is insured. Another concern is identifying reliable solutions for insuring the implementation of a proactive and prospective risk management that makes a mark on the utility of the information presented and communicated to the targeted users, especially through accounting reporting. Hence, through the necessity of insuring the transparency and the utility of accounting information, in this chapter, the role of corporate governance, in improving the process of accounting reporting and as a consequence of the value of accounting information, will be synthetically presented.

Option-implied volatility spillover indices for FX risk factors

2017 ◽  
Vol 157 ◽  
pp. 83-87 ◽  
Author(s):  
Klaus Grobys ◽  
Jari-Pekka Heinonen
Keyword(s):  
Risk Factors ◽  
Implied Volatility ◽  
Volatility Spillover

scholarly journals The demography and apparent risk factors of COVID-19-related suicides in Bangladesh in a seven-month period of the pandemic

2020 ◽  
Author(s):  
Sadia Noosrat Boshra ◽  
Mohammad Mohiminul Islam ◽  
Mark D. Griffiths
Keyword(s):  
Mental Health ◽  
Risk Factors ◽  
Physical Health ◽  
Suicidal Behavior ◽  
Global Economy ◽  
Online Media ◽  
Psychological Consequences ◽  
Comprehensive Overview ◽  
Economic And Social Impacts ◽  
Shed Light

AbstractIn addition to physical health, the COVID-19 pandemic has significantly affected the global economy and mental health. The economic and social impacts have initiated many psychological consequences for individuals. In severe cases, these consequences have led to suicidal behavior among individuals as was witnessed in previous epidemics and pandemics. A few previous studies have been published with regard to COVID-19 suicides in Bangladesh. However, all them concerned more unusual cases of suicide rather than a comprehensive overview of suicides in Bangladesh during the pandemic. Therefore, the present study examined all COVID-19 suicide cases from March 1, 2020, to September 30, 2020, as reported in Bangladeshi online media news portals. A total of 37 suicide cases were identified (65% male; 65% married) with hanging being the most common method used (73%). Just under half the suicides were economically-related reasons due to lock-down-related unemployment (45.9%). These results shed light on the topic with a clearer understanding of the apparent causalities influencing individuals to suicide. Furthermore, it may help Bangladeshi policymakers to take necessary action to prevent further suicides.

scholarly journals Understanding Foreign Exchange Option Returns: The Information Content Of Volatility

2016 ◽  
Vol 32 (2) ◽  
pp. 439
Author(s):  
Lamya Kermiche ◽  
Philippe Dupuy
Keyword(s):  
Risk Factors ◽  
Foreign Exchange ◽  
Implied Volatility ◽  
Additional Risk ◽  
Rational Agents ◽  
Option Returns ◽  
Asset Pricing Theory ◽  
Pricing Theory ◽  
Traditional Paradigm ◽  
Exchange Options

According to general asset pricing theory, options should reward their holders for the systematic risk they are bearing. In this paper, we study the returns of foreign exchange options. We find that, by sorting options according to the distance of their implied volatility from the historical volatility, we obtain portfolios with positive average monthly returns. These returns are not explained by standard aggregate risk factors, which suggest either that additional risk factors should be accounted for, or that investors behavior differs from the traditional paradigm of rational agents.

scholarly journals Identification of the Tourism Risks for Z-Value Based Risk Assessment

2020 ◽  
Vol 3 (3) ◽  
pp. 47
Author(s):  
Aziz M. Nuriyev
Keyword(s):  
Risk Factors ◽  
Risk Assessment ◽  
Risk Analysis ◽  
Global Economy ◽  
Statistical Data ◽  
Project Approach ◽  
Tourism Sector ◽  
Risks Assessment ◽  
Country Specific

The growing importance of the tourism sector to the global economy contributes to the increase of research in tourism risks assessment. In view of this tendency, the results of research in the field of the risk analysis on tourists’ travels in various countries during the last decades have been analyzed. Commonly used in these studies statistical methods allow to reveal and identify country-specific tourism risks and threats. But it is necessary to underline that relevant statistical data on risks are available not in all cases and countries. Moreover, in most cases, the reliability of the information available is questionable. In order to improve the reliability and quality of the tourist risk assessment, it is proposed to consider tourist travel as a project. The proposed project approach to tourist risk analysis provides an opportunity to go beyond assessment based on available country-specific inferior statistical data and allows to develop a more flexible and versatile method for risk evaluation. Common risk factors and sub-factors for tourists were identified for further risk assessment using suggested by L. Zadeh Z-number. A bi-component Z-number Z = (A, B) with perception-based and imprecise parts A and B, allows taking into account the reliability of the information. Risk experts deal with the prediction like this one “very likely that the level of threat N is medium” or “extremely likely that this factor is very important”. This prediction can be formalized as a Z-number based evaluation and a pack of Z-valuations is considered as Z-information. Experts evaluate identified risk factors and sub-factors and their importance weight using Z-numbers.

scholarly journals A Synopsis on COVID-19 and Associated Risk Factors: Optimizing Preventive and Clinical Outcomes through Lifestyle Intervention

2021 ◽  
Vol 9 (1) ◽  
pp. 37-44
Author(s):  
Abiodun Bamidele Adelowo
Keyword(s):  
Risk Factors ◽  
Global Economy ◽  
Treatment Strategies ◽  
Case Fatality ◽  
Comorbid Conditions ◽  
Middle Income ◽  
Lifestyle Choices ◽  
The World ◽  
Novel Coronavirus ◽  
Associated Risk Factors

Since its outbreak in late 2019, Coronavirus Disease 2019 (COVID-19) has been ravaging the health system of most countries of the world. Although many preventive and treatment strategies have been proposed and implemented to combat the disease, these efforts seem to be insufficient, and in some cases ineffective. This is evident by the daily rising global incidence and case fatality of the COVID-19 pandemic. A situation if not mitigated early will likely crumble the global economy and tilt the world to an unprecedented global recession. This challenge demands that researchers and clinicians ask more in-depth questions about the novel coronavirus disease. Aside from age that has been confirmed to be linearly associated, what are the other possible socio-demographic and lifestyle-related risk factors that may be associated with COVID-19? What are the possible factors or comorbid conditions that may worsen clinical progression and determine the clinical outcome in confirmed COVID-19 cases? Does the pre-, peri-, or post-morbid lifestyle choices of people have an impact on COVID-19 preventive and treatment efforts? And how can we use the knowledge of the associated risk factors, comorbid conditions, and lifestyle choices of people to improve preventive efforts and clinical management of COVID-19? Answer to these questions may likely serve as an important guide for policymakers and clinicians in their design and implementation of COVID-19 targeted preventive and treatment policies and programs, especially in Low- and Middle-Income Countries (LMICs). The purpose of this article is to critically review available literature and provide evidence-based recommendations.

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