scholarly journals Information Flow from COVID-19 Pandemic to Islamic and Conventional Equities: An ICEEMDAN-Induced Transfer Entropy Analysis

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-20
Author(s):  
Ahmed Bossman
Keyword(s):  
Financial Markets ◽  
Information Flow ◽  
Portfolio Management ◽  
Short Term ◽  
Data Set ◽  
Fund Managers ◽  
Steady Growth ◽  
Management Techniques ◽  
The Impact

With the steady growth in the data set on the COVID-19 pandemic, empirical works that employ novel and yet appropriate statistical techniques to corroborate previous findings of the pandemic and its consequences on financial markets are necessary. This paper examined the impact of COVID-19 information flow on the Islamic and conventional equities within the short-, mid-, and long-term horizons to assess possible diversification prospects in the era of the pandemic. To the studied equities markets, a novel technique based on a denoised frequency-domain entropy paradigm was applied. The operability of entrenched market dynamics in the long-term horizon of the COVID-19 pandemic period is reinforced by the results. The findings divulge diversification opportunities between Islamic and conventional equities in the short- and mid-term periods of the COVID-19 pandemic. The risks on equities from Japan or Bahrain could be diversified by equities from Jordan in the short-term, while in the intermediate-term stocks from Japan could diversify with the UAE and USA equities. The results imply that it is imperative for investors and fund managers to employ portfolio management techniques that show how to use benefits together with risk prevention and management across distinct time scales.

scholarly journals Effects of agricultural credit on wheat productivity of small farms in Sindh, Pakistan

2018 ◽  
Vol 78 (5) ◽  
pp. 592-610 ◽  
Author(s):  
Abbas Ali Chandio ◽  
Yuansheng Jiang ◽  
Feng Wei ◽  
Xu Guangshun
Keyword(s):  
Wheat Yield ◽  
Considerable Proportion ◽  
Small Scale ◽  
Small Farms ◽  
Short Term ◽  
Agricultural Credit ◽  
Data Set ◽  
Content Type ◽  
The Impact

Purpose The purpose of this paper is to evaluate the impact of short-term loan (STL) vs long-term loan (LTL) on wheat productivity of small farms in Sindh, Pakistan. Design/methodology/approach The econometric estimation is based on cross-sectional data collected in 2016 from 18 villages in three districts, i.e. Shikarpur, Sukkur and Shaheed Benazirabad, Sindh, Pakistan. The sample data set consist of 180 wheat farmers. The collected data were analyzed through different econometric techniques like Cobb–Douglas production function and Instrumental variables (two-stage least squares) approach. Findings This study reconfirmed that agricultural credit has a positive and highly significant effect on wheat productivity, while the short-term loan has a stronger effect on wheat productivity than the long-term loan. The reasons behind the phenomenon may be the significantly higher usage of agricultural inputs like seeds of improved variety and fertilizers which can be transformed into the wheat yield in the same year. However, the LTL users have significantly higher investments in land preparation, irrigation and plant protection, which may lead to higher wheat production in the coming years. Research limitations/implications In the present study, only those wheat farmers were considered who obtained agricultural loans from formal financial institutions like Zarai Taraqiati Bank Limited and Khushhali Bank. However, in the rural areas of Sindh, Pakistan, a considerable proportion of small-scale farmers take credit from informal financial channels. Therefore future researchers should consider the informal credits as well. Originality/value This is the first paper to examine the effects of agricultural credit on wheat productivity of small farms in Sindh, Pakistan. This paper will be an important addition to the emerging literature regarding effects of credit studies.

scholarly journals Regulação ineficaz para forçar alongamento: O caso da Previdência Complementar Aberta no Brasil

2019 ◽  
Vol 17 (4) ◽  
pp. 33
Author(s):  
Luiz Guilherme Carpizo ◽  
Márcio Gomes Pinto Garcia
Keyword(s):  
Interest Rate ◽  
Portfolio Management ◽  
Risk Taking ◽  
Causal Effect ◽  
Portfolio Allocation ◽  
Short Term ◽  
Additional Risk ◽  
The Interest Rate ◽  
The Impact

<p>Despite the fall in the interest rate observed in Brazil in recent decades, and specific regulations on the private pension segment that encourage long-term risk taking, institutions in this segment appear to be considerably sensitive to short-term factors, while avoiding exposure to long-term risk factors. With portfolio allocation data from large entities, we implemented a VAR model to evaluate the impact of interest rate changes on portfolio management decisions and performed a counterfactual analysis to define the causal effect of regulation on additional risk taking. Results indicate that interest rate increases lead to significant and persistent reduction of investment in riskier assets with longer maturities, while the implemented regulation was not able to force greater risk-taking by institutions, in addition to generating distortions in segments of the Brazilian financial market.</p>

scholarly journals The impact of burning on lion Panthera leo habitat choice in an African savanna

2013 ◽  
Vol 59 (3) ◽  
pp. 335-339 ◽  
Author(s):  
Stephanie Eby ◽  
Anna Mosser ◽  
Ali Swanson ◽  
Craig Packer ◽  
Mark Ritchie
Keyword(s):  
National Park ◽  
Habitat Choice ◽  
Territory Size ◽  
Short Term ◽  
Data Set ◽  
Burned Areas ◽  
The Impact ◽  
Term Data ◽  
Prey Attraction

Abstract Carnivores play a central role in ecosystem processes by exerting top-down control, while fire exerts bottom-up control in ecosystems throughout the world, yet, little is known about how fire affects short-term carnivore distributions across the landscape. Through the use of a long-term data set we investigated the distribution of lions, during the daytime, in relation to burned areas in Serengeti National Park, Tanzania. We found that lions avoid burned areas despite the fact that herbivores, their prey, are attracted to burned areas. Prey attraction, however, likely results from the reduction in cover caused by burning, that may thereby decrease lion hunting success. Lions also do not preferentially utilize the edges of burned areas over unburned areas despite the possibility that edges would combine the benefit of cover with proximity to abundant prey. Despite the fact that lions avoid burned areas, lion territory size and reproductive success were not affected by the proportion of the territory burned each year. Therefore, burning does not seem to reduce lion fitness perhaps because of the heterogeneity of burned areas across the landscape or because it is possible that when hunting at night lions visit burned areas despite their daytime avoidance of these areas.

scholarly journals Optimization of the impact measurement of market structure on liquidity and volatility

2022 ◽  
Vol 13 ◽  
pp. 9
Author(s):  
Sara Rhouas ◽  
Mustapha Bouchekourte ◽  
Norelislam El Hami
Keyword(s):  
Asset Allocation ◽  
Vector Model ◽  
Impact Measurement ◽  
Short Term ◽  
Fund Managers ◽  
Short And Long Term ◽  
The Subject ◽  
The Impact ◽  
Allocation Decisions

Liquidity and volatility are the two barometers that allow stock markets to appreciate in terms of attractiveness, profitability and efficiency. Several macroeconomic and microstructure variables condition the level of liquidity that directly impact the asset allocation decisions of different investor profiles − institutional and individuals − and therefore the dynamics of the market as a whole. Volatility is the regulatory component that provides information on the level of risk that characterizes the market. Thus, the appreciation of these two elements is of considerable help to fund managers looking to optimize their equity pockets. In this work, we will use the liquidity ratio as a proxy variable for the liquidity of the Moroccan stock market, to estimate the indicators and factors that determine its short- and long-term variability. The appropriate econometric method would be to estimate an error correction vector model (ECVM) which has the property of determining the long- and short-term relationships between the variables. The volatility of the MASI index will be the subject of a second estimate to capture the shape of the function of its evolution.

SUMBER-SUMBER RESILIENSI PADA REMAJA AKHIR YANG MENGALAMI KEKERASAN DARI ORANGTUA PADA MASA KANAK-KANAK

Psibernetika ◽  
2018 ◽  
Vol 11 (1) ◽  
Author(s):  
Devina Calista ◽  
Garvin Garvin
Keyword(s):  
Late Adolescents ◽  
Long Term Effects ◽  
Short Term ◽  
Parental Affection ◽  
Resilience Factors ◽  
Childhood Violence ◽  
Past Experiences ◽  
The Impact ◽  
Depth Interviews

<p><em>Child abuse by parents is common in households. The impact of violence on children will bring short-term effects and long-term effects that can be attributed to their various emotional, behavioral and social problems in the future; especially in late adolescence that will enter adulthood. Resilience factors increase the likelihood that adolescents who are victims of childhood violence recover from their past experiences</em><em>,</em><em> become more powerful individuals and have a better life. The purpose of this study was to determine the source of resilience in late adolescents who experienced violence from parents in their childhood. This research uses qualitative research methods with in-depth interviews as a method of data collection. The result shows that the three research participants have the aspects of "I Have", "I Am", and "I Can"; a participant has "I Can" aspects as a source of resilience, and one other subject has no source of resilience. The study concluded that parental affection and acceptance of the past experience have role to the three sources of resilience (I Have, I Am, and I Can)</em></p><p><em> </em></p><p><strong><em>Keyword : </em></strong><em>Resilience, adolescence, violence, parents</em></p>

Impact of FII’s and FDI’s on Indian Stock Market

2016 ◽  
Vol 1 (1) ◽  
Author(s):  
Dr. Kamlesh Kumar Shukla
Keyword(s):  
Stock Market ◽  
Financial Markets ◽  
Global Economy ◽  
Short Term ◽  
Earnings Growth ◽  
The Past ◽  
Bull Market ◽  
Indian Stock Market

FIIs are companies registered outside India. In the past four years there has been more than $41 trillion worth of FII funds invested in India. This has been one of the major reasons on the bull market witnessing unprecedented growth with the BSE Sensex rising 221% in absolute terms in this span. The present downfall of the market too is influenced as these FIIs are taking out some of their invested money. Though there is a lot of value in this market and fundamentally there is a lot of upside in it. For long-term value investors, there’s little because for worry but short term traders are adversely getting affected by the role of FIIs are playing at the present. Investors should not panic and should remain invested in sectors where underlying earnings growth has little to do with financial markets or global economy.

Forecasting Revenue Impacts from COVID-19: The Case of Florida Municipalities

2021 ◽  
pp. 0160323X2110120
Author(s):  
Hai (David) Guo ◽  
Can Chen
Keyword(s):  
Local Government ◽  
Short Term ◽  
Fiscal Planning ◽  
Revenue Structure ◽  
Municipal Managers ◽  
The Impact

Early in the pandemic, Florida municipal managers indicated that forecasting the impact on local revenues was one of their top priorities in responding to the pandemic, yet such a tool has not been widely available. This study offers simple and straightforward fiscal planning guides for assessing the short-term and long-term impacts of the COVID 19 recession on local government revenues by estimating the revenue declines among 411 Florida municipalities from FY 2021 to FY 2023. The forecast results predict revenues will be reduced by $5.11 billion from 2019 pre-pandemic levels for Florida cities in fiscal years 2021 through 2023. The decline is forecast to be 3.54 percent in FY 2021, 4.02 percent in FY 2022, and 3.29 percent in FY 2023. The revenue structure matters for estimating the revenue decline.

scholarly journals Paleolithic Diet—Effect on the Health Status and Performance of Athletes?

Nutrients ◽  
2021 ◽  
Vol 13 (3) ◽  
pp. 1019
Author(s):  
Barbara Frączek ◽  
Aleksandra Pięta ◽  
Adrian Burda ◽  
Paulina Mazur-Kurach ◽  
Florentyna Tyrała
Keyword(s):  
Blood Pressure ◽  
Body Mass ◽  
Positive Impact ◽  
Model Assessment ◽  
Paleolithic Diet ◽  
Short Term ◽  
Positive Effects ◽  
Short And Long Term ◽  
The Impact

The aim of this meta-analysis was to review the impact of a Paleolithic diet (PD) on selected health indicators (body composition, lipid profile, blood pressure, and carbohydrate metabolism) in the short and long term of nutrition intervention in healthy and unhealthy adults. A systematic review of randomized controlled trials of 21 full-text original human studies was conducted. Both the PD and a variety of healthy diets (control diets (CDs)) caused reduction in anthropometric parameters, both in the short and long term. For many indicators, such as weight (body mass (BM)), body mass index (BMI), and waist circumference (WC), impact was stronger and especially found in the short term. All diets caused a decrease in total cholesterol (TC), low-density lipoprotein cholesterol (LDL-C), and triglycerides (TG), albeit the impact of PD was stronger. Among long-term studies, only PD cased a decline in TC and LDL-C. Impact on blood pressure was observed mainly in the short term. PD caused a decrease in fasting plasma (fP) glucose, fP insulin, and homeostasis model assessment of insulin resistance (HOMA-IR) and glycated hemoglobin (HbA1c) in the short run, contrary to CD. In the long term, only PD caused a decrease in fP glucose and fP insulin. Lower positive impact of PD on performance was observed in the group without exercise. Positive effects of the PD on health and the lack of experiments among professional athletes require longer-term interventions to determine the effect of the Paleo diet on athletic performance.

A Note Concerning the Dynamics of Government Bond Yields

2021 ◽  
pp. 056943452098827
Author(s):  
Tanweer Akram
Keyword(s):  
Interest Rate ◽  
Financial Markets ◽  
Yield Curve ◽  
Empirical Studies ◽  
State Theory ◽  
Government Bond ◽  
Bond Yields ◽  
Short Term ◽  
Government Bonds

Keynes argued that the central bank can influence the long-term interest rate on government bonds and the shape of the yield curve mainly through the short-term interest rate. Several recent empirical studies that examine the dynamics of government bond yields not only substantiate Keynes’s view that the long-term interest rate responds markedly to the short-term interest rate but also have relevance for macroeconomic theory and policy. This article relates Keynes’s discussions of money, the state theory of money, financial markets, investors’ expectations, uncertainty, and liquidity preference to the dynamics of government bond yields for countries with monetary sovereignty. Investors’ psychology, herding behavior in financial markets, and uncertainty about the future reinforce the effects of the short-term interest rate and the central bank’s monetary policy actions on the long-term interest rate. JEL classifications: E12; E40; E43; E50; E58; E60; F30; G10; G12; H62; H63

scholarly journals Investigating the Broken-Heart Effect: a Model for Short-Term Dependence between the Remaining Lifetimes of Joint Lives

2012 ◽  
Vol 7 (2) ◽  
pp. 236-257 ◽  
Author(s):  
Jaap Spreeuw ◽  
Iqbal Owadally
Keyword(s):  
Mortality Rates ◽  
Short Term ◽  
Numerical Work ◽  
Data Set ◽  
Multiple State ◽  
Multiple State Model ◽  
Insurance Data ◽  
Over Time ◽  
Assurance Contracts

AbstractWe analyze the mortality of couples by fitting a multiple state model to a large insurance data set. We find evidence that mortality rates increase after the death of a partner and, in addition, that this phenomenon diminishes over time. This is popularly known as a “broken-heart” effect and we find that it affects widowers more than widows. Remaining lifetimes of joint lives therefore exhibit short-term dependence. We carry out numerical work involving the pricing and valuation of typical contingent assurance contracts and of a joint life and survivor annuity. If insurers ignore dependence, or mis-specify it as long-term dependence, then significant mis-pricing and inappropriate provisioning can result. Detailed numerical results are presented.

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