Results 141 to 150 of about 140,743 (312)
Arbitrage Opportunities and Efficiency Tests in Crypto Derivatives
Carol Alexander +3 more
openalex +1 more source
Dynamics of Transnational Labour Migration Revisited from a Crisis Complex Perspective
ABSTRACT This article uses the notion of crisis complex to analyse the relationship between labour migration and crisis from an institution‐ and process‐oriented perspective. Such an interrogation is timely, given the increasingly crisis‐prone dynamics shaping global labour systems and migration governance, including recruitment, skills recognition and
Ioana Jipa‐Muşat, Nicola Piper
wiley +1 more source
Abstract This paper replicates the study “A Model of Secular Stagnation: Theory and Quantitative Evaluation” by Eggertsson et al. using the Dynare toolkit. Replication is important as it confirms the results of the original article, provides a user‐friendly version using Dynare, and shows how to deal with large‐scale models with occasionally binding ...
Alex Crescentini, Federico Giri
wiley +1 more source
China inside out: Explaining silver flows in the triangular trade, c. 1820s‒70s
Abstract This paper analyses a new large dataset of silver prices, as well as silver and merchandise trade flows in and out of China in the crucial decades of the mid‐nineteenth century when the Empire was opened to world trade. Silver flows were associated with the interaction between heterogeneous monetary preferences and availability of specific ...
Alejandra Irigoin +2 more
wiley +1 more source
Motivation Analysis of Market and Institution on Corporate Leasing Financialization from the Perspective of Regulatory Arbitrage: Evidence from Chinese Listed Companies [PDF]
Zhu Cheng-ke +2 more
openalex +1 more source
Spanish stock returns, growth, and inflation, 1900–2020
Abstract This paper studies equity returns in the Madrid Stock Exchange and their connections with the macroeconomy from the emergence of a stock market around 1900 to its ‘big bang’ at the turn of the twenty‐first century. Using high‐quality data from primary sources and the methodology of the modern IBEX35 (published since 1987), we constructed an ...
Stefano Battilossi +2 more
wiley +1 more source
Geometry and Spectral Theory Applied to Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk [PDF]
Simone Farinelli, Hideyuki Takada
openalex +1 more source
Abstract We develop new datasets of monthly grain prices in 14 urban markets and of the storage and marketing of grain by 5 rural estates located in western Germany between the late seventeenth century and c. 1860. We explore whether observed patterns of monthly prices, sales, and storage of grain are consistent with the rational competitive storage ...
Matthias Hartermann +2 more
wiley +1 more source
The Convertible Arbitrage Strategy Analyzed [PDF]
This paper analyzes convertible bond arbitrage on the Canadian market for the period 1998 to 2004.Convertible bond arbitrage is the combination of a long position in convertible bonds and a short position in the underlying stocks.
Horst, J.R. ter +2 more
core +1 more source
Building a Potemkin village in occupied China: Japan's wartime system of linked trade, 1939–43
Abstract The paper discusses the novel but little‐known exchange rate system of Japanese‐occupied North China during the Second Sino‐Japanese War, in which exporters were given the right to import in the form of a piece of yellow paper, which could be sold in the secondary market.
Shinji Takagi
wiley +1 more source

