Results 251 to 260 of about 37,249 (382)

Emerging markets' response to COVID-19: Insights from arbitrages strategies. [PDF]

Heliyon
Jialu W, Zhao L, Li H, Guo X.
europepmc   +1 more source

Time-Consistent No-Arbitrage Models of the Term Structure [PDF]

, 2001
Amir Yaron, Michael W. Brandt
openalex   +1 more source

Forward contracting and the endogenous activity of heterogeneous firms

Journal of Economics &Management Strategy, EarlyView.
Abstract Forward contracting in an N $N$‐firm quantity‐setting oligopoly with heterogeneous costs introduces the possibility that relatively efficient firms deter the activity of inefficient rivals by reducing their margins. The equilibrium number of firms producing positive quantities can be any of 1,2,…N $1,2,{\rm{\ldots }}N$ depending on the level ...
Sébastien Mitraille, Henry Thille
wiley   +1 more source

Quantum computational finance for martingale asset pricing in incomplete markets. [PDF]

Sci Rep
Rebentrost P, Luongo A, Cheng B, Bosch S, Lloyd S.   +4 more
europepmc   +1 more source

Miles-Ezzell's WACC Approach Yields Arbitrage [PDF]

, 2001
Andreas Loeffler
openalex   +1 more source

The Effects of Regulatory Office Closures on Bank Behavior

Journal of Money, Credit and Banking, EarlyView.
Abstract We investigate if the decentralized structure of regulatory office networks influences supervisory outcomes and bank behavior. Following the closure of an office, banks previously supervised by that office increase their lending and risk‐taking.
IVAN LIM, JENS HAGENDORFF, SETH ARMITAGE
wiley   +1 more source

Multi-strategy modified sparrow search algorithm for hyperparameter optimization in arbitrage prediction models. [PDF]

PLoS One
Cheng S, Qin P, Lu B, Yu J, Tang Y, Zeng Z, Tu S, Qi H, Ye B, Cai Z.   +9 more
europepmc   +1 more source

Organiser les compétences pour innover : arbitrage entre principes de division et d'intégration

, 2000
Christine Divry
openalex   +1 more source

Deposit Competition and Mortgage Securitization

Journal of Money, Credit and Banking, EarlyView.
Abstract We study how deposit competition affects a bank's decision to securitize mortgages. Exploiting the state‐specific removal of deposit market caps across the U.S. as a source of competition, we find a 7.1 percentage point increase in the probability that banks securitize mortgage loans.
DANNY MCGOWAN, HUYEN NGUYEN, KLAUS SCHAECK   +2 more
wiley   +1 more source

SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. [PDF]

Entropy (Basel)
Mao W, Liu P, Huang J.
europepmc   +1 more source