Results 151 to 160 of about 55,509 (274)

Macroprudential Policy in the Euro Area

Journal of Money, Credit and Banking, EarlyView.
Abstract This paper examines the development and impact of macroprudential policies in the euro area. We construct a novel index that captures the stance of macroprudential policy, and we highlight its main stylized facts since the inception of the euro in 1999. We combine a narrative approach and a structural VAR method to show that both unanticipated
ÁLVARO FERNÁNDEZ‐GALLARDO, IVÁN PAYÁ   +1 more
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

FX Interventions and Capital‐Constrained Banks: Evidence from USD/ILS Spot, Forward, and Option Markets

Journal of Money, Credit and Banking, EarlyView.
Abstract Using confidential daily data, we examine the Bank of Israel's foreign exchange interventions from 2013 to 2019. We find that a 1 billion U.S. dollars (USD) purchase leads to a 0.82% depreciation of the Israeli Shekel (ILS)–a strong effect compared to other studies.
MARKUS HERTRICH, DANIEL NATHAN
wiley   +1 more source

Artificial intelligence for algorithmic trading digital assets: evidence from the Counter-Strike 2 skin market. [PDF]

Front Artif Intell
Guede-Fernández F, Wagle Y, Dias P, Giordano AP, Henriques L, Costa G, Azevedo S.   +6 more
europepmc   +1 more source

Banking with Inside Money: An Efficiency Analysis

Journal of Money, Credit and Banking, EarlyView.
Abstract We show that banks do not decentralize the first best in a nominal Diamond–Dybvig economy with inside money. Furthermore, state‐contingent deposit contracts do not expand the consumption possibility set to include the first best either. Central banks can improve welfare but only for savers and only with unconventional monetary policy. Finally,
DAVID RIVERO, HUGO RODRÍGUEZ MENDIZÁBAL   +1 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

What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles

Journal of Economic Surveys, EarlyView.
ABSTRACT Financial bubbles and crashes have repeatedly caused economic turmoil notably but not just during the 2008 financial crisis. However, both in the popular press as well as scientific publications, the meaning of bubble is sometimes unspecified.
Michael Heinrich Baumann, Anja Janischewski   +1 more
wiley   +1 more source

Forecasting of virtual power plant generating and energy arbitrage economics in the electricity market using machine learning approach. [PDF]

Sci Rep
Sarathkumar TV, Goswami AK, Khan B, Shoush KA, Ghoneim SSM, Ghaly RNR.   +5 more
europepmc   +1 more source

Stock Index Spot-Futures Arbitrage Prediction Using Machine Learning Models. [PDF]

Entropy (Basel), 2022
Sheng Y, Ma D.
europepmc   +1 more source

Mapping the Landscape of the Economics of AI Literature: Gaps and Opportunities for Research and Policy

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper investigates the evolving landscape of research on the economics of artificial intelligence (AI). Using topic modeling on a corpus of over 4,600 academic papers, we identify the dominant themes that have shaped the literature to date and highlight areas that remain relatively underexplored. In addition, we assess the extent to which
Lucy Hampton, John Lourenze Poquiz
wiley   +1 more source