Results 181 to 190 of about 708 (257)
A Multi‐Country Approach to Estimate the Euro‐Area Natural Real Interest Rate
ABSTRACT We set up a semi‐structural unobserved components multi‐country model of the eurozone. The common euro‐area natural rate of interest (NRI) is identified from the joint dynamics of the national data of its 20 member countries and estimated using Bayesian methods.
Tino Berger, Daria Kazakova, Bernd Kempa
wiley +1 more source
The New Economics of Cape Slavery
ABSTRACT In this survey, I argue that the Cape Colony has become one of the most useful settings for studying the economics of unfree labour. The Cape offers a distinctive combination: a slavery regime linking the Indian Ocean and Atlantic worlds, an urban and agrarian economy, overlapping labour regimes and archives rich enough for linked micro‐data ...
Johan Fourie
wiley +1 more source
Basel III Capital Requirements and the Growth of Non‐Bank Financial Institutions in South Africa
ABSTRACT We examine the relationship between the implementation of the Basel III accord and the growth of non‐bank financial institutions and fintech platforms in South Africa. Using difference‐in‐differences estimation procedures, we find evidence consistent with regulatory arbitrage.
Chimwemwe Chipeta, Lerato Mapela
wiley +1 more source
Carbon-electricity-hydrogen combined market drives hydrogen aggregator clusters to regulate power-transportation network. [PDF]
Li B, Li J, Li Z.
europepmc +1 more source
Shape of Yield Curves Under Instrument‐Based Parallel Shifts
ABSTRACT This paper studies the shape of zero and par yield curves through the carry and convexity of zero‐bond and par–swap butterflies under instrument‐based parallel shifts: the component instruments are held fixed, and each instrument's own quote receives the same additive shock.
Jian Sun
wiley +1 more source
Revisiting price linkages between London and Shanghai base metal futures markets: A time-frequency connectedness analysis. [PDF]
Pan C, Shen W.
europepmc +1 more source
ABSTRACT Coordinated marketing activities can be an important mechanism for negotiating prices and reducing transaction and transportation costs in food supply chains. Yet there are few studies on the prevalence and drivers of the choice of undertaking coordinated marketing by food wholesale markets.
Daniel A. Babalola +4 more
wiley +1 more source
A pseudo-analytic generalization of the memoryless property for continuous random variables and its use in pricing contingent claims. [PDF]
Carr P, Cirillo P, Cirillo P.
europepmc +1 more source
ABSTRACT We develop an analytical calculus for projective functions on Polish spaces. In ZFC, we relate inverse‐image projective measurability to the classical graph‐based notion and establish closure under composition, finite algebraic operations, and optimization over arbitrary projective sections.
Laurence Carassus, Massinissa Ferhoune
wiley +1 more source
Deepening the real options debate: Real options as dynamic optimization
Abstract Research Summary Is real option theory useful for management research? This topic was hotly debated two decades ago. Real options were said to be inapplicable to management research and to lack conceptual distinctiveness. Whereas responses to the claim about the non‐distinctiveness of real options were disparate, the concern about the theory's
Arkadiy V. Sakhartov +2 more
wiley +1 more source

