Causal K-Means Clustering. [PDF]
J R Stat Soc Series B Stat MethodolKim K, Kim J, Kennedy EH.
europepmc +1 more source
Household Consumption Intentions by Income Group During Monetary Policy Easing and Tightening
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate how the monetary policy interest rate affects Brazilian households' consumption intentions under two distinct regimes: monetary easing and tightening cycles. Using data from low‐ and high‐income households, we assess both the magnitude and the dynamics of this relationship.
Helder Ferreira de Mendonça +1 more
wiley +1 more source
Nonparametric Tests for Exponentiality Against IFRA Alternatives Based on Cumulative Extropy Measures. [PDF]
Entropy (Basel)Alqefari AA.
europepmc +1 more source
Institutional Diversity in Banking and Economic Complexity
International Journal of Finance &Economics, EarlyView.ABSTRACT In this paper, we test whether institutional diversity in banking systems is beneficial to economic complexity, using data for Italian provinces in the period 1998–2017. We compute different indexes that consider diversity from an ownership, institutional, business model and competition point of view and find that higher diversity has a ...
Beniamino Pisicoli
wiley +1 more source
Lévy Diffusion Under Power-Law Stochastic Resetting. [PDF]
Entropy (Basel)Liu J, Li Y, Marchesoni F.
europepmc +1 more source
Carbon Performance, Climate Governance, and Equity Risk
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the relationship between carbon performance, climate governance, and equity risk. Using a sample of companies listed in the S&P500 index for the period 2009–2023, our results show that better carbon performance reduces equity risk, indicating that proactive carbon management reduces uncertainty and is beneficial to firms ...
Malafronte Irma +2 more
wiley +1 more source
Uniform in Bandwidth Consistency of the <i>L</i><sup>1</sup>-Modal Regression Estimator for High-Dimensional Data. [PDF]
Entropy (Basel)Almulhim FA, Alamari MB, Laksaci A.
europepmc +1 more source
Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations
International Journal of Finance &Economics, EarlyView.ABSTRACT We empirically assess the interlinkages between sovereign risk, measured in terms of CDS spreads, and exchange rates for a sample of emerging markets. Our period of analysis includes episodes of severe stress, such as the Global Financial Crisis, the COVID‐19 pandemic, and the Ukrainian War.
Reinhold Heinlein +2 more
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Estimating Baseline Survival Function in the Proportional Hazards Model Under Monotone Hazards. [PDF]
J Stat Theory PractWu Y, Chappell R.
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On the Evolution of the Stock Market Efficiency: Evidence From Emerging Markets
International Studies of Economics, EarlyView.ABSTRACT The study of market efficiency is one of the most covered topics in the field of financial markets, with the Efficient Market Hypothesis gathering devotees as well as several critics. The perception of markets as agents with an adaptive nature gave rise to the Adaptive Market Hypothesis (AMH).
Júlio Lobão, Luís Pacheco, Nuno Cruz
wiley +1 more source