A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Psychometric Evaluation of the Korean Social Health Scale for the Elderly: A Rasch Analysis of Item Level Validity. [PDF]
Lim S, Han Y, Park JH.
europepmc +1 more source
Forecasting House Prices: The Role of Market Interconnectedness
ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen +3 more
wiley +1 more source
Validating the Existential Quest Scale using item response theory. [PDF]
Rizzo M +4 more
europepmc +1 more source
The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis
ABSTRACT This paper revisits the relationship between the US dollar and cross‐currency basis (XCB) swap spreads. We show that the strength and direction of this relationship depend on the prevailing regime of the broad dollar. The evidence suggests that the well‐documented “dollar appreciates, basis widens” result holds primarily when the dollar is in ...
Daniel Felix Ahelegbey +2 more
wiley +1 more source
Navigating critical barriers for green bond markets using A fuzzy multi-criteria decision-making model: Case study in Vietnam. [PDF]
Nguyen PH +3 more
europepmc +1 more source
The current study examines the role of Fintech, wind energy, and green technology in determining environmental suitability in Germany from 2000 to 2024. The study employs time series econometric methods to estimate the QQR and QR techniques. The positive effects of wind production, FinTech, Natural Resources and green technology on environmental ...
Hind Alofaysan, Kamel Si Mohammed
wiley +1 more source
Differences between patient- and therapist-rated working alliance and their relationships with physical rehabilitation outcomes in individuals with Parkinson's disease. [PDF]
Sue K +6 more
europepmc +1 more source
Minimum Wages, the Earned Income Tax Credit, and Mental Health Around Pregnancy
ABSTRACT This study estimates the effects on perinatal mental health of the state's minimum wage and earned income tax credit (EITC), controlling for other policies and state‐level factors. Using data from the Pregnancy Risk Assessment Monitoring System for 2012–2018 births we find robust evidence that minimum wages and EITC levels reduce depression ...
Bryce J. Stanley, Karen Smith Conway
wiley +1 more source
Game analysis of green finance assisting enterprises in carbon reduction under the participation of four parties. [PDF]
Wang J, Liu X, Duan H, Wang L.
europepmc +1 more source

