Measuring Currency Risk Premium: The Case of Turkey
International Journal of Finance &Economics, EarlyView.ABSTRACT This study examines the determinants of a change in currency expectations for the Turkish Lira (TL) versus the US dollar with different maturities (1 month, 3 months and 1 year). The risk premium is estimated using the interest rate differential and a latent component called the missing risk premium.
Idil Uz Akdogan +2 more
wiley +1 more source
A short-term price prediction-based trading strategy. [PDF]
PLoS OneFan W, Zhang R, He H, Hou S, Tan Y.
europepmc +1 more source
Fiscal Rules, Independent Fiscal Institutions and Sovereign Risk: Evidence From the European Union
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the effects of fiscal rules (FRs) and independent fiscal institutions (IFIs) on sovereign risk. To address potential endogeneity issues, we employ the System Generalised Method of Moments (GMM) estimator in an analysis comprising 24 European Union member states throughout the 2007–2019 period.
Bogdan Căpraru +2 more
wiley +1 more source
Assessing the Value of Further Investment in R&D Using Mixed Methods: A Case Study of Biosensor-Integrated Arteriovenous Grafts. [PDF]
J Mark Access Health PolicyOwusu Achiaw S +3 more
europepmc +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This study analyses the implications of uncertainty, the regulatory and economic environment, and the monetary policy regime for bank performance. Employing multiple indicators of bank performance and underlying explanatory factors, we used a novel set of empirical approaches including Fixed Effects, Random Effects, Panel Fully Modified Least ...
Asma Nasim +2 more
wiley +1 more source
Impact of asset intensity and other energy-associated CO2 emissions drivers in the Nigerian manufacturing sector: A firm-level decomposition (LMDI) analysis. [PDF]
HeliyonAbam FI, Inah OI, Nwankwojike BN.
europepmc +1 more source
Major Conundrums and Possible Solutions in DeFi Insurance
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper empirically explores the early development of insurance projects in the decentralised finance (DeFi) industry, which is based on disruptive technologies like blockchain and smart contracts. A brief history of DeFi is narrated, stressing four risks of DeFi (volatility risk, cyberattack risk, liquidity risk, and regulation risk) and ...
Peng Zhou, Ying Zhang
wiley +1 more source
Optimizing costs and sustainability for gamma knife radiosurgery: A cost and breakeven analysis at India's largest neurosurgery centre. [PDF]
PLoS OneAgrawal N +5 more
europepmc +1 more source
The Impact of Social Media Activities on Stock Price Informativeness
International Journal of Finance &Economics, EarlyView.ABSTRACT This study investigates the influence of social media activities on stock price informativeness. Using a panel of 49 countries with 231,462 balance‐panel firm‐year observations from 2010 to 2020, we find that social media activities increase stock price informativeness.
Wansu Hu +4 more
wiley +1 more source
EnergyShare AI: Transforming P2P energy trading through advanced deep learning. [PDF]
HeliyonAlghanmi NA, Alkhudhayr H.
europepmc +1 more source