Impact of land prices on corporate carbon emission intensity. [PDF]
Guo L, Liu Y, Jiang Z, Yuan X, Jing Q.
europepmc +1 more source
Bank Capital Regulation and Derivatives Clearing
ABSTRACT As part of the post global financial crisis banking reforms, regulators introduced a leverage ratio requirement, a minimum capital requirement over a bank's total exposures. We assess the consequences of this requirement for derivative clearing services to clients, which creates exposures for the dealers, by exploiting its earlier introduction
Jonathan Acosta‐Smith+2 more
wiley +1 more source
Digital inclusion finance, government subsidies and R&D investment-empirical evidence based on listed Chinese pharmaceutical firms. [PDF]
Zhao X, Wang S, Chen Y.
europepmc +1 more source
Climate Change and Investors' Behaviour: Assessing a New Type of Systematic Risk
ABSTRACT This study explores how temperature anomalies, a novel form of systematic risk, affect financial markets, expanding the traditional understanding of market‐wide risks. While climate change is becoming an important consideration, the extent to which temperature anomalies disrupt economic activities and influence stock returns is urgently needed
Natthinee Thampanya, Junjie Wu
wiley +1 more source
Enhanced futures price-spread forecasting based on an attention-driven optimized LSTM network: integrating an improved grey wolf optimizer algorithm for enhanced accuracy. [PDF]
Tang Y, Gao Z, Cai Z, Yu J, Qin P.
europepmc +1 more source
ABSTRACT Banks within the MENA regions serve as pivotal agents in fostering economic growth through extensive lending to businesses, individuals and corporations, thereby amplifying employment within the banking sector. A pressing concern affecting these banks is the proliferation of NPLs, which not only diminishes net earnings but also escalates ...
Shadi Ratib Mohammad Aledeimat+1 more
wiley +1 more source
The impact of new VAT enforcement on financial performance: Evidence from Saudi Arabia non-financial listed companies using the event study and ARMA model. [PDF]
Al-Otaibi MI, Nor NM, Yusri Y, Guzaiz N.
europepmc +1 more source
Measuring Currency Risk Premium: The Case of Turkey
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
Fiscal Rules, Independent Fiscal Institutions and Sovereign Risk: Evidence From the European Union
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