Results 61 to 70 of about 9,158 (259)
Economics of Transition and Institutional Change, EarlyView.ABSTRACT We examine the sectoral impact of Western sanctions on Russian corporate performance from 2014 to 2021 using a panel of listed nonfinancial firms. Applying continuous‐time heterogeneous treatment models and difference‐in‐differences estimators, we document persistent divergence across sectors: The energy sector exhibits sustained ...
Eugene Nivorozhkin
wiley +1 more source
Blockchain: Research and ApplicationsFinancial derivatives are widely recognized for their effectiveness in managing interest rate risk, demonstrating the principle of comparative advantage in finance.
Hua Wang, Jinjing Liu, Jian Zhao
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Complexity in Risks Facing Pension Plans: Nonmarket Financial Risk in the United States and Poland [PDF]
Journal of Economics and Management, 2015 This paper discusses agency, regulatory capture, counterparty and political risks as aspects of the nonmarket financial risks that pension plans and their participants bear, using as examples the United States and Poland.
Adam Samborski, John A. Turner
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Hedging under counterparty credit uncertainty
Journal of Futures Markets, 2008 AbstractThis study investigates optimal production and hedging decisions for firms facing price risk that can be hedged with vulnerable contracts, i.e., exposed to nonhedgeable endogenous counterparty credit risk. When vulnerable forward contracts are the only hedging instruments available, the firm's optimal level of production is lower than without ...
Mahul, Olivier, Cummins, J. David
openaire +2 more sources
Speed Bump and Stock Market Quality: Evidence From NYSE American
Financial Management, EarlyView.ABSTRACT Should trading speed of high‐frequency traders be regulated? Using the data from the New York Stock Exchange American, this paper examines the impact of a speed bump on market liquidity and price discovery. Our results indicate that the use of a speed bump can lower the costs of adverse selection through reducing informed trading.
Bo Liu, Ke Xu
wiley +1 more source
Changes in repo markets and the necessity for CCPs in Korea [PDF]
Seonmul yeonguIn 2022, US financial regulators proposed to mandate a single central clearing mechanism for treasury bonds and repo transactions to stabilize financial markets.
Sun-Joong Yoon
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Water Resources Research, 2023 Urban water utilities are increasingly exploring cooperative regional water supply investment and management strategies due to climate change and growing demands.
Lillian B. Lau +2 more
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Monotone methods in counterparty risk models with nonlinear Black–Scholes-type equations [PDF]
, 2022 Bénédicte Alziary, Peter Takáč
openalex +3 more sources
Price Discovery in Bitcoin ETF Market
Financial Review, EarlyView.ABSTRACT In this study, we explore price discovery across the following three Bitcoin markets: spot, futures, and exchange‐traded funds (ETFs). Employing the fractionally cointegrated vector autoregressive (FCVAR) model, we estimate price discovery in each market using minute‐level price data from October 19, 2021, the launch date of the first US ...
Kiana Kia +4 more
wiley +1 more source
Factoring contract in the law of the Republic of Serbia [PDF]
Pravni Zapisi, 2014 Factoring contract in the law of the Republic of Serbia is designated, formal, obligatory for both contract parties, burdening, commutative by its approach, with durable benefits and intuitu personae contract, whereby one contract party sells to other ...
Marković Velisav
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