Results 91 to 100 of about 3,768 (196)

Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function

International Statistical Review, EarlyView.
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler, Denis Belomestny, Simos George Meintanis, Emanuele Taufer   +3 more
wiley   +1 more source

Are Sustainable Cryptocurrencies Immune to Policy Uncertainties? Unveiling the Asymmetric Implications of Climate and Global Economic Policy Uncertainty for Green Cryptocurrencies

Revista Finanzas y Política Económica
Advanced blockchain technologies and growing environmental and economic uncertainties have  otivated us to investigate the impact of climate policy uncertainty (CPU) and global economic policy uncertainty (GEPU) on five green cryptocurrencies—ADA, EOS ...
Aamir Aijaz Syed, Alka Singh
doaj   +1 more source

Compassionate Digital Innovation: A Pluralistic Perspective and Research Agenda

Information Systems Journal, EarlyView.
ABSTRACT Digital innovation offers significant societal, economic and environmental benefits but is also a source of profound harms. Prior information systems (IS) research has often overlooked the ethical tensions involved, framing harms as ‘unintended consequences’ rather than symptoms of deeper systemic problems.
Raffaele F. Ciriello, Lars Mathiassen, Marten Risius, Marc Cheong, Helana Scheepers, Emmanuelle Vaast   +5 more
wiley   +1 more source

From Open Banking Regulation to Platform Orchestration: The Evolution of Digital Platform Governance

Information Systems Journal, EarlyView.
ABSTRACT This study contributes to information systems (IS) scholarship by extending platform governance theory to regulatory contexts, explaining how regulatory forces co‐evolve with technological architectures to shape openness and control. This research examines the evolution of platform governance in the context of open banking, where regulatory ...
Priyadharshini Muthukannan, Daniel Gozman, Barney Tan, Prakash Dhavamani   +3 more
wiley   +1 more source

Cryptocurrency volatility and Egyptian stock market indexes: A note

Modern Finance
This paper examines the effect of the riskiness of the top four cryptocurrencies on the riskiness of stock market indexes in Egypt, being recognized as a developing country.
Tarek Eldomiaty, Nada Khaled
doaj   +1 more source

How and Why EU Institutions Promote the Digital Euro: The Politics of a Central Bank Digital Currency (CBDC)

JCMS: Journal of Common Market Studies, EarlyView.
Abstract The future of money is a crucial issue in the digital age, and the emergence of central bank digital currencies (CBDCs) is widely recognised as a transformative development. However, despite its significant implications for monetary sovereignty, regulatory governance and strategic autonomy, we know relatively little about the political ...
Sebastian Heidebrecht
wiley   +1 more source

Best Before? Expiring Central Bank Digital Currency and Loss Recovery

Journal of Money, Credit and Banking, EarlyView.
Abstract Physical cash enables payments in the absence of electricity or network coverage. Such offline payment functionality promotes the operational resilience and, particularly in developing countries, the accessibility of payments. Central banks are exploring issuing digital cash substitutes with similar offline payment functionality.
CHARLES M. KAHN, MAARTEN R.C. VAN OORDT, YU ZHU   +2 more
wiley   +1 more source

What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles

Journal of Economic Surveys, EarlyView.
ABSTRACT Financial bubbles and crashes have repeatedly caused economic turmoil notably but not just during the 2008 financial crisis. However, both in the popular press as well as scientific publications, the meaning of bubble is sometimes unspecified.
Michael Heinrich Baumann, Anja Janischewski   +1 more
wiley   +1 more source

The challenges of using cryptocurrencies in the legal system of Islamic Republic of Iran

حقوق فناوریهای نوین
Cryptocurrencies, as one of the most essential products of blockchain technology, have unique and sometimes new features such as distributedness, asymmetric cryptography, and consensus mechanism, and they have a specific mechanism. Despite the widespread
Mohammad Hasan Taj Langerudi, Farzin Dehdar   +1 more
doaj   +1 more source

Econometrics at the Extreme: From Quantile Regression to QFAVAR1

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte, Konstantinos N. Konstantakis, Dimitris Konstantios, Panayotis G. Michaelides, Arsenios‐Georgios N. Prelorentzos   +4 more
wiley   +1 more source