Results 251 to 260 of about 453,167 (307)

Enhancing clinical breast examination (CBE) uptake: insights from women in northeastern Peninsular Malaysia. [PDF]

PeerJ
Nik Husain NR, Mohd Wajiah MKH, Draman N, Abdul Rahman R, Mohammad JA, Mohamed M, Wan Zain WZ.   +6 more
europepmc   +1 more source

Reframing cigarettes as social currency: A randomized survey experiment on the role of warning images and pricing. [PDF]

Tob Induc Dis
Xing Y, Wen W, Wang G, Du K.
europepmc   +1 more source

Risk factors influencing construction supply chain management in Saudi Arabia. [PDF]

Sci Rep
Alqahtani FK, Shafaay M, Alagha E, Ahmed O, Alshehri A, Sherif M, Abotaleb IS.   +6 more
europepmc   +1 more source

Assessment of quality and readability of web-based knowledge about gummy smile: An infodemiology study. [PDF]

Digit Health
Qazali A, Alassaf MS, Habeeb AT, Alblushi K, Othman A, Almarhoumi A, Alsulaimani M.   +6 more
europepmc   +1 more source

Fear of Cancer Recurrence Before Treatment in Patients Newly Diagnosed With Breast Cancer: Cross-Sectional Study.

JMIR Cancer
Ding Y, Zhang H, Zhong Q, Zhang L, Qin H.   +4 more
europepmc   +1 more source

Pricing currency risk : facts and puzzles from currency boards [PDF]

, 2002
The authors investigate the patterns and determinants of the currency risk premium in two currency boards-Argentina and Hong Kong. Despite the presumed rigidity of currency boards, currency premium is almost always positive and at times very large.
Sergio L. Schmukler, Luis Serven
openaire   +3 more sources

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Optimal Currency Risk Hedging

SSRN Electronic Journal, 2000
Abstract This paper investigates the optimal hedging strategy of a domestic expected utility maximizer endowed with a temporarily non-traded position in a foreign investment. The domestic and foreign yield curves, the exchange rate between the two involved currencies, and the foreign investment value are stochastic and obey fairly general diffusion ...
Abraham Lioui, Patrice Poncet
openaire   +1 more source

Currency Risk Premia Redux

SSRN Electronic Journal, 2021
We study a large currency cross section using recently developed asset pricing methods. First, we show that the implied pricing kernel includes three latent factors: a strong U.S. `Dollar' level factor, and two weak, high Sharpe ratio `Carry' and `Momentum' slope factors. The evidence for an additional 'Value' factor is scant.
Federico Nucera, Lucio Sarno, Gabriele Zinna   +2 more
openaire   +1 more source