Impact of the COVID-19 pandemic on lung cancer diagnosis in northern Poland-addressing the COVID-19 debt. [PDF]
PLoS OneRomaszko-Wojtowicz A +6 more
europepmc +1 more source
Fundamentals Models Versus Random Walk: Evidence From an Emerging Economy
Journal of Forecasting, EarlyView.ABSTRACT We analyze the predictive power of fundamentals versus random walk models for horizons from 1 to 24 months in an emerging market. Specifically, we investigate what fundamentals models outperform random walk during periods of appreciation and depreciation of the exchange rate.
Helder Ferreira de Mendonça +2 more
wiley +1 more source
The accuracy of forecasted hospital admission for respiratory tract infections in children aged 0-5 years for 2017/2023. [PDF]
Front PediatrMethi F, Magnusson K.
europepmc +1 more source
Obligations of a State-Created Authority: Do They Constitute a Debt of the State?
, 1955 Elizabeth Gaspar Brown
openalex +2 more sources
The effect of activity on oxygen consumption, oxygen debt, and heart rate in the lizardsVaranus gouldii andsauromalus hispidus [PDF]
, 1972 Albert F. Bennett
openalex +1 more source
Joint Implied Willow Tree: An Approach for Joint S&P 500/VIX Calibration
Journal of Futures Markets, EarlyView.ABSTRACT Since the inception of Volatility Index (VIX) options trading, academic literature has persistently sought accurate methods for jointly calibrating the prices of the S&P 500 index (SPX) and VIX options. This study introduces a novel nonparametric approach, called the joint implied willow tree (JIWT) method, aimed at resolving this joint ...
Bing Dong, Wei Xu, Zhenyu Cui
wiley +1 more source
The Mitchiner Memorial Lecture: The Doctor's Debt to the Soldier [PDF]
, 1972 Ian Fraser
openalex +1 more source
The Term Structure of Credit Default Swap Spreads and the Cross Section of Options Returns
Journal of Futures Markets, EarlyView.ABSTRACT This paper, using the natural logarithmic form credit default swap (log CDS) slope, examines the variation in cross‐sectional 1‐month ATM delta‐hedged straddle returns. Our analysis reveals that the log CDS slope significantly and positively predicts these returns, even when accounting for several key volatility mispricing factors.
Hao Zhang +4 more
wiley +1 more source