Results 101 to 110 of about 320,240 (206)
Does It Pay for Family Firms to Go Green? The Moderating Role of Familiness
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Given the growing demand for corporate environmental responsibility (CER) and the global relevance of family firms (FFs), the current study aims to shed light on the link between CER and corporate financial performance (CFP) in the organizational setting of FFs.
Francesco Gangi +4 more
wiley +1 more source
Global debt dynamics: what has gone wrong [PDF]
, 2018 This paper analyses the nature and characteristics of global debt dynamics in the post global financial crisis (GFC) period. First, we attempt to map the ways in which debt has been moving from sector to sector, and from one group of countries to another
Antoniades, Andreas +1 more
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Energy Science &Engineering, EarlyView.ABSTRACT This study evaluates the feasibility of designing and implementing a 200 kWp solar photovoltaic (PV) system for the residential camp at Ndawara Tea Estate, Cameroon. The study aims to provide a sustainable and reliable power supply for workers and their families living in remote locations with limited grid access.
Yvan Ayuketah, Wirnkar Basil Nsanyuy
wiley +1 more source
The Unexplained Part of Public Debt [PDF]
This paper shows that budget deficits account for a relatively small fraction of debt growth and that stock-flow reconciliation, which is often considered a residual entity, is one of the key determinants of debt dynamics.
Camil F.S. Campos +2 more
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Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach
Journal of Forecasting, EarlyView.ABSTRACT Based on a joint quantile and expected shortfall semiparametric methodology, we propose a novel approach to forecasting market risk conditioned to transition risk exposure. This method allows us to forecast two climate‐related financial risk measures called CoClimateVaR$$ CoClimateVaR $$ and CoClimateES$$ CoClimateES $$, being jointly ...
Laura Garcia‐Jorcano +1 more
wiley +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
Alternative Perspectives on Optimal Public Debt Adjustment [PDF]
We compare alternative optimal public debt adjustment strategies in a New Keynesian economy. We find that the unconditionally optimal policy is consistent with a gradual adjustment in public debt towards its mean value at a speed determined by the rate ...
Michal Horvath
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Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index
Journal of Futures Markets, EarlyView.ABSTRACT This paper develops a discrete‐time joint analytical framework for pricing volatility index (VIX) and VXX options consistently. We show that our framework is more flexible than continuous‐time VXX models as it allows the information contained in the high‐frequency VIX index to be incorporated for the joint pricing of VIX and VXX options, and ...
Shan Lu
wiley +1 more source
The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis [PDF]
In the last twenty years Portugal struggled to keep public finances under control, notably in containing primary spending. We use a new quarterly dataset covering 1979:1-2007:4, and estimate a Bayesian Structural Autoregression model to analyze the ...
António Afonso, Ricardo M. Sousa
core +3 more sources
Public debt sustainability and crises in emerging market countries: a presentation of the concepts and diagnostic tools. [PDF]
The growth of public debt in emerging market countries during the 1990s and recent financial crises have once again highlighted the risks associated with fragile public finances in these countries.
Bachellerie, A., Couillault, B.
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