Results 201 to 210 of about 24,404 (294)

Industry Portfolio Volatility Connections and Industry Portfolio Returns

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington   +2 more
wiley   +1 more source

Evaluating the phylogenetic signal of morphosyntax. [PDF]

open access: yesPozn Stud Contemp Linguist
Sleeman R   +6 more
europepmc   +1 more source

Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We empirically assess the interlinkages between sovereign risk, measured in terms of CDS spreads, and exchange rates for a sample of emerging markets. Our period of analysis includes episodes of severe stress, such as the Global Financial Crisis, the COVID‐19 pandemic, and the Ukrainian War.
Reinhold Heinlein   +2 more
wiley   +1 more source

Cost‐effectiveness of a randomized controlled trial comparing low‐dose aspirin to placebo for the prevention of recurrent preterm birth

open access: yesInternational Journal of Gynecology &Obstetrics, Volume 169, Issue 1, Page 399-407, April 2025.
Abstract To assess the cost‐effectiveness of low‐dose aspirin compared to placebo for the prevention of recurrent preterm birth from a healthcare perspective. This was a cost‐effectiveness analysis alongside a multicenter, randomized, double‐blinded, placebo‐controlled trial.
Anadeijda J. E. M. C. Landman   +24 more
wiley   +1 more source

Macrophage extracellular vesicles deliver Mef2d proteins to aggravate Bacteroides fragilis pathogenicity in type 2 diabetes arterial calcification

open access: yesInterdisciplinary Medicine, EarlyView.
Bacteroides fragilis is associated with type 2 diabetes (T2D) arterial calcification and can be activated by macrophage‐derived extracellular vesicles (EVs). BF takes up EVs via receptor‐mediated endocytosis, and activation is induced by EV‐derived Mef2d, thereby inhibiting ArsR family transcriptional regulator transcription.
Cong Chen   +6 more
wiley   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

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