Results 11 to 20 of about 868,102 (306)
Stock and exchange rate movements in the MENA countries: A Markov Switching –VAR Model
Purpose ― This article explores the causal link between stock and currency returns in The Middle Eastern and North African (MENA) countries from January 2011 through February 2020.
Marwa Trabelsi, Slah Bahloul
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Dynamic matching market design [PDF]
We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three perspectives: waiting, optimization, and information.
Akbarpour, Mohammad +2 more
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Dynamic Resource Management for Cloud Spot Markets
Resource management for cloud computing environments that are characterized by many layers emerges as a critical task for cloud computing providers.
Fadi Alzhouri +5 more
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Informational Hold Up and Intermediaries
Why do some incomplete information markets feature intermediaries while others do not? I study the allocation of two goods in an incomplete information setting with a single principal, multiple agents with unit demand, and interdependent valuations.
Naomi Utgoff
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This study investigates return and asymmetric volatility spillovers and dynamic correlations between the main and small and medium-sized enterprise (SME) stock markets in Saudi Arabia and Egypt for the periods before and during the COVID-19 pandemic ...
Nassar S. Al-Nassar, Beljid Makram
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Conditional co-movement and dynamic interactions: US and BRIC equity markets [PDF]
The present study attempts to capture conditional or time-varying co-movement and dynamic interactions between the US and BRIC (Brazil, Russia, India, and China) equity markets across the sample period 2004 to 2014 by employing diverse ...
Singh Amanjot, Singh Manjit
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Liquidity and Asset Market Dynamics [PDF]
We study economies with an essential role for liquid assets in transactions. The model can generate multiple stationary equilibria, across which asset prices, market participation, capitalization, output and welfare are positively related. It can also generate a variety of nonstationary equilibria, even when fundamentals are deterministic and time ...
Randall Wright, Guillaume Rocheteau
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Price volatility spillover of Indian onion markets: A comparative study
To investigate the interdependence between Indian onion markets in terms of price volatility, the present study was conducted in four different vital onion markets in India, viz. Mumbai, Nashik, Delhi and Bengaluru.
KANCHAN SINHA +6 more
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PRICE DYNAMICS WITH CUSTOMER MARKETS [PDF]
AbstractUsing microdata from a U.S. retailer we document that customer turnover responds to pricing. We study the optimal price setting of a firm when its demand has an extensive margin that is elastic to price due to customers' opportunity to search for an alternative supplier. The price pass‐through of idiosyncratic productivity shocks is incomplete,
Paciello, Luigi +2 more
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The high proportion of renewable energy increases the demand for high-performance frequency response services, which brings challenges to the construction of electricity markets.
Wensheng YE, Zhaoxia JING, Zongheng XUAN
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