Results 31 to 40 of about 611,648 (261)

The role of issuer announcement sentiment in share price discovery. Evidence from the Baltic stock exchanges

Baltic Journal of Economics
The study analyses the impact of issuer announcement sentiment on the dynamics of share prices in the Nasdaq Baltic Markets in 2018–2023. Analysis shows that Loughran and McDonald dictionary performs the best in explaining the issuer announcement ...
Velga Ozolina, Kristine Petrovska
doaj   +1 more source

Real-time data for estimating a forward-looking interest rate rule of the ECB

Data in Brief, 2017
The purpose of the data presented in this article is to use it in ex post estimations of interest rate decisions by the European Central Bank (ECB), as it is done by Bletzinger and Wieland (2017) [1]. The data is of quarterly frequency from 1999 Q1 until
Tilman Bletzinger, Volker Wieland
doaj   +1 more source

Are parametric models still useful to measure the market risk of bank securities holdings?

Borsa Istanbul Review
This paper estimates the daily market risk of Italian bank securities portfolios under different model assumptions, using granular data on all banks and exposures from 2008 to 2023.
Michele Leonardo Bianchi, Leonardo Del Vecchio, Federico Maria Stara   +2 more
doaj   +1 more source

Finance academy under the Government of Russian Federation Improving identification of systemically important financial institution as a factor of financial stability

Ученые записки Российской академии предпринимательства, 2021
In article are presented the existing principles of identification of systemically important financial institution in Russia and abroad and suggested variants of improving the evidence of systemic importance.
M. A. Zhurba
doaj  

Financial Stability Under Climate Stress: Empirical Evidence from Namibia

Risks
Climate change has emerged as one of the defining risks in recent years. These risks are associated with economic losses and, ultimately, the stability of the financial system.
Jaungura Kaune, Andy Esterhuizen, Valdemar J. Undji   +2 more
doaj   +1 more source

Macroprudential policy analysis in an estimated DSGE model with a heterogeneous banking system: An application to Chile

Latin American Journal of Central Banking, 2020
We quantify the effect of macroprudential policy in mitigating domestic and foreign shocks to a small open commodity based economy estimated on Chilean data.
J-F. Martínez, M.U. Peiris, D.P. Tsomocos   +2 more
doaj   +1 more source

Association Between Dinutuximab Beta Exposure and Post‐End‐of‐Treatment Survival in Neuroblastoma: A Weighted Patient‐Level Analysis of Three Clinical Studies

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Objectives The association between exposure to dinutuximab beta (DB) and event‐free survival (EFS) or overall survival (OS) of neuroblastoma patients was assessed using data collected during three clinical trials (five cohorts). Methods A systematic review (March 2026) was conducted to identify relevant studies (prospective; registered DB ...
Przemysław Holko, Holger N. Lode, Alberto Garaventa, Carla Manzitti, Roberto Luksch, Dominique Valteau‐Couanet, Marion Gambart, John Anderson, Juliet Gray, Adela Canete, Lucas Moreno, Aleksandra Wieczorek, Cormac Owens, Shifra Ash, Isaac Yaniv, Genevieve Laureys, Hans Loibner, Katarzyna Śladowska, Ruth Ladenstein, Paweł Kawalec   +19 more
wiley   +1 more source

Text Mining arXiv: A Look Through Quantitative Finance Papers

Mathematics
This paper explores articles hosted on the arXiv preprint server with the aim of uncovering valuable insights hidden in this vast collection of research. Employing text mining techniques and through the application of natural language processing methods,
Michele Leonardo Bianchi
doaj   +1 more source

Confederation debt management since 1970

Swiss Journal of Economics and Statistics, 2019
This paper analyzes the Confederation’s debt management. The Confederation actively manages roll over and interest rate risk by increasing bond maturity with increasing marketable debt-to-GDP levels. It further engages in active but asymmetric, one-sided
Basil Guggenheim, Mario Meichle, Thomas Nellen   +2 more
doaj   +1 more source

Towards a Program for Financial Stability [PDF]

SSRN Electronic Journal, 2009
Fifty years ago Milton Friedman published a book entitled A Program for Monetary Stability. In it he outlined a number of suggestions for the conduct of monetary and fiscal policies that he thought would contribute to monetary stability and pari passu to price stability and a greater degree of output/employment stability. In this paper I review some of
openaire   +1 more source