Results 111 to 120 of about 4,233,055 (373)
Pricing Currency Derivatives with Markov-modulated Levy Dynamics [PDF]
arXiv, 2014 Using a Levy process we generalize formulas in Bo et al.(2010) for the Esscher transform parameters for the log-normal distribution which ensure the martingale condition holds for the discounted foreign exchange rate. Using these values of the parameters we find a risk-neural measure and provide new formulas for the distribution of jumps, the mean jump
arxiv
Advanced Energy Materials, EarlyView.Cu incorporation further refined the binding strength for intermediates (H* and OH*). Therefore, the resulting Cui‐NiW exhibited outstanding HOR activity, yielding a peak power density of 340 mW cm−2 in a noble metal‐free fuel cell. Moreover, the alloy demonstrated robust durability with only a 5.7% current drop after 10000 cycles.
Guimei Liu +11 more
wiley +1 more source
Politics of evidence: Think tanks and the Academies Act
British Educational Research Journal, Volume 48, Issue 6, Page 1232-1253, December 2022., 2022 Abstract Previous research has identified political ideology as central in the landmark Academies Act (2010). This article further analyses how politics of evidence played its part in the policy process by focusing on long‐term structural changes and preferences among policymakers. The article draws on policymaker interviews after the reform, a mapping
Jaakko Kauko
wiley +1 more source
Carry Trades and Global Foreign Exchange Volatility
, 2011 We investigate the relation between global foreign exchange (FX) volatility risk and the cross-section of excess returns arising from popular strategies that borrow in low interest rate currencies and invest in high-interest rate currencies, so-called ...
Lukas Menkhoff +3 more
semanticscholar +1 more source
Foreign Exchange Risk Mitigation Techniques in Microfinance Industry [PDF]
Many borrowing microfinance institutions (MFIs) are not adequately managing their exposure to foreign exchange rate risk. The microfinance industry has increased its awareness and understanding of foreign exchange risk, however, there has not been any ...
Elena Fuior, Veronica Mîrzac
core
Advanced Energy Materials, EarlyView.The scalable recycling process described herein presents an opportunity for profitability by separating the battery materials into high‐purity streams with reduced contamination. In this environmentally friendly approach, the active materials are kept attached to the foils during separation.
Albert L. Lipson +7 more
wiley +1 more source
Is a transactions tax an effective means to stabilize the foreign exchange market?
PSL Quarterly Review, 2012 The desirability of a transactions tax in the foreign exchange market, or Tobin tax, depends on whether the tax deters short-term, destabilizing trade.
Andrea Terzi
doaj +1 more source
Foreign exchange market modelling and an on-line portfolio selection algorithm [PDF]
arXiv, 2017 In this paper, we introduce a matrix-valued time series model for foreign exchange market. We then formulate trading matrices, foreign exchange options and return options (matrices), as well as on-line portfolio strategies. Moreover, we attempt to predict returns of portfolios by developing a cross rate method.
arxiv
Foreign Exchange Intervention in Emerging Markets: A Survey of Empirical Studies
, 2013 Nowadays foreign exchange interventions occur in emerging market economies whereas empirical studies on interventions mainly refer to advanced economies.
Lukas Menkhoff
semanticscholar +1 more source