Results 221 to 230 of about 783,265 (355)

Operational Risk Management - Implementing a Bayesian Network for Foreign Exchange and Money Market Settlement [PDF]

, 2005
Kwabena Adusei-Poku
openalex   +1 more source

When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley   +1 more source

The state value. [PDF]

PLoS One
AbdElaal MA, Elmohamady NM.
europepmc   +1 more source

Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley   +1 more source

Impact of domestic and foreign investors on ESG disclosure quality in Chinese listed firms: Divergence or convergence? [PDF]

PLoS One
Yin W, Su Y, Kirkulak-Uludag B, Yan A, Wang R.   +4 more
europepmc   +1 more source

Public Communications and the Foreign Exchange Risk Around the Global Financial Crisis

, 2019
Jiayu Wang
openalex   +1 more source

Foreign Exchange Sensitivity-Analysis Disclosures and Market-Based Risk Measures

, 2004
Visarut Sribunnak, M.H. Franco Wong
openalex   +1 more source

The Impact of Derivative Use on Default Probability Among Nonfinancial Firms: Evidence From European Firms

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines how institutional environments shape the effectiveness of derivative hedging in reducing corporate default risk. Using hand‐collected data from non‐financial firms across nine European countries and various econometric methods to control for endogeneity, we provide novel evidence that the risk‐reducing benefits of ...
Amrit Judge, Khai Le, Kim Ly
wiley   +1 more source

Globally Critical Infrastructure: The Unique Risks and Challenges. [PDF]

Risk Anal
Kallenborn Z, Willis HH.
europepmc   +1 more source

International Capital Markets and Foreign Exchange Risk

, 2004
Michael J. Brennan, Yihong Xia
openalex   +1 more source