Results 161 to 170 of about 2,210,161 (360)

Time-Varying Volatility and the Dynamic Behavior of the Term Structure [PDF]

In this paper, we consider a framework with which the cross sectional and time series behavior of the yield curve can be studied simultaneously. We examine the relationship between the yield curve and the time-varying conditional volatility of the ...
Robert F. Engle, Victor K. Ng
core  

The impact of external shocks on volatility persistence and market efficiency of the foreign exchange rate regime: evidence from Malawi

Humanities & Social Sciences Communications
This study examines the nexus between external shocks and micro-transmission aspects of volatility persistence and market efficiency for the Malawian Foreign exchange market.
Joseph Paul Chunga, Ping YU
doaj   +1 more source

From Molecules to Modules: Advanced Characterization of Membrane Systems

Advanced Materials, EarlyView.
Membrane technologies can enhance the efficiency and selectivity of chemical separations in energy‐water systems. Improving our understanding and design of separation membranes will require studying their properties at the molecular scale, mesoscale, and macroscale. This perspective highlights advanced characterization techniques for revealing membrane
Yaguang Zhu, Austin J. Booth, Jamila G. Eatman, Min A Kim, Yining Liu, Bidushi Sarkar, Bratin Sengupta, Xiaolin Yue, Chibueze V. Amanchukwu, Seth B. Darling, Jeffrey W. Elam, Paul Fenter, Chong Liu, Kelsey B. Hatzell   +13 more
wiley   +1 more source

Forward curves, scarcity and price volatility in oil and natural gas markets

, 2009
Hélyette Geman, Steve Ohana
openalex   +2 more sources

Affine Realizations for Levy Driven Interest Rate Models with Real-World Forward Rate Dynamics [PDF]

We investigate the existence of affine realizations for interest rate term structure models driven by Levy processes. Using as numeraire the growth optimal portfolio, we model the interest rate term structure under the real-world probability measure, and
Eckhard Platen, Stefan Tappe
core  

Vertical Self‐Rectifying Memristive Arrays for Page‐Wise Parallel Logic and Arithmetic Processing

Advanced Materials, EarlyView.
This study proposes a page‐wise logic‐in‐memory architecture realized in a 3D vertical resistvie random‐access memory array of self‐rectifying memristors. By introducing intra‐ and inter‐page logic primitives, the system enables Boolean and arithmetic operations to be executed directly within the memory.
Kunhee Son, Jea Min Cho, Dong Hoon Shin, Yeong Rok Kim, Néstor Ghenzi, Sunwoo Cheong, Byeong Su Kim, Jung Kyu Lee, Sungho Kim, Wonho Choi, Soo Hyung Lee, Janguk Han, Cheol Seong Hwang   +12 more
wiley   +1 more source

The Informational Relevance of Forward-Looking Measures of Returns and Volatility in Forecasting Defaults

, 2014
Hong Miao, Sanjay Ramchander, Patricia Ryan, Tianyang Wang   +3 more
openalex   +1 more source

Comovements in volatility in the euro money market [PDF]

This paper assesses the sources of volatility persistence in Euro Area money market interest rates and the existence of linkages relating volatility dynamics. The main findings of the study are as follows.
Cassola, Nuno, Morana, Claudio
core  

Reticular Frameworks for Advanced Polymer Materials

Advanced Materials, EarlyView.
Reticular frameworks (RFs) such as metal–organic frameworks, covalent organic frameworks, and hydrogen‐bonded organic frameworks offer versatile platforms for polymer materials innovation, enabling regulated polymerization, efficient macromolecular purification, and polymer functionalization.
Bohan Cheng, Nobuhiko Hosono, Takashi Uemura   +2 more
wiley   +1 more source

Volatility Dependence Across Asia-Pacific Onshore and Offshore Currency Forwards Markets

, 2009
Roberta Colavecchio, Michael Funke
openalex   +1 more source