Monetary and Macroprudential Policies under Dollar‐Denominated Foreign Debt
Abstract This paper studies monetary and macroprudential policies in a small open economy that borrows from abroad in foreign currency. The model features a novel mechanism in which exchange rate depreciation triggered by a borrowing constraint is amplified through balance of payments adjustments, increasing the real burden of foreign debt and causing ...
HIDEHIKO MATSUMOTO
wiley +1 more source
A fractional model based on caputo derivative for tuberculosis transmission using real data from Kenya. [PDF]
Bhatia B +4 more
europepmc +1 more source
Abstract X‐ray phase contrast imaging (XPCI), when implemented in micro‐computed tomography (micro‐CT) mode, offers high‐contrast 3D imaging of weakly‐attenuating material samples. In the so‐called single‐mask edge illumination approach, a mask with periodically spaced transmitting apertures is used to split the x‐ray beam into narrow beamlets; when ...
Khushal Shah +8 more
wiley +1 more source
Analytical technique and diverse chaos-identifying tools for the time fractional symmetric regularized long wave equation. [PDF]
Ullah MS, Hasan MM, Mahbub MA.
europepmc +1 more source
ABSTRACT Using information in returns, we identify the stochastic process of consumption. We find that aggregate consumption reacts over multiple quarters to innovations spanned by financial markets. This persistent component accounts for over a quarter of consumption variation. These shocks command a large and significant risk premium, driving a large
SVETLANA BRYZGALOVA +2 more
wiley +1 more source
Generalized FitzHugh-Nagumo equations with Caputo gH-differentiability: A novel fuzzy fractional approach to digital memristor networks. [PDF]
Yousuf M +3 more
europepmc +1 more source
Detecting Informed Trading Risk from Undercutting Activity
ABSTRACT We introduce a simple measure of informed trading risk, QIDres$QID^{res}$, the residual to liquidity quote‐improvement‐to‐deterioration ratio times −1$-1$. When facing with increased informed trading risk, liquidity providers compete less to provide liquidity, reducing their undercutting activity. Reductions in undercutting leave footprints in
YASHAR H. BARARDEHI +2 more
wiley +1 more source
Fractional order modeling of prostate cancer with pulsed treatment and the impact of effector cell killing and cell competition. [PDF]
Saber H +5 more
europepmc +1 more source
ABSTRACT We study optimal simple rating systems that partition sellers into a finite number of tiers. We show that optimal ratings must be threshold partitions, and that for linear supply and Cournot competition with constant marginal cost, optimal thresholds solve a k‐means clustering problem requiring only the quality distribution.
Hugo Hopenhayn, Maryam Saeedi
wiley +1 more source
Mathematical modeling and optimal control analysis of lumpy skin disease in domestic cattle. [PDF]
Renu, Yadav RP.
europepmc +1 more source

