Results 231 to 240 of about 37,486 (312)
ABSTRACT This article investigates whether the unconventional monetary policy (UMP) measures pursued by the Federal Reserve, the Bank of England, the Bank of Japan, and the European Central Bank since the Global Financial Crisis (GFC) are associated with an appetite for cryptocurrency.
Niamh Wylie, Martha O'Hagan‐Luff
wiley +1 more source
"You're supposed to say White": Epistemic Ambiguity and Ethnoracial Classification. [PDF]
Kim HJ, Saperstein A.
europepmc +1 more source
ABSTRACT This paper investigates the intricate relationship between climate policy uncertainty (CPU) and energy market dynamics, focusing on fossil‐based and renewable/low‐carbon energy assets. Utilising a comprehensive dataset spanning from April 1987 to December 2023, comprising monthly observations of CPU, stock market returns, spot oil prices and ...
Dimitrios Asteriou, Anastasia Dimiski
wiley +1 more source
Phenotypic heterogeneity in a batch culture of Chlamydomonas reinhardtii with different light tolerances. [PDF]
Gill GK, Durnford DG.
europepmc +1 more source
Industry Portfolio Volatility Connections and Industry Portfolio Returns
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington +2 more
wiley +1 more source
When energy is scarce, evolution selects dormancy. [PDF]
Kempes CP.
europepmc +1 more source
Explaining Episodes of High Inflation: Demand‐ and Supply‐Side Drivers in Times of Uncertainty
ABSTRACT In this paper, we investigate the extent to which uncertainty anticipates episodes of high inflation in 30 economies worldwide. Our analysis accounts for several factors, including inflation expectations, real global economic activity, and supply chain disruptions.
Maria‐Eleni K. Agoraki +2 more
wiley +1 more source
Enhancing the pricing efficiency of financial assets with an optimized bayesian network based on efficient fusion. [PDF]
Fu Q, Li X.
europepmc +1 more source
The Sector Liquidity Timing Ability of Bond Mutual Funds
ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin +3 more
wiley +1 more source

