Monetary easing, liquidity, and profitability: Banks at the zero lower bound during COVID‐19
Abstract In March 2020, during the first quarter of the COVID‐19 pandemic, the Federal Reserve System (Fed) in the U.S. took major decisions within the scope of conventional monetary policy by eliminating reserve requirements for banks and bringing the federal funds rate near zero, toward the so‐called zero lower bound (ZLB).
Mohammad Saiful Islam +2 more
wiley +1 more source
Firm-level short selling and the local COVID-19 pandemic: Evidence from China. [PDF]
He J, Ma X, Wei Q.
europepmc +1 more source
Top Manager Gender Differences in Inventory Management Under Business Obstacles
ABSTRACT While the effect of gender on firm performance has been widely studied, its impact on operational policies remains underexplored. We examine the association between top managers' gender and inventory policy among small and medium‐sized enterprises (SMEs), where top managers play a central role in policy formulation and execution.
Nagihan Çömez‐Dolgan +4 more
wiley +1 more source
The effects of daily carbon market dynamics on urban air quality in China. [PDF]
Yang DX, Jiang W, Liu C, Jiang M.
europepmc +1 more source
Why Do Hedgers Hedge? The Role of Ambiguity
ABSTRACT This paper investigates whether ambiguity influences hedging behavior in commodity futures markets. Using high‐frequency crude oil futures data, distinct measures of risk and ambiguity are linked to weekly hedging positions from the Commodity Futures Trading Commission (CFTC).
Fiona Höllmann
wiley +1 more source
Liquidity Risk, Liquidity Creation and Financial Fragility: A Theory of Banking [PDF]
Both investors and borrowers are concerned about liquidity. Investors desire liquidity because they are uncertain about when they will want to eliminate their holding of a financial asset.
Douglas W. Diamond, Raghuram G. Rajan
core
A novel portfolio construction strategy based on the core- periphery profile of stocks. [PDF]
Ansari I, Sharma C, Agrawal A, Sahni N.
europepmc +1 more source
Distribution of COVID-19 government support and its consequences for firm liquidity and solvency. [PDF]
Lalinsky T, Pál R.
europepmc +1 more source
Improving Implied Volatility Forecasts for American Options Using Neural Networks
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley +1 more source
Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic. [PDF]
Baig AS, Butt HA, Haroon O, Rizvi SAR.
europepmc +1 more source

