Results 231 to 240 of about 124,938 (276)

The heterogeneous impact of European Central Bank asset price surprises on corporate liquidity demand

open access: yesEconomica, EarlyView.
Abstract Theories of corporate liquidity demand build on the notion that firms accumulate cash to safeguard their activities in the face of costly external finance. Monetary policy provides a clear source of exogenous variation in the external finance premium.
Benedicta Marzinotto
wiley   +1 more source

Municipal deprivation and cardiometabolic outcomes in Mexican adults: findings from ENSANUT 2021-2023. [PDF]

open access: yesInt J Equity Health
Contreras-Loya D   +4 more
europepmc   +1 more source

News shocks, consumer confidence and business cycles

open access: yesEconomica, EarlyView.
Abstract We study the causal effects of consumer sentiment shocks on macroeconomic aggregates. By constructing a novel instrument based on major non‐economic news shocks in the USA over 1969–2022, and opinion polls around these events, we identify exogenous changes in consumer confidence.
Syed M. Hussain, Zara Liaqat
wiley   +1 more source

Prevalence and Diagnostic Challenge of Hemophagocytic Lymphohistiocytosis Syndrome in Critically Ill Patients

open access: yesEuropean Journal of Haematology, EarlyView.
ABSTRACT Background Hemophagocytic lymphohistiocytosis (HLH) is a rare hyperinflammatory syndrome. It is a severe condition with a challenging diagnosis in the intensive care unit (ICU), for which current recommendations rely on fulfilling five of eight HLH‐2004 criteria.
Claire Queffeulou   +4 more
wiley   +1 more source

Media Sentiment and Price Run‐Ups

open access: yesEuropean Financial Management, EarlyView.
ABSTRACT We empirically test competing hypotheses about the role of financial media sentiment in price run‐ups. Our global analysis of unusual price increases in stock market segments provides no evidence for long‐term market overreactions fuelled by media reporting.
Heiko Jacobs, Alexander Lauber
wiley   +1 more source

Closed‐Form Optimal Investment Under Generalized GARCH Models

open access: yesEuropean Financial Management, EarlyView.
ABSTRACT This paper introduces a new class of stochastic volatility models for asset prices, the generalized Heston Nandi GARCH (GHN‐GARCH), with the primary objective of optimal dynamic asset allocation under expected utility theory for constant relative risk aversion investors. We study some of its theoretical properties, and demonstrate that the GHN‐
Marcos Escobar‐Anel   +2 more
wiley   +1 more source

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