Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations
ABSTRACT We empirically assess the interlinkages between sovereign risk, measured in terms of CDS spreads, and exchange rates for a sample of emerging markets. Our period of analysis includes episodes of severe stress, such as the Global Financial Crisis, the COVID‐19 pandemic, and the Ukrainian War.
Reinhold Heinlein +2 more
wiley +1 more source
Beyond average costs: large-scale evidence on DRG payment reform and the distribution of standardized inpatient spending in China. [PDF]
Cao Z, Yao Y, Cui B, Wang J, Jia C.
europepmc +1 more source
Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley +1 more source
A Practical Guide to Assess Data Distribution and Normality with Open-Source Software. [PDF]
Mondal H, Mondal S.
europepmc +1 more source
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
Evaluating the early therapeutic response of radiofrequency ablation in rabbit VX2 lung tumors: a comparison of four diffusion weighted imaging models. [PDF]
Yan Q +5 more
europepmc +1 more source
Stock Price Deviations From Fundamentals Levels: Mis‐Valuation due to Investor Overconfidence?
ABSTRACT We use the Residual Income Valuation Model to obtain fundamental values for sample stocks in six Eurozone markets. We then estimate the deviation between the fundamental values and actual stock prices. Subsequently, we examine whether these deviations can be systematically explained by business cycle trends, trends in local economic sentiment,
Stella N. Spilioti +1 more
wiley +1 more source
Brain microstructural alterations and cognitive impairment in obstructive sleep apnea: a diffusion kurtosis imaging study. [PDF]
Zhang N +5 more
europepmc +1 more source
Abstract Objective This study compares birth experiences and clinical outcomes between women giving birth using mobility‐enabling labor–birth–postpartum (LBP) beds and those using a traditional gynecological table (TGT). Methods This quasi‐experimental study was conducted between June and October 2025 in a secondary‐level maternity unit in Turkey.
Ayşe Taştekin, Özlem Durmuş Tekin
wiley +1 more source
Increased activity in broiler chickens is associated with better feed conversion. [PDF]
Donnelly CA +3 more
europepmc +1 more source

