Results 171 to 180 of about 167,357 (305)

A Cognitive Perspective on Information Frictions in Labor Markets. [PDF]

Entropy (Basel)
Zhang Z, Chen R.
europepmc   +1 more source

Price Discovery in Bitcoin ETF Market

Financial Review, EarlyView.
ABSTRACT In this study, we explore price discovery across the following three Bitcoin markets: spot, futures, and exchange‐traded funds (ETFs). Employing the fractionally cointegrated vector autoregressive (FCVAR) model, we estimate price discovery in each market using minute‐level price data from October 19, 2021, the launch date of the first US ...
Kiana Kia, Bo Liu, Qian Li, Victor Song, Ke Xu   +4 more
wiley   +1 more source

The power of bridging decision scales: Model coupling for advanced climate policy analysis. [PDF]

Proc Natl Acad Sci U S A
Filatova T, Akkerman J, Bosello F, Chatzivasileiadis T, Cortés Arbués I, Ghorbani A, Ivanova O, Knittel N, Kwakkel J, Lamperti F, Magliocca NR, Marangoni G, Nabernegg S, Pichler A, Poujon A, Safarzynska K, Taberna A, van Sluisveld MAE, Verbeek L, Wei T.   +19 more
europepmc   +1 more source

How Does Credit Information Sharing Shape the Cyclicality of Bank Liquidity Creation?

Financial Review, EarlyView.
ABSTRACT We investigate the effect of credit information sharing in the banking sector on the fluctuations of bank liquidity creation over the business cycle. Using the Berger and Bouwman comprehensive measure of bank liquidity creation and data representing 354 banks from 40 developing countries between 2012 and 2020, we find that on‐ and off‐balance ...
Jeffrey Ighedosa, Victor Murinde, Tolulola Lawal   +2 more
wiley   +1 more source

Momentum, volume and investor sentiment study for u.s. technology sector stocks-A hidden markov model based principal component analysis. [PDF]

PLoS One
Li S.
europepmc   +1 more source

Bank IPOs and Regulations: Cross‐Country Evidence

Financial Review, EarlyView.
ABSTRACT The present paper investigates the effect of banking industry regulations on bank initial public offering (IPO) underpricing. We approach this question from both a micro‐level and macro‐level regulatory perspective. First, we conduct our analysis within a micro framework, focusing on the effect of disclosure rules on IPO underpricing.
Maria‐Eleni K. Agoraki, Dimitrios Gounopoulos, Georgios P. Kouretas   +2 more
wiley   +1 more source

Selected Methods for Designing Monetary and Fiscal Targeting Rules Within the Policy Mix Framework. [PDF]

Entropy (Basel)
Przybylska-Mazur A.
europepmc   +1 more source

When in Doubt, Tax More Progressively? Uncertainty and Progressive Income Taxation

International Economic Review, EarlyView.
ABSTRACT We study the optimal income tax problem under parameter uncertainty about household preferences and wage dynamics. We derive conditions characterizing how such uncertainty affects optimal tax policy. To quantify the effect, we estimate a life‐cycle model using US data and a Bayesian approach.
Minsu Chang, Chunzan Wu
wiley   +1 more source

Cryptocurrency Bubbles and Costly Mining

International Economic Review, EarlyView.
ABSTRACT This paper develops a model of a cryptocurrency by incorporating mining into the otherwise standard search‐theoretic monetary framework. As usual, multiple equilibria exist. To obtain a sharp prediction on whether a cryptocurrency' s value will last in the future, I propose a notion of equilibrium refinement based on the feature that mining ...
Kohei Iwasaki
wiley   +1 more source

The effect of macroeconomic shocks on non-performing loans and credit risk in the iranian banking system using time-varying parameter vector autoregressions. [PDF]

PLoS One
Peykani P, Sargolzaei M, Oprean-Stan C, Kamyabfar H, Reghabi A.   +4 more
europepmc   +1 more source