Results 171 to 180 of about 377,296 (400)
An Analysis of Quantitative Credit Controls and Related Devices [PDF]
macroeconomics, quantitative credit ...
Richard G. Davis
core
Journal of Forecasting, EarlyView.ABSTRACT This paper proposes a multilayer artificial neural network (ANN) method to predict the probability of default (PD) within a survival analysis framework. The ANN method captures hidden interconnections among covariates that influence PD, potentially leading to improved predictive performance compared to both logit and skewed logit models.
Yiannis Dendramis +2 more
wiley +1 more source
Baltic Journal of EconomicsThis paper studies the impact of relative endowments of skilled labour and physical capital on the location choices of multinational firms (MNEs). We demonstrate potential methodological issues and possible solutions related to the identification of ...
Andrzej Cieślik, Oleg Gurshev
doaj +1 more source
Why is the Unemployment Rate So Very High near Full Employment [PDF]
macroeconomics, unemployment, full ...
Lawrence H. Summers
core
Commodity Option Return Predictability
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates the predictability of delta‐hedged commodity option returns using 103 predictors. We estimate several linear and nonlinear machine learning models and forecast ensembles using futures options data on seven commodities.
Constant Aka +2 more
wiley +1 more source
Panel Discussion: implications of growth theory for macro-policy: what have we learned? [PDF]
Technology ; Economic development ...
Abel M.Mateus
core
Liquidity and Price Informativeness of Options: Evidence From Extended Trading Hours
Journal of Futures Markets, EarlyView.ABSTRACT This paper explores the trading dynamics of the options market during extended trading hours (ETHs). During ETH, the options market is characterized by low liquidity and decreased trading activities, yet there is an increased likelihood of informed trading. The introduction of ETH improves overall market liquidity on the following trading day,
Liangyi Mu, Arie E. Gozluklu
wiley +1 more source
The Impact of Democratization and Globalization on Environmental Sustainability in Brazil
Geological Journal, EarlyView.Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu +3 more
wiley +1 more source