Time point and scale measurement of carbon sink trading market risk based on catastrophe entropy and potential function. [PDF]
Environ Sci Pollut Res Int, 2023 Yang X, Yang Z, Mi J, Li J.
europepmc +1 more source
The determinants of credit default swap spreads in the presence of structural breaks and counterparty risk [PDF]
, 2011 By investigating the determinants of CDS spreads on European contracts before and after the recent crisis we observe significant differences in the explanatory power of market and firm-specific variables.
Kapar, B., Olmo, J.
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Advanced Healthcare Materials, EarlyView.The repair and regeneration of brain tissue faces both biological and technical challenges. Injectable bioscaffolds offer new opportunities to stimulate tissue regrowth in the brain by recruiting neural stem cells. Here, the translational issues are reviewed that need to be address to advance this promising new therapeutic approach from the bench to ...
Michel Modo, Alena Kisel
wiley +1 more source
High Frequency Price Change Spillovers in Bitcoin Markets
Risks, 2019 The study of connectedness is key to assess spillover effects and identify lead-lag relationships among market exchanges trading the same asset. By means of an extension of Diebold and Yilmaz (2012) econometric connectedness measures, we examined the ...
Paolo Giudici, Paolo Pagnottoni
doaj +1 more source
Is jump risk priced? - What we can (and cannot) learn from option hedging errors : [This version: November 26, 2004] [PDF]
, 2004 When options are traded, one can use their prices and price changes to draw inference about the set of risk factors and their risk premia. We analyze tests for the existence and the sign of the market prices of jump risk that are based on option hedging ...
Branger, Nicole, Schlag, Christian
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An Edible H2O2 Biosensor for Gastrointestinal Metabolites and Peroxidase Enzyme Quantification
Advanced Healthcare Materials, EarlyView.We present an edible biosensor for gastric fluid analysis that integrates a caffeic acid–horseradish peroxidase redox system into an edible electrolyte‐gated transistor. The device enables rapid, low‐volume detection of H2O2 and, with minimal modification, metabolites and enzyme activity in simulated gastrointestinal conditions.
Valerio Francesco Annese +10 more
wiley +1 more source
How does investor sentiment affect stock market crash risk? Evidence from Asia-Pacific markets
Cogent Economics & FinanceThis study aims to examine the effect of investor sentiment on stock market crash risk in the Asia–Pacific region. The research employs principal components analysis (PCA) to construct an investor sentiment index, while the Method of Moments Quantile ...
An Tuan Nguyen, Nhung Thi Nguyen
doaj +1 more source
Analysis of the Market Risk Sources in the Small and Medium-Sized Enterprises of Transport
Communications, 2019 The aim of this paper was to define the important market risk sources in the transport small and medium-sized enterprises segment. A part of this aim is to find out how entrepreneurs evaluate these sources, and quantify the differences in their ...
Maria Hudakova, Jan Dvorsky
doaj +1 more source
Women in monitoring positions and market risk. Are the stocks of companies with gender diverse boards less volatile? [PDF]
Front Psychol, 2022 Valls Martínez MDC, Soriano Román R.
europepmc +1 more source
Market liquidity risk: an overview [PDF]
Market liquidity is the ease of trading an asset. Its risk is the potential loss, because a security can only be traded at high or prohibitive costs. While the omnipresence and importance of market liquidity is widely acknowledged, it has long remained a
Kaserer, Christoph, Stange, Sebastian
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