Measuring the maximum optimal portfolio loss by comparing the dependency structure of Gaussian and t copulas [PDF]
فصلنامه بورس اوراق بهادارGiven the importance of risk in financial markets, the accurate estimation of it has always been a primary concern for participants in these markets. The recurrent financial crises resulting from financial risk over the past two decades globally have ...
Mohammad Reza Haddadi, Manizheh Goudarzi
doaj +1 more source
Forecasting China's stock market risk under the background of the Stock Connect programs. [PDF]
Soft comput, 2023 Chen W, Chen B, Cai X.
europepmc +1 more source
What market risk capital reporting tells us about bank risk [PDF]
This paper was presented at the conference "Economic Statistics: New Needs for the Twenty-First Century," cosponsored by the Federal Reserve Bank of New York, the Conference on Research in Income and Wealth, and the National Association for Business ...
Beverly J. Hirtle
core
Advanced Materials for Biologics Delivery to Brain Tumors
Advanced Materials, EarlyView.Material innovation is central to unlocking the therapeutic potential of biologics against many central nervous system diseases, including brain cancer. By engineering carriers with controlled transport, targeting, and release properties, advanced materials can overcome the blood–brain barrier and tumor microenvironment, improving the delivery of ...
Yuran Feng +4 more
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
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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
Bank Market Structure, Systemic Risk, and Interbank Market Breakdowns [PDF]
This paper explores theoretically the implications of bank market structure and banking system risks concentration for the functioning of interbank markets.
Marcella Lucchetta
core
Advanced Materials, EarlyView.Aqueous ammonium‐ion batteries (AAIBs) face a hydrogen‐bond paradox: the HB network enables fast NH4+ transport but triggers water decomposition. This review dissects this dilemma, evaluates multiple electrolyte engineering strategies, and outlines four future directions for next‐generation AAIB design ABSTRACT Aqueous ammonium‐ion batteries (AAIBs ...
Zi‐Hang Huang +6 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
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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