Results 81 to 90 of about 14,010 (266)
How Is FinTech Shaping Household Portfolio Behaviour?
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines how FinTech adoption influences household portfolio allocation across major advanced economies. Using a flow‐of‐funds framework and the Almost Ideal Demand System (AIDS), we model household demand for currency, deposits, loans, debt securities, and equity in the United States, United Kingdom, Euro Area, Japan and Australia.
Victor Murinde, Athina Petropoulou
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Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing
International Journal of Finance &Economics, EarlyView.ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk +3 more
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Fiscal Policy Regimes in Resource‐Rich Economies
Journal of Applied Econometrics, EarlyView.ABSTRACT We analyse fiscal policy in resource‐rich economies using a novel Bayesian regime‐switching panel model. The identified regimes capture pro‐ or countercyclical fiscal behaviour by allowing regime‐specific shifts in the average fiscal stance, while the switches between the regimes have the interpretation of changes in fiscal policy.
Hilde C. Bjørnland +3 more
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Semi-Analytical Pricing of Barrier Options with Markov-Switching Liquidity and Jump Risk
MathematicsThis study extends analytical barrier-option pricing models by jointly incorporating Markov-switching liquidity risk, asymmetric double-exponential jump risk, and a state-dependent Heath–Jarrow–Morton interest-rate structure.
Yu-Min Lian, Jun-Home Chen
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Cogent Economics & Finance, 2020 This paper investigates the impact of financial development on economic growth in Pakistan using the Markov Switching Model over the period 1980–2017. The results based on two-state Markov switching model confirm the Schumpeter’s view that finance spurs ...
Abdul Rahman +2 more
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Quantization of Polaritons Confined in Dielectric Structures
Laser &Photonics Reviews, EarlyView.This study addresses the limitations of the Hopfield model of strong light‐matter coupling in the case of structured dieletrics. A method to derive quantum models in the polariton basis using Bogoliubov transformation and third quantization is introduced, demonstrating how to boost interaction strength and engineer nonlocal interactions for strongly ...
Amir Rahmani +4 more
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Bridging Human and Plant Adaptations for Climate Resilience
PLANTS, PEOPLE, PLANET, EarlyView.Climate change is transforming agriculture through both gradual shifts and increasingly unpredictable extremes, challenging farmers' ability to protect crops and livelihoods. This study brings together farmer experiences and plant adaptation strategies to explore how people and plants respond to similar climate pressures.
Nicola Favretto +3 more
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Proteins: Structure, Function, and Bioinformatics, EarlyView.ABSTRACT The GTPase KRAS executes a conformational switch between a GTP‐bound active state and a GDP‐bound inactive state, a process central to oncogenic signaling. However, the structural basis of this switching at the level of residue‐contact organization remains incompletely characterized by traditional binary structural models.
Fatma Senguler Ciftci, Burak Erman
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Impact of Packaging and Recycling Systems on Material Recirculation: A Stage‐Decomposition Model
Packaging Technology and Science, EarlyView.A system‐level view emerges from decomposing recycling into four stages (participation, collection, sorting and process yield), diagnosing constraints and targeting interventions. Cumulative equivalent uses (CEUs) quantify long‐term retention, revealing marginal improvements at high baselines generate disproportionately larger gains than low‐baseline ...
Diogo Figueirinhas +3 more
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Journal of Mathematics, 2014 We adopt a regime switching approach to study concrete financial time series with particular emphasis on their volatility characteristics considered in a space-time setting.
Luca Di Persio, Samuele Vettori
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