Results 141 to 150 of about 2,719 (189)

CBDC as Imperfect Substitute to Bank Deposits: A Macroeconomic Perspective

Journal of Money, Credit and Banking, EarlyView.
Abstract The impact of Central Bank Digital Currency (CBDC) is analyzed in a closed‐economy model with monopolistic competition in banking and where CBDC is an imperfect substitute with bank deposits. The design of CBDC is characterized by its interest rate, its substitutability with bank deposits, and its relative liquidity.
PHILIPPE BACCHETTA, ELENA PERAZZI
wiley   +1 more source

MathOdyssey: Benchmarking Mathematical Problem-Solving Skills in Large Language Models Using Odyssey Math Data. [PDF]

Sci Data
Fang M, Wan X, Lu F, Xing F, Zou K.
europepmc   +1 more source

Green Bond Paper Topics, Journal Metrics and Post‐publication Diffusion

Journal of Economic Surveys, EarlyView.
ABSTRACT Green bonds are important financial instruments in sustainable finance, generating a rapidly expanding academic literature. This paper identifies the topics analyzed in green bond academic research and examines how these topics are associated with journal and post‐publication diffusion metrics. Using 1048 paper abstracts published between 2015
Paraic McGee, Tom Egan, Sheila O'Donohoe
wiley   +1 more source

It Is Better to Be Semi-Regular When You Have a Low Degree. [PDF]

Entropy (Basel)
Kolokolnikov T.
europepmc   +1 more source

Robust Estimation and Inference for Time‐Varying Unconditional Volatility

Journal of Time Series Analysis, EarlyView.
ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee, Rickard Sandberg, Genaro Sucarrat   +2 more
wiley   +1 more source

A modified HIV model with Beddington-DeAngelis incidence and cure rate. [PDF]

Sci Rep
Ramadan S, Salman S, El-Sayed A.
europepmc   +1 more source

Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting

Journal of Time Series Analysis, EarlyView.
ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss, Panagiotis Maouris, Efstathios Paparoditis   +2 more
wiley   +1 more source

Unraveling the Link Between n-Back Working Memory and Algebraic Ability in Adolescents: Correlations and Training Effects. [PDF]

Psych J
Li J, Chen X, Hua L, Wang Z, Zhao Y, Wang X, Liu W.   +6 more
europepmc   +1 more source

Gesturing While Writing: An Alternate Perspective on Mimetic Prosody

Critical Quarterly, EarlyView.
Paul Magee
wiley   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source