Results 131 to 140 of about 7,235,439 (370)
Applied SciencesDue to its effectiveness as a risk-hedging trading strategy in financial markets, futures arbitrage is highly sought after by investors in turbulent market conditions.
Sensen Tu +5 more
doaj +1 more source
Business Ethics, the Environment &Responsibility, EarlyView.ABSTRACT This study investigates the impact of environmental attention on cryptocurrency market volatility by introducing the Crypto Environmental Attention Index (CEAI), a new metric inspired by Wang et al. (2022) and constructed using daily web search data.
Ines Ghazouani +2 more
wiley +1 more source
Bulletin of Economic Research, EarlyView.ABSTRACT This paper examines how labor‐supply responsiveness, captured by the inverse Frisch elasticity, shapes wage inequality in the presence of directed technical change and automation. We develop a dynamic general equilibrium model with task‐based production, heterogeneous labor, and endogenous R&D.
Óscar Afonso
wiley +1 more source
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market [PDF]
The focus of this paper is on the study of the drivers of a cross market arbitrage profit. Many papers have investigated the risk of trading arbitrage opportunities and the empirical existence of these events at the high frequency level for different ...
Brooks, Chris +2 more
core +1 more source
Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets
, 2020 Takatoshi Ito +3 more
openalex +1 more source
Dynamics of Transnational Labour Migration Revisited from a Crisis Complex Perspective
Development and Change, EarlyView.ABSTRACT This article uses the notion of crisis complex to analyse the relationship between labour migration and crisis from an institution‐ and process‐oriented perspective. Such an interrogation is timely, given the increasingly crisis‐prone dynamics shaping global labour systems and migration governance, including recruitment, skills recognition and
Ioana Jipa‐Muşat, Nicola Piper
wiley +1 more source
Arbitrage free cointegrated models in gas and oil future markets [PDF]
In this article we present a continuous time model for natural gas and crude oil future prices. Its main feature is the possibility to link both energies in the long term and in the short term.
Céline Jérusalem +2 more
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Economic Inquiry, Volume 63, Issue 2, Page 403-423, April 2025.Abstract This paper replicates the study “A Model of Secular Stagnation: Theory and Quantitative Evaluation” by Eggertsson et al. using the Dynare toolkit. Replication is important as it confirms the results of the original article, provides a user‐friendly version using Dynare, and shows how to deal with large‐scale models with occasionally binding ...
Alex Crescentini, Federico Giri
wiley +1 more source
Spanish stock returns, growth, and inflation, 1900–2020
The Economic History Review, EarlyView.Abstract This paper studies equity returns in the Madrid Stock Exchange and their connections with the macroeconomy from the emergence of a stock market around 1900 to its ‘big bang’ at the turn of the twenty‐first century. Using high‐quality data from primary sources and the methodology of the modern IBEX35 (published since 1987), we constructed an ...
Stefano Battilossi +2 more
wiley +1 more source
What do we know about banks securitisation? the spanish experience [PDF]
The present work analyses the reasons why Spanish financial entities have carried out securitisation programs in the period 2000-2007 on such a scale that Spain has become the European country with the largest issue volumes, second only to the U.K.
Antonio Trujillo Ponce +2 more
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