Results 191 to 200 of about 87,733 (349)

Deposit Competition and Mortgage Securitization

Journal of Money, Credit and Banking, EarlyView.
Abstract We study how deposit competition affects a bank's decision to securitize mortgages. Exploiting the state‐specific removal of deposit market caps across the U.S. as a source of competition, we find a 7.1 percentage point increase in the probability that banks securitize mortgage loans.
DANNY MCGOWAN, HUYEN NGUYEN, KLAUS SCHAECK   +2 more
wiley   +1 more source

Research on Regional Variations in Potato Price Fluctuations and Inter-Regional Transmission Mechanisms in China. [PDF]

Foods
Lu H, Li T, Hao R, Liu Z, Gao M, Chen J.
europepmc   +1 more source

Pricing of Shanghai stock exchange 50 ETF options based on different volatility models. [PDF]

PLoS One, 2023
Wu Q, Kuang X, Wu B, Xu X.
europepmc   +1 more source

Tariffs and Foreign Direct Investment in a Dynamic North–South Model

Journal of Money, Credit and Banking, EarlyView.
Abstract This paper examines how import tariffs by a developed country (the North) and a developing country (the South) affect innovation and foreign direct investment (FDI) using a quality ladder model. We show that a Northern import tariff raises the relative wage of Northern labor, but impedes innovation and FDI. This may worsen Northern welfare. By
TATSURO IWAISAKO, HITOSHI TANAKA
wiley   +1 more source

Forecasting of virtual power plant generating and energy arbitrage economics in the electricity market using machine learning approach. [PDF]

Sci Rep
Sarathkumar TV, Goswami AK, Khan B, Shoush KA, Ghoneim SSM, Ghaly RNR.   +5 more
europepmc   +1 more source

Macroprudential Policy in the Euro Area

Journal of Money, Credit and Banking, EarlyView.
Abstract This paper examines the development and impact of macroprudential policies in the euro area. We construct a novel index that captures the stance of macroprudential policy, and we highlight its main stylized facts since the inception of the euro in 1999. We combine a narrative approach and a structural VAR method to show that both unanticipated
ÁLVARO FERNÁNDEZ‐GALLARDO, IVÁN PAYÁ   +1 more
wiley   +1 more source

The Monetary Policy–Commodities Nexus: A Survey

Journal of Economic Surveys, EarlyView.
ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl, Niklas Humann, Pierre L. Siklos   +2 more
wiley   +1 more source

Temporally consistent tri ledger settlement enables robust and noncontestable coordination in interprovincial power systems. [PDF]

Sci Rep
Ma X, Lv S, Hu W, Huang C, Tan Z.
europepmc   +1 more source

Approximating Risk Premium on a Parametric Arbitrage-Free Term Structure Model

, 2014
Caio Almeida, Kym Ardison, Daniela Kubudi   +2 more
openalex   +1 more source

What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles

Journal of Economic Surveys, EarlyView.
ABSTRACT Financial bubbles and crashes have repeatedly caused economic turmoil notably but not just during the 2008 financial crisis. However, both in the popular press as well as scientific publications, the meaning of bubble is sometimes unspecified.
Michael Heinrich Baumann, Anja Janischewski   +1 more
wiley   +1 more source