Results 131 to 140 of about 205,970 (321)
On Optimal Currency Areas: Common Shocks Versus Common Persistence of Shocks
International Journal of Finance &Economics, EarlyView.ABSTRACT The Optimal Currency Area (OCA) literature has been focusing on the co‐movement of business cycle shocks as a key policy criterion. We document in a simple Barro–Gordon framework that, in addition to a high correlation of shocks, a common persistence of shocks is a relevant OCA criterion.
Louisa Grimm +2 more
wiley +1 more source
A Learning Model with Memory in the Financial Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT Learning is central to a financial agent's aspiration to gain persistent strategic advantage in asset value maximisation. The implicit mechanism that transforms this aspiration into an observed value gain is the speed of error corrections (demonstrating, an agent's speed of learning) whilst facing increased uncertainty.
Shikta Singh +6 more
wiley +1 more source
Testing the law of one price in food markets: evidence for Colombia using disaggregated data [PDF]
This paper applies stationarity tests to examine evidence of market integration for a relatively large sample of food products in Colombia. We fi nd little support for market integration when using the univariate KPSS tests for stationarity.
Ana María Iregui, Jesús Otero
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Deep Learning for Bond Yield Forecasting: The LSTM‐LagLasso
International Journal of Finance &Economics, EarlyView.ABSTRACT We present long short‐term memory (LSTM)‐LagLasso, a novel explainable deep learning approach applied to bond yield forecasting. Our method involves feature selection from a large universe of potential features and forecasts bond yields using dynamic LSTM networks.
Manuel Nunes +4 more
wiley +1 more source
Intergenerational equity and stationarity [PDF]
We consider quasi-orderings of infinite utility streams satisfying the strong Pareto axiom (i.e., Paretian quasi-orderings) and study the question of how strong a notion of intergenerational equity one can impose on these quasi-orderings without ...
Gerhard Sorger +2 more
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Simulations Show that Neither Population Expansion nor Population Stationarity in a West African Population Can Be Rejected [PDF]
, 1996 E. R. Eller, H. C. Harpending
openalex +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT Banks within the MENA regions serve as pivotal agents in fostering economic growth through extensive lending to businesses, individuals and corporations, thereby amplifying employment within the banking sector. A pressing concern affecting these banks is the proliferation of NPLs, which not only diminishes net earnings but also escalates ...
Shadi Ratib Mohammad Aledeimat +1 more
wiley +1 more source
Nominal interest rates and stationarity [PDF]
This paper investigates the (break) stationarity null hypothesis using data for 25 interest rates with different maturities and risk characteristics in Canada and the US.
Hyunsok Kim +2 more
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A Wavelet‐Based Test for Stationarity [PDF]
, 2000 Rainer von Sachs, Michael H. Neumann
openalex +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This study analyses the implications of uncertainty, the regulatory and economic environment, and the monetary policy regime for bank performance. Employing multiple indicators of bank performance and underlying explanatory factors, we used a novel set of empirical approaches including Fixed Effects, Random Effects, Panel Fully Modified Least ...
Asma Nasim +2 more
wiley +1 more source