Results 101 to 110 of about 1,288 (228)

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

Expectations for Statistical Arbitrage in Energy Futures Markets [PDF]

, 2019
Tadahiro Nakajima
openalex   +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

Pumped Storage Hydropower as a Part of Energy Storage Systems in Poland—Młoty Case Study

Energies
The increase in the share of renewable energy sources (RES) leads to a growing need for sources or systems/actions to stabilize the national energy grid.
Jarosław Kulpa, Michał Kopacz, Kinga Stecuła, Piotr Olczak   +3 more
doaj   +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

Optimal Execution of Statistical Arbitrage Strategies with Stochastic Trading Volume

, 2013
James Eustace, Peter F. Pope, Stephen E. Satchell   +2 more
openalex   +1 more source

FinTech Lending and Cashless Payments

The Journal of Finance, EarlyView.
ABSTRACT Borrowers' use of cashless payments improves their access to capital from FinTech lenders and predicts a lower probability of default. These relationships are stronger for cashless technologies providing more precise information, and for outflows. Cashless payment usage complements other signals of borrower quality.
PULAK GHOSH, BORIS VALLEE, YAO ZENG
wiley   +1 more source

Statistical Arbitrage and Robust Tests for Cointegration

, 2012
Thomas A. Hanson, Joshua C. Hall
openalex   +1 more source

Corporate ESG Profiles and Investor Horizons

The Journal of Finance, EarlyView.
ABSTRACT We find that long‐term institutional investors tilt their portfolios toward firms with better Environmental, Social, and Governance (ESG) profiles, in the cross sections of both institutional investor portfolios and the ownership of firms. We test whether several theoretically motivated mechanisms can explain this relationship.
LAURA T. STARKS, PARTH VENKAT, QIFEI ZHU
wiley   +1 more source

Mergers and Attributions: An Examination of M&A Terminations in 1996–2022

Journal of Management Studies, EarlyView.
Abstract Firms often make attributions regarding their actions in managing relationships with shareholders and investors. While research utilizing attribution theory has found that firms tend to attribute negative outcomes to external factors and positive outcomes to internal ones, this behaviour can have both positive and negative consequences ...
Zhe (Adele) Xing, Xiwei Yi
wiley   +1 more source