Results 51 to 60 of about 52,168 (223)
Sustainable Development, EarlyView.ABSTRACT This study investigates stakeholder perspectives on mobilising private‐sector finance for climate adaptation in Southeast Asia, emphasising Hong Kong's role as a financial intermediary. Through semi‐structured interviews with diverse stakeholders, including practitioners, policymakers, insurers, and project developers, we employed a grounded ...
Laurence L. Delina +4 more
wiley +1 more source
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations [PDF]
We extend range-based volatility estimation to the multivariate case. In particular, we propose a range-based covariance estimator motivated by a key financial economic consideration, the absence of arbitrage, in addition to statistical considerations ...
Francis X. Diebold, Michael W. Brandt
core +3 more sources
Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs [PDF]
This paper analyzes possible arbitrage opportunities in credit derivatives markets using selffinancing strategies combining Credit Default Swaps and Asset Swaps Packages.
Juan Ignacio Peña +2 more
core
Fair Markets and Resilient Supply Chains: Designing Sustainable Intermediation for Rural Communities
Sustainable Development, EarlyView.ABSTRACT Agriculture in Ecuador's communes faces significant economic, social, and environmental challenges, intensified by supply chains dominated by traditional intermediaries. The lack of context‐specific sustainability studies further increases the vulnerability of smallholders.
Jacqueline del Rocío Bacilio Bejeguen +3 more
wiley +1 more source
How arbitrage-free is the Nelson-Siegel Model? [PDF]
We test whether the Nelson and Siegel (1987) yield curve model is arbitrage-free in a statistical sense. Theoretically, the Nelson-Siegel model does not ensure the absence of arbitrage opportunities, as shown by Bjork and Christensen (1999).
Coroneo, Laura +2 more
core
A Background and Chronological Take on High Frequency Trading [PDF]
, 2016 The purpose of this thesis is to analyze, in context of high frequency trading, potential market manipulation techniques (i.e. market making arbitrage, statistical arbitrage, market structure arbitrage, and directional strategies), and to review the ...
Murray, Quinn H.
core +1 more source
Resource redeployment as an entry advantage in resource‐poor settings
Strategic Management Journal, EarlyView.Abstract Research Summary Scarcity of productive factors poses a challenge for firms entering underdeveloped regions. We theorize that incumbent firms can overcome scarcity of skilled human capital in local labor markets by redeploying workers from existing units.
Jasmina Chauvin +2 more
wiley +1 more source
Statistical Arbitrage with Default and Collateral [PDF]
In this paper we study the implications of the absence of statistical arbitrage opportunities (SAO) in a two-period incomplete market economy where default is allowed but there are collateral requirements.
Ana Lacerda, José Fajardo
core
Dynamic modeling of mean-reverting spreads for statistical arbitrage
, 2009 Statistical arbitrage strategies, such as pairs trading and its generalizations, rely on the construction of mean-reverting spreads enjoying a certain degree of predictability.
A Deaton +50 more
core +2 more sources
Natural Resources Forum, EarlyView.ABSTRACT The MENA region faces a critical challenge: balancing economic growth spurred by foreign direct investment (FDI) with environmental sustainability. While FDI can bring technological advancements and capital, concerns exist about its potential to exacerbate environmental degradation, particularly carbon emissions.
Brahim Bergougui, Syed Mansoob Murshed
wiley +1 more source