Results 201 to 210 of about 204,882 (322)

Measuring Currency Risk Premium: The Case of Turkey

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the determinants of a change in currency expectations for the Turkish Lira (TL) versus the US dollar with different maturities (1 month, 3 months and 1 year). The risk premium is estimated using the interest rate differential and a latent component called the missing risk premium.
Idil Uz Akdogan, Ferda Halicioglu, Ishak Demir   +2 more
wiley   +1 more source

Stochastic Volatility Models with Skewness Selection. [PDF]

Entropy (Basel)
Martins I, Freitas Lopes H.
europepmc   +1 more source

Modeling Stochastic Volatility with Application to Stock Returns [PDF]

, 2003
Noureddine Krichene
openalex   +1 more source

The Role of Uncertainty, Regulatory and Economic Environment and Quantitative Tightening in Banks’ Performance

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, Gareth Downing, Muhammad Ali Nasir   +2 more
wiley   +1 more source

Coordinated active and reactive power management for enhancing PV hosting capacity in distribution networks

IET Renewable Power Generation, EarlyView., 2023
A two‐stage operational planning model is developed for PV hosting capacity problems in the distribution network, which considers both operational practice by enhancement of HC of PV and economical operational limits by minimization of total planning cost.
Rezvaneh Golnazari, Saeed Hasanzadeh, Ehsan Heydarian‐Forushani, Innocent Kamwa   +3 more
wiley   +1 more source

Impact of capital market volatility on economic growth - An analysis based on stochastic volatility model. [PDF]

Heliyon
Chang M, Li Y.
europepmc   +1 more source

Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions. [PDF]

Appl Stoch Models Bus Ind, 2017
Abanto-Valle CA, Langrock R, Chen MH, Cardoso MV.   +3 more
europepmc   +1 more source

Information Flows, Stock Market Volatility and the Systemic Risk in Global Finance

International Journal of Finance &Economics, EarlyView.
ABSTRACT Information flows are a theoretical explanation for stock market volatility, but controversy remains regarding how to measure them. Based on cross‐sectional and temporal properties of information flows, we decompose total trading volume into four types: cross‐country shocks and country‐specific shocks due to arrivals of private information ...
Yen‐Hsiao Chen, Jiang Wu, Richard McManus, Yang Liu   +3 more
wiley   +1 more source

Estimation methods for stochastic volatility models: a survey [PDF]

, 2004
Carmen Broto, Esther Ruiz
openalex   +1 more source

Native synthetic microbial communities enhance zha‐chili by boosting the fermentation capacity of indigenous microorganisms

iMetaOmics, EarlyView.
Traditional fermented foods in synthetic microbial communities (SynComs). We simulated the production of zha‐chili, a traditional fermented food, in the laboratory, intending to address the following questions: How are SynComs constructed, and what is the effect of inoculation with SynComs on the quality of zha‐chilli? How does inoculation with SynComs
Hongye Shen, Chuanyu Du, Shu Jiang, Weiwei Dong, Jinshan Li, Yongmei Hu, Nan Peng, Shumiao Zhao   +7 more
wiley   +1 more source