Results 231 to 240 of about 1,246,337 (384)

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

Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form [PDF]

, 2004
Charles S. Bos, Neil Shephard
openalex   +1 more source

ICA and stochastic volatility models

, 2016
PLENARY ...
Matilainen, M., Miettinen, J., Nordhausen, K., Oja, H., Taskinen, S.   +4 more
openaire   +3 more sources

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

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

AN ASYMPTOTIC VALUATION FOR THE OPTION UNDER A GENERAL STOCHASTIC VOLATILITY(Special Issue on Theory, Methodology and Applications in Financial Engneering)

, 2002
Yongjin Kim
openalex   +2 more sources

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

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

Spatio‐temporal characteristics of the gastrointestinal resistome in a cow‐to‐calf model and its environmental dissemination in a dairy production system

iMeta, EarlyView.
This study revealed spatio‐temporal characteristics of gastrointestinal resistome in a cow‐to‐calf model and the pattern of their spread to the environment and offspring in the dairy production system. The gastrointestinal tract of dairy cows is a natural reservoir of resistomes and distinguished by gut sites and regions.
Shuai Liu, Yimin Zhuang, Tianyu Chen, Duo Gao, Jianxin Xiao, Jinfeng Wang, Jinghui Li, Xinjie Zhao, Rong Peng, Wenli Guo, Jialin Wei, Mo Sha, Jingjun Wang, Jiaying Ma, Mei Ma, Mengmeng Li, Wei Wang, Ya‐Jing Wang, Shengli Li, Zhijun Cao   +19 more
wiley   +1 more source

Gut microbiota and tuberculosis

iMeta, EarlyView.
This review explores the intricate relationship between gut microbiota (GM) and tuberculosis (TB). The figure illustrates the bidirectional effects between GM dynamics and TB progression, as well as the interactions between the GM and antituberculosis drugs.
Yanhua Liu, Ling Yang, Maryam Meskini, Anjana Goel, Monique Opperman, Sagar Singh Shyamal, Ajay Manaithiya, Meng Xiao, Ruizi Ni, Yajing An, Mingming Zhang, Yuan Tian, Shuang Zhou, Zhaoyang Ye, Li Zhuang, Linsheng Li, Istuti Saraswat, Ankita Kar, Syed Luqman Ali, Shakir Ullah, Syed Yasir Ali, Shradha Kaushik, Tianmu Tian, Mingyang Jiao, Shujun Wang, Giulia Ghisleni, Alice Armanni, Sara Fumagalli, WenYu Wang, Chao Cao, Maria Carpena, Miguel A. Prieto, Antonia Bruno, Chanyuan Jin, Hanqing Hu, Yuhang Zhang, Ilse du Preez, Ashok Aspatwar, Lingxia Zhang, Wenping Gong   +39 more
wiley   +1 more source