Results 191 to 200 of about 458,438 (343)
Forecasting House Prices: The Role of Market Interconnectedness
ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen +3 more
wiley +1 more source
From Hurricane Irma to the Grindavík eruptions: volatility premiums in disaster governance. [PDF]
Björnsson T.
europepmc +1 more source
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková +4 more
wiley +1 more source
Can systematic skewness factors predict future interest rates: Evidence from China. [PDF]
Liang X, Sun Y.
europepmc +1 more source
A UHPLC‐MS/MS method was developed to simultaneously quantify four capsaicinoids and 19 phenolic compounds, the key bioactive constituents in chili peppers. It exhibits high sensitivity, low matrix effects, excellent accuracy, and precision, enabling reliable detection in chili samples.
Shaoyun Wu +10 more
wiley +1 more source
Large language model-driven time-series forecasting of financial network indicators. [PDF]
Wang MH, Yeung Y.
europepmc +1 more source
A sensitive colloidal gold immunochromatographic assay for atrazine was successfully established using genetically engineered nanobody‐recombinant antibody, which overcame the shortcomings of traditional antigen‐antibody. ABSTRACT Colloidal gold immunochromatography (CG‐ICA) is distinguished by its cost‐effectiveness and rapid detection capabilities ...
Jiayong Bao +16 more
wiley +1 more source
Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
Ping WY, Hu YW, Luo LQ.
europepmc +1 more source
Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums
ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley +1 more source
Analysis of global stock market development-Integration of clustering, classification, and shapley values. [PDF]
Stawarz M.
europepmc +1 more source

