Results 31 to 40 of about 587,609 (221)
Financial Shocks, Uncertainty Shocks, and Corporate Liquidity
ABSTRACT I estimate a structural VAR identified using sign restrictions to separately identify financial, macro uncertainty, and financial uncertainty shocks. The novelty of the estimation procedure relies on the qualitatively different response of corporate liquidity: Financial shocks lead firms to draw down their liquidity as they lose access to ...
Marco Brianti
wiley +1 more source
Research on volatility and VaR prediction of Shanghai and Shenzhen 300 index(沪深300指数波动率和VaR预测研究)
基于广义自回归得分(generalized autoregressive score,GAS)和已实现波动率异质自回归(heterogeneous autoregressive of realized volatility,HAR-RV)模型,引入投资者情绪因素,构建了HAR-RV GAS和HAR-RV-SENT GAS波动率模型,旨在预测沪深300指数波动率和风险价值(value at risk,VaR)度量。用自相关函数曲线和高级预测能力(superior predictive ability ...
SHENYinfang(沈银芳), YANXin(严鑫)
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The Economic Value of Forecasts in Reducing Extreme Total Losses
This study has derived expressions for the variance of losses when making forecasts and finds that it plays an important role in determining the extreme losses that can be incurred when forecasting rare events. ABSTRACT A major aim of weather and other types of environmental forecasting is to provide early warning of extreme hazards that can then be ...
David B. Stephenson
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IntroductionManual wheelchair (MWC) propulsion relies on upper limb power, coordination, and endurance. Propulsion asymmetry can reduce efficiency, yet the impact of fatigability on upper limb asymmetry remains underexplored.
Florian Brassart +6 more
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Hypoxis parvula var. parvula var. parvula
H. parvula var. parvula = Hypoxis brevifolia Baker (1896: 183). Type:— SOUTH AFRICA. KwaZulu-Natal: Liddesdale, Wood 3940 (holotype NH! [image]; isotype K! [image]). Diagnostic characters and relationships:—The variety is morphologically most similar to H.
Niemann, Hendrik J. +2 more
openaire +2 more sources
ABSTRACT Rising and unstable prices of rice and other staple foods threaten the food security of millions worldwide. These fluctuations raise concerns about market response to price changes, especially regarding incentives for food production. This study investigates how the price dynamics in the Asian rice markets are affected by crises in low‐quality
Chi Trung Nguyen +4 more
wiley +1 more source
Case summary A 2-month-old kitten was presented for ataxia and depressed mental status after implantation of a pet identification microchip. Radiographs were taken immediately by the referring veterinarian and showed a longitudinal metallic foreign body (
Magdalena Olender +2 more
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Forecasting value‐at‐risk for cryptocurrencies
Abstract Value‐at‐Risk (VaR), the primary measure of downside risk in market risk management, relies heavily on the accuracy of volatility forecasts produced by risk models. This paper shows that, for forecasting the VaR of cryptocurrencies, the time‐heterogeneous Student's t autoregressive model outperforms standard models commonly used by ...
Michael Michaelides, Niraj Poudyal
wiley +1 more source
The role of consumer sentiment in the transmission of monetary policy to consumer expenditure
Abstract This paper shows that changes in consumer sentiment play a quantitatively important role in the transmission of monetary policy on economic activity. Specifically, the paper's empirical estimates indicate that changes in short‐term consumer sentiment may very well double the negative responses of consumer expenditure to contractionary monetary
Viet Hoang Dinh
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Urethral entrapment by an overlapping dislocation of the pubic symphysis in a cat
Case summary A 1-year-old neutered male domestic shorthair cat was referred with suspected uroperitoneum. Ultrasonography showed peritoneal effusion. CT further revealed a bilateral sacroiliac joint disruption associated with an overlapped dislocation of
Tiffany Pereira +3 more
doaj +1 more source

