Results 21 to 30 of about 1,715 (221)
Crypto quanto and inverse options
Mathematical Finance, Volume 33, Issue 4, Page 1005-1043, October 2023., 2023 Abstract Over 90% of exchange trading on crypto options has always been on the Deribit platform. This centralized crypto exchange only lists inverse products because they do not accept fiat currency. Likewise, other major crypto options platforms only list crypto–stablecoin trading pairs in so‐called direct options, which are similar to the standard ...
Carol Alexander, Ding Chen, Arben Imeraj
wiley +1 more source
Enterprise system implementation and cash flow volatility
Contemporary Accounting Research, Volume 40, Issue 3, Page 1937-1965, Fall 2023., 2023 Abstract This study investigates the financial and operational implications of enterprise systems (ESs) in corporate risk management. Using matched difference‐in‐differences analyses based on ES implementation events, we document a significant reduction in the volatility of operating cash flows following ES implementations.
Alfred Z. Liu +2 more
wiley +1 more source
Swiss Political Science Review, Volume 29, Issue 3, Page 310-329, September 2023., 2023 Abstract Research on the fulfilment of electoral promises has been particularly fruitful over the past decades. Most of it focused on examining pledge fulfilment at the cabinet level, and little emphasis was placed on the reasons underlying the level of compliance.
Ana Maria Belchior, Pedro Silveira
wiley +1 more source
Energy Technology, Volume 10, Issue 8, August 2022., 2022 A combined antisolvent/deposition of a polymeric hole conductor (P3HT) process is used in low‐temperature processed carbon‐based perovskite solar cells. This raises the solar cell efficiency of SnO2/MAPbI3/P3HT/carbon devices from 10.6% to 12.16%, with a further increase to 13.2% after 260 h of thermal stress at 82 °C in air.
Soe Ko Ko Aung +3 more
wiley +1 more source
Endogenous fluctuations and international business cycles
Canadian Journal of Economics/Revue canadienne d'économique, Volume 55, Issue 1, Page 312-348, February / Février 2022., 2022 Abstract We introduce equilibrium indeterminacy into a two‐country incomplete asset model with imperfect competition to analyze the role of self‐fulfilling expectations or beliefs in explaining international business cycles. We find that, when self‐fulfilling beliefs are correlated with technology shocks, the model can account for the countercyclical ...
Stephen McKnight, Laura Povoledo
wiley +1 more source
Time‐Varying Dynamics of the German Business Cycle: A Comprehensive Investigation*
Oxford Bulletin of Economics and Statistics, Volume 84, Issue 1, Page 80-102, February 2022., 2022 Abstract This paper provides insights into the time‐varying dynamics of the German business cycle over the last five decades. To do so, I employ an open‐economy time‐varying parameter VAR with stochastic volatility, which I estimate by quasi‐Bayesian techniques.
Magnus Reif
wiley +1 more source
The make‐or‐buy decision of feed on livestock farms: Evidence from Ontario swine farms
Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Volume 69, Issue 3, Page 353-368, September 2021., 2021 Abstract We define the boundary of a livestock farm in terms of corn production as the percentage of homegrown corn in total corn required. A new theoretical model is proposed that explains how farm boundaries are shaped by the relative efficiency of two alternative transaction‐facilitating mechanisms: market and hierarchy.
Max Zongyuan Shang, Ken McEwan
wiley +1 more source
RİSKLİ YATIRIM ARAÇLARINDA VOLATİLİTE MODELLEMESİ
Anadolu Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2023 Bu çalışmada, pay piyasası, döviz piyasası, kripto para piyasası, kıymetli maden piyasası ve borçlanma piyasası yatırım araçlarının volatilitelerinin modellenmesi, aralarındaki farkların ortaya konulması ve bireysel ve kurumsal yatırımcılara yatırım kararlarında yardımcı olacak bilgilerin ekonometrik yöntemlerle elde edilmesi amaçlanmıştır.
Serdar YAMAN, Nezahat BAYIK
openaire +1 more source
Uluslararası Ekonomi, İşletme ve Politika Dergisi, 2023 Bu çalışmada BİST 100 ile gelişmiş dünya ülkelerinden seçilen altı endeks arasındaki volatilite yayılım etkisi 4 Ocak 2016 ve 9 Haziran 2021 tarihleri arasındaki günlük endeks kapanış verileri kullanılarak araştırılmıştır.
Esra Demirel
doaj +1 more source
COVID-19 Pandemisinin BİST100 Endeksi, Döviz Kurları, Altın Getiri ve Volatilitelerine Etkisi
Gaziantep Üniversitesi Sosyal Bilimler Dergisi, 2020 Çalışmamızda, Türkiye’de para ve sermaye piyasaları açısından önemli göstergeler arasında yer alan BİST100 endeksi, Dolar, Euro ve altın fiyatlarına ait getiri ve volatilitelerin COVID-19 pandemisinden etkilenme düzeyleri ile söz konusu göstergeler ...
İ̇hsan Erdem Kayral +1 more
doaj +1 more source