Market responses to geopolitical risk and economic policy uncertainty: Evidence from Vietnam. [PDF]
HeliyonCao PT, Vo DH.
europepmc +1 more source
Forecasting the volatility of educational firms based on HAR model and LSTM models considering sentiment and educational policy. [PDF]
HeliyonLi X, Li D, Cheng Y, Li W.
europepmc +1 more source
How does digital inclusive finance enhance rural economic resilience? - A study based on provincial panel data in China. [PDF]
PLoS OneMa Y, Wei R, Bi H.
europepmc +1 more source
The price continuity, return and volatility spillover effects of regular and after-hours trading. [PDF]
PLoS OneChiu CL, Chang TH, Hsiao IF, Chiou DS.
europepmc +1 more source
Economic growth, volatility and their interaction: What’s the role of finance?
Economic Systems, 2017Abstract This paper examines the relation between financial depth and the interaction of economic growth and its volatility. We use a sample of 52 countries for the period 1980–2011, and our main finding is that, at moderate levels of financial depth, further deepening increases the ratio of average growth to volatility; however, as financial depth ...
Sérgio Leme da Silva +3 more
semanticscholar +3 more sources
Exploring the Dynamics of Investor Attention and Market Volatility: A Behavioral Finance Perspective
International Journal of Science and Research (IJSR), 2023: This non-empirical research paper investigates the relationship between investor attention and financial market volatility, drawing insights from behavioural finance.
Manjunath Awalakki Archanna H
semanticscholar +1 more source
Volatility Spillover Effect between Internet Finance and Banks in China
, 2021With the rapid formation of cooperative relationship between Internet finance and traditional banks, it opens up the channels of volatility spillover between them.
Zhenlong Chen +2 more
semanticscholar +1 more source
An inverse finance problem for estimation of the volatility [PDF]
Журнал вычислительной математики и математической физики, 2013 Black-Scholes model, as a base model for pricing in derivatives markets has some deficiencies, such as ignoring market jumps, and considering market volatility as a constant factor. In this article, we introduce a pricing model for European-Options under jump-diffusion underlying asset.
Abdolsadeh Neisy, Kamran Salmani
openaire +1 more source
Finance and Firm Volatility: Evidence from Small Business Lending in China
Management Sciences, 2020The online trading platform Alibaba provides financial technology (FinTech) credit for millions of micro, small, and medium-sized enterprises (MSMEs).
Tao Chen +3 more
semanticscholar +1 more source