Results 11 to 20 of about 251,329 (347)
The impact of trade and financial expansion on volatility of real exchange rate.
PLoS ONE, 2022 With the steady progress of China's opening-up policy, how to avoid the financial risks brought by opening-up is a valuable research topic at present while promoting economic development.
Zhe Chen
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ISLAMIC FINANCE, GROWTH, AND VOLATILITY: A FRESH EVIDENCE FROM 82 COUNTRIES
Journal of Islamic Monetary Economics and Finance, 2023 Islamic finance has gained significant attention during the past decades. Many countries are striving to become Islamic financial hubs. The asset-backed nature of Islamic financial instruments and products adds more reliability to financial transactions.
Mudeer A Khattak, Noureen A. Khan
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Interest rate volatility and financing of Islamic banks
PLOS ONE, 2022 Despite a direct ban on charging interest, interest-based benchmarks are used as a pricing reference by a majority of Islamic banks, due in part to the absence of stable and widely- published alternatives. Benchmarking interest rate exposes Islamic banks to the problems of conventional banks, particularly the interest rate risk.
Muhammad Nouman +5 more
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Liquidity effects on oil volatility forecasting: From fintech perspective.
PLoS ONE, 2021 Fin-tech is an emerging field, inspiring revolutionary innovations in the financial field. It may initiate the evolutionary episode of the financial research, where volatility forecasting is a crucial topic in finance.
Shusheng Ding +3 more
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Finance and Society, 2023 This article explores the quantitative and qualitative dimensions of volatility and their implications for cultural analysis in a range of fields. From quantitative finance, it takes the notion of ‘delta-hedging’, the suspension or neutralization of ...
Benjamin Lee
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Multivariate volatility in environmental finance [PDF]
Mathematics and Computers in Simulation, 2008 There exist several important benchmark indexes in environmental finance, some computed by well-known financial index providers such as the Dow Jones group and others by independent agencies specializing in environmentally and socially responsible investing in finance.
Suhejla Hoti +2 more
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Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors [PDF]
SSRN Electronic Journal, 2014 In this paper, we scrutinize the cross-sectional relation between idiosyncratic volatility and stock returns. As a novelty, the idiosyncratic volatility is obtained by conditioning upon macro-finance factors as well as upon traditional asset pricing factors. The macro-finance factors are constructed from a large pool of macroeconomic and
Nektarios Aslanidis +3 more
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Computational finance: correlation, volatility, and markets [PDF]
WIREs Computational Statistics, 2014 Financial data by nature are inter‐related and should be analyzed using multivariate methods. Many models exist for the joint analysis of multiple financial instruments. Early models often assumed some type of constant behavior between the instruments over the time period of analysis.
Ensor, Katherine Bennett +1 more
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Realized Stock-Market Volatility of the United States and the Presidential Approval Rating
Mathematics, 2023 Studying the question of whether macroeconomic predictors play a role in forecasting stock-market volatility has a long and significant tradition in the empirical finance literature.
Rangan Gupta +3 more
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The Application of Symbolic Regression on Identifying Implied Volatility Surface
Mathematics, 2023 One important parameter in the Black–Scholes option pricing model is the implied volatility. Implied volatility surface (IVS) is an important concept in finance that describes the variation of implied volatility across option strike price and time to ...
Jiayi Luo, Cindy Long Yu
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