Smart decision framework for financial planning and investment optimization. [PDF]
Chen X, Shen A.
europepmc +1 more source
Food inflation pass‐through from agricultural imports in a small open economy
Abstract This paper develops a new framework for quantifying cost pass‐through in a small open economy by estimating firm‐level markup responses to agricultural import price shocks. We show theoretically that markup adjustments depend on firms' reliance on imported inputs and demand curvature, generating heterogeneous inflationary effects across firm ...
Minseong Kang, Seungki Lee
wiley +1 more source
The impact of trade frictions on the financial vulnerability of Chinese households. [PDF]
Xue X, Hao Y, Feng J, Han L.
europepmc +1 more source
"Good and bad investments" in public health stocks amid the COVID-19 shock: evidence from a transformer-based model. [PDF]
Zhao D, Li Y, Gu R.
europepmc +1 more source
Quantifying the Linguistic Complexity of Pan-Homophonic Events in Stock Market Volatility Dynamics. [PDF]
Zhang Y, Tian J, Zou Y, Zhang X, Cai X.
europepmc +1 more source
Research on the impact of algorithmic trading on market volatility. [PDF]
Yang D, Yang Y, Luo J, Wang Z, Sha H.
europepmc +1 more source
Corrigendum to "The impact of index futures crash risk on bitcoin futures returns and volatility" [Heliyon Volume 10, Issue 2, January 2024, Article e24126]. [PDF]
Tang CH, Lee YH, Huang YL, Liu YX.
europepmc +1 more source
AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]
Zhang M, Pan Y, Su B, Zhou D.
europepmc +1 more source
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Range Volatility Models and Their Applications in Finance
2010There has been a rapid growth of range volatility due to the demand of empirical finance. This paper contains a review of the important development of range volatility, including various range estimators and range-based volatility models. In addition, other alternative models developed recently, such as range-based multivariate volatility models and ...
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