Results 21 to 30 of about 1,369,451 (372)
Does green finance support to reduce the investment sensitivity of environmental firms?
Journal of Business Economics and Management, 2023 This study aims to examine the financing cash flow sensitivity into the firm investment of Environment Sensitive Firms (ESFs). To improve the robustness of our analysis, we implement cluster regression to analyze the 300- firms listed on Shenzhen Stock ...
Ashfaq Habib +2 more
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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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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.
Michael McAleer +2 more
openaire +2 more sources
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
doaj +1 more source
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
doaj +1 more source
Volatility Transmission between Conventional Finance and Islamic Finance in Stock Markets
Korean Journal of Financial Engineering, 2017 김홍배
openalex +3 more sources
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
openaire +3 more sources
Neural Network–Based Financial Volatility Forecasting: A Systematic Review
ACM Computing Surveys, 2022 Volatility forecasting is an important aspect of finance as it dictates many decisions of market players. A snapshot of state-of-the-art neural network–based financial volatility forecasting was generated by examining 35 studies, published after 2015 ...
Wenbo Ge +4 more
semanticscholar +1 more source
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
doaj +1 more source
Liquidity-free implied volatilities: An approach using conic finance [PDF]
International Journal of Financial Engineering, 2021 In this paper, we consider the problem of calculating risk-neutral implied volatilities of European options without relying on option mid prices but solely on bid and ask prices. We provide an approach, based on the conic finance paradigm, that allows to uniquely strip risk-neutral implied volatilities from bid and ask quotes, and that does not ...
Peter Spreij +4 more
openaire +5 more sources