Results 71 to 80 of about 255,661 (340)
The Information Content of Corridor Volatility Measures During Calm and Turmoil Periods
Quantitative Finance and Economics, 2017 Measurement of volatility is of paramount importance in finance because of the effects on risk measurement and risk management. Corridor implied volatility measures allow us to disentangle the volatility of positive returns from that of negative returns,
Elyas Elyasiani +2 more
doaj +1 more source
Stochastic Volatility in a Macro-Finance Model of the US Term Structure of Interest Rates 1961-2004. [PDF]
This paper generalizes the standard homoscedastic macro-finance model by allowing for stochastic volatility, using the ‘square root’ specification of the mainstreamfinance literature.
Peter Spencer
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Advanced Functional Materials, EarlyView.The study explores structural and magnetic properties of one of the most recent topological quantum materials (MnBi2Te4). The Mn‐poor structure leads to stacking faults (quintuple layer ‐ QL of Bi2Te3 formation instead of a septuple layer ‐ SL of MnBi2Te4), resulting in a coexistence between weak antiferromagnetism and ferromagnetism.
Wesley F. Inoch +10 more
wiley +1 more source
Real Estate, the External Finance Premium and Business Investment: A Quantitative Dynamic General Equilibrium Analysis [PDF]
This paper studies the connection between the capital market and the real estate market. Empirically, we find that positive real house price shocks lower the external finance premium and stimulate nonresidential investment and real GDP.
Jin, Yi +2 more
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A Scalable, Durable, Fire‐Safe All‐Day Passive Radiative Cooling Coating for Sustainable Buildings
Advanced Functional Materials, EarlyView.This study reports a scalable, durable coating that combines a fire‑retardant copolymer adhesive, hollow glass microspheres, and boron oxide to achieve passive radiative cooling with over 94% solar reflectance and >95% mid‑infrared emissivity. The coating maintains performance after UV and rain exposure and exhibits UL‑94 V‑0 fire resistance, enabling ...
Zhewen Ma +8 more
wiley +1 more source
The Volatility Effect of Single-Stock Futures Trading on the Pakistani Stock Market
The Lahore Journal of Business, 2013 The impact of single-stock futures on spot market volatility is still debated in the finance literature. The aim of this study is to analyze the effect of the introduction of single-stock futures on the volatility of the Karachi Stock Exchange (KSE). We
Adil Awan, Amir Rafique
doaj
Polynomial Diffusions and Applications in Finance
, 2016 This paper provides the mathematical foundation for polynomial diffusions. They play an important role in a growing range of applications in finance, including financial market models for interest rates, credit risk, stochastic volatility, commodities ...
Filipovic, Damir, Larsson, Martin
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Electrochemical Formation of BiVO4/BiPO4 Photoanodes for Enhanced Selectivity toward H2O2 Generation
Advanced Functional Materials, EarlyView.In acidic KPi, V dissolves from the BiVO4 lattice, while adsorbed phosphate reacts with the electrode under an external bias, forming a BiPO4 surface layer. This BiPO4 layer exhibits stronger bicarbonate adsorption, redirecting the water oxidation pathway toward two‐electron H2O2 production.
Kaijian Zhu +12 more
wiley +1 more source
A Level Set Analysis and A Nonparametric Regression on S&P 500 Daily Return
International Journal of Financial Studies, 2016 In this paper, a level set analysis is proposed which aims to analyze the S&P 500 return with a certain magnitude. It is found that the process of large jumps/drops of return tend to have negative serial correlation, and volatility clustering ...
Yipeng Yang, Allanus Tsoi
doaj +1 more source
Social sector expenditures and rainy-day funds [PDF]
Gonzalez and Paqueo examine the effects of budget stabilization funds--often called rainy-day funds--on the volatility of social spending and, for contrast, on nonsocial sector spending. They analyze the rainy-day funds of U.S. states.
Gonzalez, Christian Y. +1 more
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