Research on the risk spillover effect between China's national carbon emissions trading market and crude oil futures market. [PDF]
PLoS OneBai X, Chen Y, Yang F.
europepmc +1 more source
Volatility Spillover in Chinese Steel Markets
IOP Conference Series: Materials Science and Engineering, 2018 openaire +1 more source
Macroprudential Policy in the Euro Area
Journal of Money, Credit and Banking, EarlyView.Abstract This paper examines the development and impact of macroprudential policies in the euro area. We construct a novel index that captures the stance of macroprudential policy, and we highlight its main stylized facts since the inception of the euro in 1999. We combine a narrative approach and a structural VAR method to show that both unanticipated
ÁLVARO FERNÁNDEZ‐GALLARDO +1 more
wiley +1 more source
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
Journal of Economic Surveys, EarlyView.ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
Asymmetric spillover connectedness between clean energy markets and industrial stock markets: How uncertainties affect it. [PDF]
PLoS OneLi A, Zhong B.
europepmc +1 more source
FinTech Lending and Cashless Payments
The Journal of Finance, EarlyView.ABSTRACT Borrowers' use of cashless payments improves their access to capital from FinTech lenders and predicts a lower probability of default. These relationships are stronger for cashless technologies providing more precise information, and for outflows. Cashless payment usage complements other signals of borrower quality.
PULAK GHOSH, BORIS VALLEE, YAO ZENG
wiley +1 more source
Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]
PLoS OneZeng J, Wu J.
europepmc +1 more source
Journal of Management Studies, EarlyView.Abstract While research on ecosystems and their orchestration has grown rapidly, we still know little about how individual strategic leaders may mobilize ecosystemic action in times of disruption. This article addresses this gap by drawing on an in‐depth case study of the Antwerp Square Mile, the world’s oldest and most renowned diamond trading ...
Bart De Keyser, Koen Vandenbempt
wiley +1 more source
Spatial effects of the synergistic development between agricultural carbon sequestration and emission reduction and food security across China's grain functional areas. [PDF]
Carbon Balance ManagWang Y, Liu X, Liu J.
europepmc +1 more source
Trait Neuroticism and the Nocebo Effect: The Mediating Role of Side‐Effect Expectations
Journal of Personality, EarlyView.ABSTRACT Objective Neuroticism has not only been linked to heightened negative expectations and general somatic complaints but also to increased nocebo responses following medical treatments. Since side‐effect expectations are considered a main driver of nocebo responses, we tested whether side‐effect expectations mediate the neuroticism–nocebo ...
Anton Fischer +4 more
wiley +1 more source