Results 241 to 250 of about 30,423 (304)

Time-varing effect of policy uncertainty on A-share industry returns- A novel Bayesian approach. [PDF]

PLoS One
Zhu T, Liu J, Zeng D, Miao X.
europepmc   +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, IVÁN PAYÁ   +1 more
wiley   +1 more source

Risk formulation mechanism among top global energy companies under large shocks. [PDF]

PLoS One
Qi X, Zhao T.
europepmc   +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, Konstantinos N. Konstantakis, Dimitris Konstantios, Panayotis G. Michaelides, Arsenios‐Georgios N. Prelorentzos   +4 more
wiley   +1 more source

Analyzing risk contagion and volatility spillover across multi-market capital flow using EVT theory and C-vine Copula. [PDF]

Heliyon
Afzal F, Pan H, Afzal F, Gul RF.
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

Shaping the System Through Turbulence: Strategic Leadership and the Micro‐Foundations of Ecosystem Orchestration in Times of Disruption

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

Spillover Effects of Food Safety Incidents: Role of Consumers' Heterogeneous Safety Preferences. [PDF]

Foods
Ren F, Fan 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, Li‐Ching Chuang, Nick Augustat, Pia von Blanckenburg, Erik M. Mueller   +4 more
wiley   +1 more source