Results 231 to 240 of about 4,493 (309)

Predicting BRICS NIFTY50 returns using XAI and S.A.F.E AI lens. [PDF]

Front Artif Intell
Ghosh I, Datta Chaudhuri T, Babaei G, Giudici P, Raffinetti E.   +4 more
europepmc   +1 more source

Does legal protection of trade secrets reduce the cost of debt? Evidence from the inevitable disclosure doctrine

Journal of Financial Research, EarlyView.
Abstract We examine the effect of the inevitable disclosure doctrine (IDD) on cost of debt. Our difference‐in‐differences analyses reveal that the IDD significantly reduces the loan spread for borrowers in adopting states. To elucidate the mechanisms of such finding, we find that the IDD's effect is weaker in industries with high management turnover ...
Haiyan Jiang, Carl Hsin‐han Shen, Qing (Clara) Zhou   +2 more
wiley   +1 more source

Dynamic complexity of Stackelberg-Bertrand game with one-way R&D spillovers, effective information and government subsidies. [PDF]

PLoS One
Long J, Zheng S.
europepmc   +1 more source

HIGH PRICE VOLATILITY AND SPILLOVER EFFECTS IN ENERGY MARKETS

, 2011
Aaron Singh, Berna Karali, Octavio A. Ramírez, Singh, Aaron, Karali, Berna, Ramirez, Octavio A.   +5 more
openalex   +1 more source

Proximity to War: The Stock Market Response to the Russian Invasion of Ukraine

Journal of Money, Credit and Banking, EarlyView.
Abstract We identify a “proximity penalty” in the stock market response to the Russian invasion of Ukraine: the closer countries are to Ukraine, the lower their equity returns in a four‐week window around the start of the war. This result holds even at the firm level within Ukraine's neighbors. Trade linkages explain two‐thirds of the proximity penalty.
JONATHAN FEDERLE, ANDRÉ MEIER, GERNOT J. MÜLLER, VICTOR SEHN   +3 more
wiley   +1 more source

Measuring the Risk Spillover Effect of RCEP Stock Markets: Evidence from the TVP-VAR Model and Transfer Entropy. [PDF]

Entropy (Basel)
Zou Y, Chen Q, Han J, Xiao M.
europepmc   +1 more source

Volatility Dynamics and Spillovers in Cryptocurrency Markets: Evidence from the Bitcoin ETF Approval

Jingrui Li, Dilip Patel
openalex   +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

A comparative study of dynamic risk spillovers among financial sectors in China before and after the epidemic. [PDF]

PLoS One
Liu C, Ma H, Wang X, Cui J, Shen X.
europepmc   +1 more source

The Monetary Policy–Commodities Nexus: A Survey

Journal of Economic Surveys, EarlyView.
ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl, Niklas Humann, Pierre L. Siklos   +2 more
wiley   +1 more source