Results 241 to 250 of about 4,493 (309)

Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models. [PDF]

PLoS One
Zou Y, Xu J, Chen Y.
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

Entropy-Augmented Forecasting and Portfolio Construction at the Industry-Group Level: A Causal Machine-Learning Approach Using Gradient-Boosted Decision Trees. [PDF]

Entropy (Basel)
Cohen G, Aiche A, Eichel R.
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

Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns

, 2010
Roengchai Tansuchat, Chia‐Lin Chang, Michael McAleer   +2 more
openalex   +1 more source

Volatility Spillover in Chinese Steel Markets

IOP Conference Series: Materials Science and Engineering, 2018
openaire   +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

The impact of FinTech technology on financial stability of the UAE. [PDF]

Heliyon
Elsayed AH, Guedira I, Alghussein T, Almheiri H, Alomari M, Elmassri M.   +5 more
europepmc   +1 more source

Cluster Policy, Innovation, and Firm Productivity. An Econometric Assessment of the Flemish Spearhead Cluster Program

Journal of Regional Science, EarlyView.
ABSTRACT The Flemish government launched its Spearhead Cluster (SHC) policy in 2017. The aim is to boost strategic sectors by setting up cluster initiatives which coordinate collaborative R&D initiatives. In this paper, we analyze whether becoming a member of such a cluster initiative has an impact on the Total Factor Productivity (TFP) of the firm. We
Pierluigi Angelino, Dirk Czarnitzki, Astrid Volckaert   +2 more
wiley   +1 more source

Exploring the connectedness between non-fungible token, decentralized finance and housing market: Deep insights from extreme events. [PDF]

Heliyon
Anwar R, Raza SA.
europepmc   +1 more source