Results 121 to 130 of about 29,458 (274)

Climate Policy Uncertainty and Sovereign Credit Risk: A Multivariate Quantile on Quantile Regression Analysis

Risks
This study investigates the nonlinear and regime-dependent relationship between climate policy uncertainty (CPU) and sovereign credit default swap (CDS) spreads across a panel of developed and emerging economies from February 2010 to March 2025 ...
Nader Naifar
doaj   +1 more source

Modelling the Evolution of Credit Spreads Using the Cox Process Within the HJM Framework A CDS Option Pricing Model [PDF]

In this paper a simulation approach for defaultable yield curves is developed within the Heath et al. (1992) framework. The default event is modelled using the Cox process where the stochastic intensity represents the credit spread.
Carl Chiarella, Silvana Musti, Viviana Fanelli   +2 more
core  

Increased Endurance of Nonvolatile Photonics Enabled by Nanostructured Phase‐Change Materials

Advanced Materials, EarlyView.
Tapered and segmented islands of the phase‐change material (PCM) antimony selenide (Sb2Se3) integrated on silicon microring resonators enable ultra‐low‐loss, high‐endurance, non‐volatile photonic tuning. The nanostructured PCM design suppresses interfacial scattering and thermal stress, achieving record endurance over 100 million electrical switching ...
Jayita Dutta, Andrew Tang, Brian Mills, Rui Chen, Arnab Manna, Gokul Nath SJ, Virat Tara, Dennis Callahan, Cosmin Constantin Popescu, Juejun Hu, Arka Majumdar   +10 more
wiley   +1 more source

Neuromorphic Electronics for Intelligence Everywhere: Emerging Devices, Flexible Platforms, and Scalable System Architectures

Advanced Materials, EarlyView.
The perspective presents an integrated view of neuromorphic technologies, from device physics to real‐time applicability, while highlighting the necessity of full‐stack co‐optimization. By outlining practical hardware‐level strategies to exploit device behavior and mitigate non‐idealities, it shows pathways for building efficient, scalable, and ...
Kapil Bhardwaj, Roshni Satheesh Babu, Yuxin Xia, Eva Bestelink, Radu Sporea, Nikos Hastas, Ioannis Zeimpekis, Dimitra G. Georgiadou, Sayani Majumdar   +8 more
wiley   +1 more source

Impacts of Credit Default Swaps on Volatility of the Exchange Rate in Turkey: The Case of Euro [PDF]

, 2016
Muhsin Kar, Tayfur Bayat, Selim Kayhan
openalex   +1 more source

Smiling for the Delayed Volatility Swaps [PDF]

Wilmott, 2014
Anatoliy Swishchuk, Nelson Vadori
openaire   +1 more source

Spin‐Orbit Torque Induced by Switchable Crystal Inversion Symmetry Breaking

Advanced Materials, EarlyView.
An exotic crystal inversion symmetry breaking in SrRuO3/BiFeO3 heterostructure is revealed, and it can be reversibly manipulated by the ferroelectric polarization of BiFeO3. This crystal inversion symmetry breaking can dramatically enhance the spin‐orbit torque efficiency in the SrRuO3 layer by more than 60%, providing an alternative to design an ...
Zhenyi Zheng, Shu Shi, Zhongran Liu, Qihan Zhang, Naafis Ahnaf Shahed, Himanshu Mavani, Guowei Zhou, Qian Chen, Cheng Zhang, Zhanqi Zhou, Tieyang Zhao, Rui Xiao, Lanxin Jia, Liang Liu, Evgeny Y. Tsymbal, Xiaohong Xu, He Tian, Jingsheng Chen   +17 more
wiley   +1 more source

Phase Engineering of Nanomaterials (PEN): Evolution, Current Challenges, and Future Opportunities

Advanced Materials, EarlyView.
This review summarizes the synthesis, phase transition, advanced characterization spanning ex situ to in situ and operando techniques, and diverse applications of phase engineering of nanomaterials (PEN). It further outlines key challenges and future opportunities, such as phase stability, architecture control, and artificial intelligence (AI)‐driven ...
Ye Chen, Zhanxi Fan, Jingjie Ge, Qiyuan He, Zhuangchai Lai, Jiawei Liu, Chaoliang Tan, Hua Zhang   +7 more
wiley   +1 more source

Exploring the Potential of Zero‐Dimensional Carbon Nanomaterials in Photoluminescent, Electrochemiluminescent and Electrochemical Sensors

Advanced Materials Interfaces, EarlyView.
Zero‐dimensional carbon nanomaterials are presented as multifunctional platforms linking structure, property, and sensing performance. Surface engineering and heteroatom doping modulate electron‐transfer and luminescent behavior, enabling electrochemical, photoluminescent, and electrochemiluminescent detection. Fundamental design principles, analytical
Gustavo Martins, Jeferson Luiz Gogola, Ava Gevaerd, Cristiane Kalinke, Paulo Roberto de Oliveira, Fabio Roberto Caetano, Bruno Campos Janegitz, Márcio Fernando Bergamini, Luiz Humberto Marcolino‐Junior   +8 more
wiley   +1 more source

Fast calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion

, 2017
This paper demonstrates the efficiency of using Edgeworth and Gram-Charlier expansions in the calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion (DD-SV-LMM).
Arrouy, Pierre-Edouard, Bonnefoy, Paul, Boumezoued, Alexandre, Devineau, Laurent   +3 more
core