Results 51 to 60 of about 989 (299)
Euro Interest Rate Swap Yields: A GARCH Analysis
International Journal of Empirical EconomicsThis paper models the month-over-month change in euro-denominated (EUR) long-term interest rate swap yields. It shows that the change in the short-term interest rate has an economically and statistically significant effect on the change in EUR swap ...
Tanweer Akram, Khawaja Mamun
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Valuation of Credit Derivatives with Multiple Time Scales in the Intensity Model
Journal of Applied Mathematics, 2014 We propose approximate solutions for pricing zero-coupon defaultable bonds, credit default swap rates, and bond options based on the averaging principle of stochastic differential equations.
Beom Jin Kim, Chan Yeol Park, Yong-Ki Ma
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2D Multifunctional Spin‐Orbit Coupled Dirac Nodal Line Materials
Advanced Functional Materials, EarlyView.A total of 473 nonmagnetic and antiferromagnetic 2D spin‐orbit coupled Dirac nodal line materials are screened, spanning 5 layer groups and 12 magnetic space groups. Furthermore, it integrates their topological properties with electride, multiferroic, and magnetic characteristics, revealing unique systems with expanded functionalities and promising ...
Weizhen Meng +7 more
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Crude Oil Price Movements and Institutional Traders
CommoditiesWe analyze the role of hedge fund, swap dealer, and arbitrageur activity in the crude oil market. The contribution of our work is to examine the role of institutional traders in switching between high-volatility and low-volatility regimes.
Celso Brunetti +2 more
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Hitit Sosyal Bilimler Dergisi, 2023 Bu çalışmada uygulamanın ilk kısmında Türkiye’nin ülke risk priminde gözlenen volatilite 2004-2022 dönemi için incelenmiştir. Daha sonra ülke risk primi ile seçili makroekonomik değişkenler (dolar kuru, enflasyon, faiz ve BİST-100) arasındaki kısa ve ...
Mustafa Çevik, Dilek Şahin
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Advanced Functional Materials, EarlyView.Electric control of magnetic tunnel junctions offers a path to drastically reduce the energy requirements of the device. Electric field control of magnetization can be realized in a multitude of ways. These mechanisms can be integrated into existing spintronic devices to further reduce the operational energy.
Will Echtenkamp +7 more
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Double Helical Plasmonic Antennas
Advanced Functional Materials, EarlyView.Plasmonic double helical antennas funnel circularly polarized light to the nanoscale, offering strong chiroptical interaction and directional light emission. Extending a single helix design tool, this study combines numerical modeling with experimental validation, revealing large, broadband dissymmetry factors in the visible range.
Aleksei Tsarapkin +7 more
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Advanced Functional Materials, EarlyView.The dielectric properties of clays are studied on the level of individual monolayers and functional double stacks. The material breakdown characteristics and charge storage performance are analyzed. For illustration, a defined charge pattern representing a cuneiform character is produced, written into a microscopic clay tile, referencing the origins of
Sebastian Gödrich +6 more
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Energies, 2020 This study discovered market determinants of credit default swap (CDS) spreads in the North American oil and gas industry. Due to the limited theoretical background on market sources of CDS price fluctuations, we chose to alleviate model uncertainty and ...
Karol Szafranek +3 more
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Advanced Functional Materials, EarlyView.Glyphosate (GLY) and its primary metabolite, aminomethylphosphonic acid (AMPA), are photodegraded using a poly(vinylidene fluoride) membrane with immobilized titanium dioxide (PVDF‐TiO2) in a continuous flow‐through operation under solar light. At optimized conditions, the PVDF‐TiO2 membrane achieved 95% GLY and 80% AMPA removal with •O2− as the ...
Phuong B. Trinh +4 more
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