Results 81 to 90 of about 616,096 (355)
Premio por riesgo de liquidez en el mercado interbancario, para un grupo de economías emergentes
Estudios de Administración, 2012 This article studies the behavior of liquidity premia with data from interbank deposits and swaps, for the period june 2006 to october 2009, thus including the financial crisis.
Jorge Gregoire C., Claudio Ortiz J.
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Thermal Phase‐Modulation of Thickness‐Dependent CVD‐Grown 2D In2Se3
Advanced Functional Materials, EarlyView.A comprehensive study of CVD‐grown 2D In2Se3 reveals a distinct thickness‐dependent phase landscape and a reversible, thermally driven transformation between β″ and β* variants. In situ TEM electron diffraction and Raman spectroscopy reveal structural dynamics, while the structural invariance of the α‐phase in ultrathin regimes highlights its stability—
Dasun P. W. Guruge +6 more
wiley +1 more source
Applied Finance LettersAt the start of the COVID-19 pandemic the increased market volatility and risk aversion led to a deterioration of U.S. Dollar funding conditions in the Euro Area.
Patty Duijm, Kai Schellekens
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Moment Methods for Exotic Volatility Derivatives [PDF]
The latest generation of volatility derivatives goes beyond variance and volatility swaps and probes our ability to price realized variance and sojourn times along bridges for the underlying stock price process.
Albanese, Claudio, Osseiran, Adel
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Advanced Functional Materials, EarlyView.This study explores the benefits of metasurfaces made from functional materials, highlighting their ability to be adapted and improved for various high‐frequency applications, including communications and sensing. It first demonstrates the potential of these functional material‐based metasurfaces to advance the field of sub‐THz perceptive networks ...
Yat‐Sing To +5 more
wiley +1 more source
Credit Spread Modeling: Macro-financial versus HOC Approach
Economic Analysis, 2014 The aim of this paper is to throw light on the relationship between credit spread changes and past changes of U.S. macro-financial variables when invariants do not have Gaussian distribution.
Sanja Dudaković
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Analysis of Lithuanian credit default swaps
Journal of Business Economics and Management, 2015 This paper studies international sovereign Credit Default Swaps (CDS) market focusing attention to the CDS of Central and East Europe. The main purpose of the study was to perform detail analysis of Lithuanian CDS in the global capital market.
Arvydas Kregzde, Gediminas Murauskas
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Ice Lithography: Recent Progress Opens a New Frontier of Opportunities
Advanced Functional Materials, EarlyView.This review focuses on recent advancements in ice lithography, including breakthroughs in compatible precursors and substrates, processes and applications, hardware, and digital methods. Moreover, it offers a roadmap to uncover innovation opportunities for ice lithography in fields such as biological, nanoengineering and microsystems, biophysics and ...
Bingdong Chang +9 more
wiley +1 more source
COMPARATIVE ANALYSIS OF STRATEGIES FOR HEDGING A SECURITIES PORTFOLIO WITH FUTURES
Финансы: теория и практика, 2017 Hedging is one of the most popular strategies of the market risk management. The main purpose of hedging is to reduce the volatility (or variability) of the yield on the portfolio composed of spot assets and hedging tools.
V. V. Lakshina, K. A. Lapshina
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Volatility Transmission acros the Term Structure of Swap Markets: International Evidence [PDF]
We characterize the behavior of volatility across the term structure of interest rate swaps in three currencies (Deutsche mark, Japanese yen and US Dollar)Interest rate swaps, Term structure of interest rates, Autoregressive conditional heteroscedstic ...
Alfonso Novales, Pilar Abad
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