Results 61 to 70 of about 1,468,730 (198)

Oil, Equities, and the Zero Lower Bound [PDF]

Finance and Economics Discussion Series, 2018
From late 2008 to 2017, oil and equity returns were more positively correlated than in other periods. In addition, we show that both oil and equity returns became more responsive to macroeconomic news. We provide empirical evidence and theoretical justification that these changes resulted from nominal interest rates being constrained by the zero lower ...
Deepa Datta, Benjamin K. Johannsen, Hannah Kwon, Robert J. Vigfusson   +3 more
openaire   +1 more source

Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates [PDF]

We determine optimal monetary policy under commitment in a forwardlooking New Keynesian model when nominal interest rates are bounded below by zero. The lower bound represents an occasionally binding constraint that causes the model and optimal policy to
Klaus Adam, Roberto M. Billi
core   +3 more sources

Transport coefficients in non-quasiparticle systems

EPJ Web of Conferences, 2011
Transport coefficients, in particular the shear viscosity to entropy density ratio are studied in systems where the small-width quasiparticle assumption is not valid.
Jakovác A.
doaj   +1 more source

Projection to Mixture Families and Rate-Distortion Bounds with Power Distortion Measures

Entropy, 2017
The explicit form of the rate-distortion function has rarely been obtained, except for few cases where the Shannon lower bound coincides with the rate-distortion function for the entire range of the positive rate. From an information geometrical point of
Kazuho Watanabe
doaj   +1 more source

Note on quantum discord

Results in Physics
Quantum discord goes beyond entanglement and exists in a wide range of quantum states that may be separable, playing a crucial role in quantum information tasks.
Yiding Wang, Xiaofen Huang, Tinggui Zhang   +2 more
doaj   +1 more source

Endogenous forecast switching near the zero lower bound [PDF]

Journal of Monetary Economics, 2019
A representative agent contemplates the possibility of an occasionally binding zero lower bound (ZLB) on the nominal interest rate that is driven by switching between two local equilibria, labeled the "targeted" and "deflation" solutions, respectively. This view turns out to be true in simulations, thus validating the agent's beliefs.
openaire   +1 more source

A random matrix approach to credit risk. [PDF]

PLoS ONE, 2014
We estimate generic statistical properties of a structural credit risk model by considering an ensemble of correlation matrices. This ensemble is set up by Random Matrix Theory.
Michael C Münnix, Rudi Schäfer, Thomas Guhr   +2 more
doaj   +1 more source

Sign changes of Fourier coefficients of Siegel cusp forms of degree two on Hecke congruence subgroups

, 2017
In this article, the authors give a lower bound on the number of sign changes of Fourier coefficients of a non-zero degree two Siegel cusp form of even integral weight on a Hecke congruence subgroup.
Gun, S., Sengupta, J.
core   +1 more source

Minimum Symbol Error Probability MIMO Design under the Per-Antenna Power Constraint

Journal of Electrical and Computer Engineering, 2012
Approximate minimum symbol error probability transceiver design of single user MIMO systems under the practical per-antenna power constraint is considered.
Enoch Lu, I.-Tai Lu
doaj   +1 more source

Lower bound on the proton charge radius from electron scattering data

Physics Letters B, 2019
The proton charge-radius determinations from the electromagnetic form-factor measurements in electron-proton (ep) scattering require an extrapolation to zero momentum transfer (Q2=0) which is prone to model-dependent assumptions. We show that the data at
Franziska Hagelstein, Vladimir Pascalutsa   +1 more
doaj   +1 more source