Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Louisa Chen"'
Publikováno v:
Annals of Surgery. 277:e657-e663
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3bee748fcd88701540e13981154dfbea
https://doi.org/10.1097/sla.0000000000005091
https://doi.org/10.1097/sla.0000000000005091
Publikováno v:
International Journal of Finance & Economics. 28:589-605
We investigate the time‐varying relationship of funding liquidity (FL) and market liquidity (ML) in a Markov regime‐switching model. By using a comprehensive U.S. TRACE dataset, we provide strong evidence that FL and corporate bond ML are interli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fbf64143391c13b93c8a11a2a0f13ac4
https://doi.org/10.1002/ijfe.2438
https://doi.org/10.1002/ijfe.2438
Publikováno v:
Journal of International Economics. 140:103713
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::56e09eecc32ec52bb1bc64db26d19a16
https://doi.org/10.1016/j.jinteco.2022.103713
https://doi.org/10.1016/j.jinteco.2022.103713
Publikováno v:
Journal of Economic Dynamics and Control. 82:312-330
We use learning in an equilibrium model to explain the puzzling predictive power of the volatility risk premium (VRP) for option returns. In the model, a representative agent follows a rational Bayesian learning process in an economy under incomplete
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0b04303951a1be0c6d53dd0289c77bbf
https://doi.org/10.1016/j.jedc.2017.06.007
https://doi.org/10.1016/j.jedc.2017.06.007
Publikováno v:
Journal of Financial Markets. 48:100510
Staff Working Paper No. 690 Market participants have argued that a significant unintended consequence of post-crisis regulatory leverage ratio requirements has been a reduction in the liquidity of fixed income markets. We assess this claim in the con
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e33d45fd314a784f061a21e49fe11c0c
https://doi.org/10.1016/j.finmar.2019.100510
https://doi.org/10.1016/j.finmar.2019.100510
Publikováno v:
SSRN Electronic Journal.
A key issue raised by the rapid growth of computerised algorithmic trading is how it responds in extreme situations. Using data on foreign exchange orders and transactions that includes identification of algorithmic trading, we find that this type of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d85606126bf14eaa55005be3fcef986
https://doi.org/10.2139/ssrn.3126136
https://doi.org/10.2139/ssrn.3126136
Publikováno v:
SSRN Electronic Journal.
We use a 3-factor Regime Switching Threshold model to study common factors in the excess returns of 18 European corporate bond indices during 2000-2014. Our results document significant time variation of the common factors across bond indices for dif
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b22f322052f928f461b8f694d96506b
https://doi.org/10.2139/ssrn.3303160
https://doi.org/10.2139/ssrn.3303160
To date, existing studies that use multilayer networks, in their multiplex form, to analyse the structure of financial systems, have (i) considered the structure as a non-interconnected multiplex network, (ii) no mechanism of multichannel contagion h
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6c0d6bbe527afe8d0ba58b023efcbe38
Publikováno v:
SSRN Electronic Journal.
Market participants have argued that a significant unintended consequence of post-crisis regulatory leverage ratio requirements has been a reduction in the liquidity of fixed income markets. We assess this claim in the context of the gilt (UK governm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9dca9f6662eaa72e0f9ad65653128c53
https://doi.org/10.2139/ssrn.3066859
https://doi.org/10.2139/ssrn.3066859
Autor:
Iracema Lua, Andrea F. Silva, Nathalia S. Guimarães, Laio Magno, Julia Pescarini, Rodrigo V.R. Anderle, Maria Yury Ichihara, Mauricio L. Barreto, Carlos A.S. Teles Santos, Louisa Chenciner, Luis Eugênio Souza, James Macinko, Ines Dourado, Davide Rasella
Publikováno v:
The Lancet Regional Health. Americas, Vol 24, Iss , Pp 100554- (2023)
Summary: Background: Social determinants of health (SDH) include factors such as income, education, and race, that could significantly affect the human immunodeficiency virus and acquired immunodeficiency syndrome (HIV/AIDS). Studies on the effects o
Externí odkaz:
https://doaj.org/article/57106cbbfa974c81a2ccb3529ead1592