Search Results - subject:"MACRO"

Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations

Huber, Florian; Koop, Gary; Pfarrhfer, Michael - 2023

Persistent link: https://www.econbiz.de/10014316036

Information acquisition, uncertainty reduction, and pre-announcement premium in China

Guo, Rui; Jia, Dun; Sun, Xi - In: Review of finance : journal of the European Finance … 27 (2023) 3, pp. 1077-1118

Persistent link: https://www.econbiz.de/10014318031

Neural networks for estimating macro asset pricing model in football clubs

Alaminos, David; Esteban, Ignacio; Salas, M. Belén - In: Intelligent systems in accounting, finance & management 30 (2023) 2, pp. 57-75

Persistent link: https://www.econbiz.de/10014325334

Insights into credit loss rates : a global database

Ong, Li Lian; Schmieder, Christian; Wei, Min - 2023

Persistent link: https://www.econbiz.de/10014329176

Firm expectations and news: micro v macro

Born, Benjamin; Enders, Zeno; Menkhoff, Manuel; … - 2023

and b) the heterogeneity of firms. We classify news as either micro or macro, that is, information about firm …, they underreact to macro news. We propose a general-equilibrium model where firms suffer from 'island illusion' to explain …

Persistent link: https://www.econbiz.de/10014329767

Recession and recovery from the pandemic

Hunt, Lester C.; Zhang, Anqi; Zhang, Shuonan - In: Research in globalization 6 (2023), pp. 1-18

We develop an SIR-macroeconomic model with virus detection and inequality to study their implications for economic and health consequences during a pandemic crisis. We find a two-way relationship between the pandemic recession and inequality that exacerbate each other although such a vicious...

Persistent link: https://www.econbiz.de/10014331498

Prevention first vs. cap-and-trade policies in an agent-based integrated assessment model with GHG emissions permits

Popoyan, Lilit; Sapio, Alessandro - 2023

In this work, we ask whether tradable emissions permits, based on the cap-and-trade principle, provide better climate change and economic projections than alternative regulations for GHG emissions, such as operational permits which are commonly used to mitigate non-GHG emissions (prevention...

Persistent link: https://www.econbiz.de/10014332082

Anticipating the unforeseen and expecting the unexpected : effectiveness of macro-prudential policies in Curbing the impact of stranded assets in the banking sector

Nkwaira, Chekani; Van der Poll, Huibrecht Margaretha - In: Risks : open access journal 11 (2023) 5, pp. 1-16

can spawn systemic risk. After the Great Recession, macro-prudential instruments effectively addressed systemic risk …. However, climatic risks raise the research question of how feasible it is to address them by adopting macro … framework of using macro-prudential instruments. A semi-systematic review of the related literature is carried out based on the …

Persistent link: https://www.econbiz.de/10014332090

Systemically important banks : emerging risk and policy responses : an agent-based investigation

Popoyan, Lilit; Napoletano, Mauro; Roventini, Andrea - 2023

to Basel III macro-prudential frameworks and manage their liquidity in the interbank market. The Central Bank performs …

Persistent link: https://www.econbiz.de/10014332099

National customer orientation : an empirical test across 112 countries

Mintz, Ofer; Currim, Imran S.; Deshpandé, Rohit - In: Marketing letters : a journal of research in marketing 34 (2023) 2, pp. 189-204

Persistent link: https://www.econbiz.de/10014333912