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Are survey stock price forecasts anchored by fundamental forecasts? A long-run perspective
This paper firstly shows that a wide range of asset pricing models, including full information and Bayesian rational expectations models, typically...
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Dynamic Market Behavior and Price Prediction in Cryptocurrency: An Analysis Based on Asymmetric Herding Effects and LSTM
This study employs the cross-sectional absolute deviation model and Carhart pricing model to examine the existence and authenticity of various market...
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Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms
We examine the default risk spillover for two groups of global energy firms, including top energy firms from seven different sectors as well as...
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Does the adoption of homestead gardening increase dietary diversity in climate-vulnerable coastal areas? Evidence from Bangladesh
Coastal areas are not conducive to cultivating a variety of crops due to the occurrence of natural disasters. Therefore, homestead gardening has the...
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Does the Russia-Ukraine war cause exchange rate depreciation? Evidence from the rouble exchange rate
This paper aims to examine the impact of the Russian-Ukraine war on the USD/RUB rate. The outcome reveals that war has severe adverse consequences...
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Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law
Previous research endeavors aimed at enhancing the predictive accuracy of early warning systems for enterprise financial risks have primarily focused...
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Firm-level political risk and the firm’s trade credit extension
This paper investigates the influence of firm-level political risk on the firm’s supply of trade credit. Using a novel measure of firm-level...
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Are the loans of state-owned banks politically motivated?
This paper investigates the relationship between annual disbursements of Brazil’s largest development bank, BNDES, and mayors political affiliation....
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Winning Region Determination and Optimal Cooperative Guidance Design in a Pursuer–Evader–Defender Game
In this paper, we study the pursuer–evader–defender game under the isotropic rocket model. The game involves three agents: the evader, the pursuer,...
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Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment
In discrete choice experiments (DCEs), differences between respondents’ preferences may be associated with observable or unobservable factors....
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What Explains Global Inflation
This paper examines the drivers of fluctuations in global inflation , defined as a common factor across monthly headline consumer price index (CPI)...
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Bayesian diagnostics in a partially linear model with first-order autoregressive skew-normal errors
This paper studies a Bayesian local influence method to detect influential observations in a partially linear model with first-order autoregressive...
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Artificial intelligence and shapeshifting capitalism
Artificial intelligence (AI) is anticipated to reshape the economy by revolutionizing human interaction with technology. Despite its significance,...
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Stock Markets Cycles and Macroeconomic Dynamics
There is a consensus that stock markets are procyclical. However, answers to some important questions remain unclear. Do stock markets lead or lag...
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The life care annuity: enhancing product features and refining pricing methods
The state-of-the-art proposes life care annuities, that have been recently designed as variable annuity contracts with Long-Term Care payouts and...
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Cross-generational Smong narratives in Aceh’s tsunami resilience
Smong is an indigenous knowledge of the Simeuluean people related to tsunamis, which proved to be successful in saving lives during the 2004 Indian...
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Macroprudential Policies and Global Banking
This paper examines the ability of macroprudential policies to dampen the pro-cyclicality of credit market cycles and to enhance the macroeconomic...
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Accrual Quality, Cost of Debt, and Credit Spread and Loss
Our study presents a method to dissect bond excess returns into components influenced by credit spreads and credit losses. Analyzing data spanning...