Asset Pricing, Investment, and Trading Strategies |
Autore | Wong Wing-Keung |
Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
Descrizione fisica | 1 electronic resource (154 p.) |
Soggetto topico | Development economics & emerging economies |
Soggetto non controllato |
quantile
correlogram dependence predictability market efficiency state ownership risk-taking behavior investment Vietnam GMM nonlinearity trading strategy trade-offs transport operations competitiveness sustainability growth ARDL stock exchange capitalization turnover value traded agricultural commodity future prices extreme value NON-stationary Extreme Value Analysis (NEVA) Newton-optimal method high-frequency data market liquidity sovereign bonds spillover backwardation economic regimes momentum strategy systematic trading jumps identification swap variance integrated volatility realized volatility |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557610603321 |
Wong Wing-Keung
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Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
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Lo trovi qui: Univ. Federico II | ||
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Empirical Finance |
Autore | Hamori Shigeyuki |
Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
Descrizione fisica | 1 electronic resource (276 p.) |
Soggetto non controllato |
short-term forecasting
wavelet transform IPO volatility US dollar institutional investors’ shareholdings neural network financial market stress market microstructure text similarity TVP-VAR model Japanese yen convolutional neural networks global financial crisis deep neural network cross-correlation function boosting causality-in-variance flight to quality bagging earnings quality algorithmic trading stop loss statistical arbitrage ensemble learning liquidity risk premium gold return futures market take profit currency crisis spark spread city banks piecewise regression model financial and non-financial variables exports data mining latency crude oil futures prices forecasting random forests wholesale electricity SVM random forest bank credit deep learning Vietnam inertia MACD initial public offering text mining bankruptcy prediction exchange rate asset pricing model LSTM panel data model structural break credit risk housing and stock markets copula ARDL earnings manipulation machine learning natural gas housing price asymmetric dependence real estate development loans earnings management cointegration predictive accuracy robust regression quantile regression dependence structure housing loans price discovery utility of international currency ATR |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910346675203321 |
Hamori Shigeyuki
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MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
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Lo trovi qui: Univ. Federico II | ||
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Energy Economics and Policy in Developed Countries |
Autore | Heshmati Almas |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
Descrizione fisica | 1 electronic resource (230 p.) |
Soggetto topico | Research & information: general |
Soggetto non controllato |
environmental regulations
employment manufacturing act on low-carbon green growth labor productivity Korea Dutch disease natural gas event study real exchange rate announcements currency appreciation export expectations carbon emission efficiency regional differences influencing factors the Modified undesirable EBM DEA model Tobit model energy performance certificates PV energy cost PV energy savings house prices environmental regulation oil prices stock prices panel data analysis ARDL financial sector water-energy-land nexus environmental policy integration policy analysis European Union green finance green investment green credit guarantee scheme community-based trust funds renewable energy Export-led growth economic growth Angola energy efficiency time-variant efficiency true fixed-effects model four components stochastic frontier model determinants of inefficiency Chinese provinces utilization efficiency data envelopment analysis undesirable output model bad output grey prediction model energy economics financial transmission rights (FTR) FTR auction FTR path evaluation electric market item response theory (IRT) psychometrics power generation electrical subsystems time series environmental degradation goal economic growth goal mean group analysis weighted scoring method electric buses zero-emission buses (ZEB) clean buses EU policy zero emission policy green energy city management simulation model strategy sustainable development |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557411303321 |
Heshmati Almas
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
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Lo trovi qui: Univ. Federico II | ||
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Sustainability, Digital Transformation and Fintech: The New Challenges of the Banking Industry |
Autore | Pérez Andrea |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
Descrizione fisica | 1 electronic resource (594 p.) |
Soggetto topico | Economics, finance, business & management |
Soggetto non controllato |
stimulus-response model
utilitarian value Hedonic value salesperson selling behaviors customer satisfaction loan expansion GDP NPL ARDL VECM Johansen test of co-integration unit root non-performing loans sovereign debt distress tail dependence gaussian copula regression mobile financial services (MFS) trust perceived risk structural equation modeling (SEM) multiple-criteria decision-making (MCDM) technique for order preference by similarity to ideal solution (TOPSIS) analytic hierarchy process (AHP) data envelopment analysis commercial banks product innovation performance evaluation innovation risk digital financial inclusion risk-coping ability vulnerability to poverty instrumental variable estimation emotional intelligence work-family conflict job burnout employees’ turnover intention perceived organizational support the Vietnamese banking industry stochastic DEA multi-attribute decision making ordinal variable cross-efficiency corporate social responsibility disclosure (CSRD) financial performance Islamic Banking Industry of Pakistan GRI AAOIFI CSRD index cost of equity IFRS adoption European banks corporate governance banking regulation CSP–CFP relationship banking sustainability glass ceiling board composition equal opportunity policy CSR communication discourse exposition narrative storytelling banking catering utilitarian service hedonic service sustainable finance sustainable financial products sustainable banking SDGs sustainable development Latin America ESG digital transformation knowledge management digital government public sector public administration peer-to-peer lending bank risk insolvency risk illiquidity risk financial inclusion vulnerable rural areas sustainable solutions central bank digital currency social sustainability pharmacy network sustainable access to cash nonperforming loans macroeconomic factors econometric model exchange rate unemployment rate inflation rate MoM(micro-operating mechanism) regulatory sandbox fintech type by enterprise innovation competencies patents data evidence-based policy European financial services SMEs nonfinancial information sustainable reporting disclosure lexical analysis nonfinancial reporting dynamic provisioning macroprudential supervision counter-cyclical adjustment innovative solution mobile banking Nigeria sub-Saharan Africa (SSA) qualitative meta-synthesis (QMS) banking industry value in use approach FinTech innovation valuation patent application market power efficiency profitability risk CBDC digital currency bank run central bank economic sustainability organizational ambidexterity blended ambidexterity innovation process buy-now-pay-later regulatory failure regulation consumer behaviour bank barriers digitalisation management perception transformation social media admiration consumer loyalty sustainability |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Altri titoli varianti | Sustainability, Digital Transformation and Fintech |
Record Nr. | UNINA-9910557550203321 |
Pérez Andrea
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
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Lo trovi qui: Univ. Federico II | ||
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The Theory Applications of Finance and Macroeconomics |
Autore | Hamdi Helmi |
Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
Descrizione fisica | 1 electronic resource (206 p.) |
Soggetto topico | Economics, finance, business & management |
Soggetto non controllato |
broad money
share market bank credit private sector growth financial inclusion banking sector of Pakistan supply side ARDL banking competition Lerner Index economic relationship TFP system GMM China–Africa bounds cointegration test information criterion model selection techniques plausible model fiscal redistribution financial development fiscal expenditure property income economic growth trade balance panel estimates macroeconomics poverty microfinance Pakistan firm growth threshold estimation public debt threshold effects MENA region quantum mechanics wave function extreme value analysis Bayesian inference stock market Value at Risk (VaR) Expected Shortfall (ES) prediction |
ISBN | 3-0365-5690-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910637784903321 |
Hamdi Helmi
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Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
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Lo trovi qui: Univ. Federico II | ||
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