Wed, 2 May 2018
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Preprint ARTICLE Download: 29| View: 58| Comments: 0| doi:10.20944/preprints201805.0039.v1
Subject: Social Sciences, Finance; logit analysis; company decline; model
Online: 2 May 2018 (12:45:53 CEST)
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Preprint ARTICLE Download: 53| View: 162| Comments: 0| doi:10.20944/preprints201805.0015.v1
Subject: Social Sciences, Finance; deep neural nets; market efficiency; market prediction
Online: 2 May 2018 (08:12:01 CEST)
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Mon, 23 April 2018
Preprint ARTICLE Download: 118| View: 136| Comments: 0| doi:10.20944/preprints201804.0286.v1
Subject: Social Sciences, Finance; electricity price forecasting; deep learning; gated recurrent units; long short term memory; artificial intelligence, turkish day-ahead market
Online: 23 April 2018 (11:38:27 CEST)
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Tue, 17 April 2018
Preprint ARTICLE Download: 42| View: 94| Comments: 0| doi:10.20944/preprints201804.0224.v1
Subject: Social Sciences, Finance; systemic risk; sovereign default; Grexit
Online: 17 April 2018 (11:17:49 CEST)
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Fri, 6 April 2018
Preprint ARTICLE Download: 109| View: 69| Comments: 0| doi:10.20944/preprints201804.0076.v1
Subject: Social Sciences, Finance; conditional dependence index; Kendall's Tau; leverage effect; nonparametric copula; tail dependence index; volatility feedback effect
Online: 6 April 2018 (11:17:36 CEST)
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Wed, 31 January 2018
Preprint ARTICLE Download: 331| View: 270| Comments: 0| doi:10.20944/preprints201801.0296.v1
Subject: Social Sciences, Finance; crude oil price; dollar index; time-varying; key mediating factor
Online: 31 January 2018 (15:52:35 CET)
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Thu, 4 January 2018
Preprint ARTICLE Download: 193| View: 230| Comments: 0| doi:10.20944/preprints201801.0023.v1
Subject: Social Sciences, Finance; perturbation expansion; Green’s function; model risk; model uncertainty; credit derivatives; CVA; correlation risk
Online: 4 January 2018 (03:24:24 CET)
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Mon, 18 December 2017
Preprint ARTICLE Download: 164| View: 153| Comments: 0| doi:10.20944/preprints201712.0117.v1
Subject: Social Sciences, Finance; stable value; defined contribution; optimal asset allocation; stochastic dominance
Online: 18 December 2017 (09:22:13 CET)
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Tue, 20 June 2017
Preprint ARTICLE Download: 510| View: 389| Comments: 0| doi:10.20944/preprints201706.0095.v1
Subject: Social Sciences, Finance; China;economic growth;export market;economic policy; potential drivers
Online: 20 June 2017 (11:18:07 CEST)
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Tue, 16 May 2017
Preprint REVIEW Download: 1114| View: 550| Comments: 0| doi:10.20944/preprints201705.0125.v1
Subject: Social Sciences, Finance; Insurance; PEST; political; risks; challenges; economy; European Union
Online: 16 May 2017 (17:01:30 CEST)
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Mon, 1 May 2017
Preprint ARTICLE Download: 421| View: 436| Comments: 0| doi:10.20944/preprints201705.0020.v1
Subject: Social Sciences, Finance; longevity risk; s-forwards; pricing; risk margin; solvency II
Online: 1 May 2017 (11:39:12 CEST)
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Tue, 25 April 2017
Preprint ARTICLE Download: 440| View: 484| Comments: 0| doi:10.20944/preprints201704.0158.v1
Subject: Social Sciences, Finance; low volatility; ETFS; anomaly
Online: 25 April 2017 (10:57:21 CEST)
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Wed, 15 February 2017
Preprint CONCEPT PAPER Download: 479| View: 537| Comments: 0| doi:10.20944/preprints201702.0053.v1
Subject: Social Sciences, Finance; Systemic risk; Systemically Important Firms(SIFs); Stock Price; Stock Price (Close); Stock Price (Open); Stock Price: Bid; Stock Price: Ask; Stock Price: Spread; Joint Probability of Distress(JPoD); Banking Stability Index (BSI); Co-Risk Model
Online: 15 February 2017 (10:40:33 CET)
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Mon, 12 December 2016
Preprint ARTICLE Download: 650| View: 688| Comments: 0| doi:10.20944/preprints201612.0063.v1
Subject: Social Sciences, Finance; retirement village; optimal control; optimal stopping, HARA, American put option; long-term care needs, costs and products for the elderly; disability/health state transitions; life-cycle modelling related to the retirement phase
Online: 12 December 2016 (11:18:16 CET)
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Tue, 22 November 2016
Preprint ARTICLE Download: 1546| View: 651| Comments: 0| doi:10.20944/preprints201611.0110.v1
Subject: Social Sciences, Finance; capital structure; firm’s performance; panel data; unit root analysis; Bangladesh
Online: 22 November 2016 (09:36:36 CET)
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Tue, 18 October 2016
Preprint ARTICLE Download: 721| View: 850| Comments: 0| doi:10.20944/preprints201610.0073.v1
Subject: Social Sciences, Finance; merton model; structural model; credit default swap; capital structure arbitrage; algorithmic trading
Online: 18 October 2016 (09:39:57 CEST)
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Mon, 10 October 2016
Preprint ARTICLE Download: 880| View: 674| Comments: 0| doi:10.20944/preprints201610.0031.v1
Subject: Social Sciences, Finance; Solvency II; standard formula; risk measure; diversification; aggregation; monotony; homogeneity; subadditivity; Euler’s principle; capital allocation
Online: 10 October 2016 (11:53:00 CEST)
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Tue, 9 August 2016
Preprint ARTICLE Download: 984| View: 753| Comments: 0| doi:10.20944/preprints201608.0096.v1
Subject: Social Sciences, Finance; corporate governance; EVA; board of directors; board index; EVA
Online: 9 August 2016 (11:51:50 CEST)
Fri, 29 July 2016
Preprint ARTICLE Download: 1405| View: 720| Comments: 0| doi:10.20944/preprints201607.0094.v1
Subject: Social Sciences, Finance; Exchange traded funds, ETFs, tracking error, panel regression model, fixed effects estimation
Online: 29 July 2016 (12:39:32 CEST)
Mon, 18 July 2016
Preprint ARTICLE Download: 772| View: 758| Comments: 0| doi:10.20944/preprints201607.0053.v1
Subject: Social Sciences, Finance; emerging stock market, financial liberalization, Crisis, Cmax method
Online: 18 July 2016 (10:52:35 CEST)
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Tue, 12 July 2016
Preprint ARTICLE Download: 701| View: 1025| Comments: 0| doi:10.20944/preprints201607.0021.v1
Subject: Social Sciences, Finance; Solvency capital requirements capital, standard formula, near unit root, spurious correlation, VaR—implied correlations, tail dependence
Online: 12 July 2016 (09:38:23 CEST)
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Sat, 9 July 2016
Preprint ARTICLE Download: 771| View: 1057| Comments: 0| doi:10.20944/preprints201607.0016.v1
Subject: Social Sciences, Finance; initial public offering; underpricing; private equity; brand value
Online: 9 July 2016 (11:02:46 CEST)
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Fri, 8 July 2016
Preprint ARTICLE Download: 6772| View: 1007| Comments: 0| doi:10.20944/preprints201607.0013.v1
Subject: Social Sciences, Finance; capital structure, total debt ratio, profitability, return on assets, firms, Ethiopia
Online: 8 July 2016 (10:42:31 CEST)
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Preprint ARTICLE Download: 900| View: 959| Comments: 0| doi:10.20944/preprints201607.0010.v1
Subject: Social Sciences, Finance; Stock Beta, Endogenous Structural Breaks, Time Horizon
Online: 8 July 2016 (08:35:15 CEST)
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Sat, 2 July 2016
Preprint ARTICLE Download: 1569| View: 855| Comments: 0| doi:10.20944/preprints201607.0001.v1
Subject: Social Sciences, Finance; PUN, artificial intelligence models, regression tree, bootstrap aggregation, forecasting error
Online: 2 July 2016 (03:48:36 CEST)
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