Works matching DE "SPREAD (Finance)"
Results: 1209
FDI and Economic Growth - Does the Quality of Banking Development Matter?
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- Gadjah Mada International Journal of Business, 2013, v. 15, n. 3, p. 287
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Efficiency of S&P CNX Nifty Index Option of the National Stock Exchange (NSE), India, using Box Spread Arbitrage Strategy.
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- Gadjah Mada International Journal of Business, 2013, v. 15, n. 3, p. 269
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Information in short selling: Comparing Nasdaq and the NYSE
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- Review of Financial Economics, 2011, v. 20, n. 1, p. 1, doi. 10.1016/j.rfe.2010.09.002
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The paper-bill spread and real output: what matters more, a change in the paper rate or a change in the bill rate?
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- Review of Financial Economics, 2003, v. 12, n. 3, p. 233, doi. 10.1016/S1058-3300(03)00024-7
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AN EMPIRICAL NOTE ON THE TERM STRUCTURE AND INTEREST RATE STABILIZATION POLICIES.
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- Quarterly Journal of Economics, 1988, v. 103, n. 4, p. 789, doi. 10.2307/1886075
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A liquidity preference approach to nonfinancial corporate liquid asset holdings.
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- Journal of Post Keynesian Economics, 2024, v. 47, n. 3, p. 467, doi. 10.1080/01603477.2024.2315053
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The historic rise of financial profits in the U.S. economy.
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- Journal of Post Keynesian Economics, 2019, v. 42, n. 3, p. 443, doi. 10.1080/01603477.2019.1616561
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On the incidence of bank levies: theory and evidence.
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- International Tax & Public Finance, 2019, v. 26, n. 4, p. 677, doi. 10.1007/s10797-018-9526-z
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The Effect of Net Interest Margin (NIM), Operating Expenses, Operating Income (BOPO), Loan to Deposit Ratio (LDR), on Return on Assets (ROA) at PT Bank Mayapada Internasional Tbk for the Period of 2014-2023.
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- Syntax Idea, 2024, v. 6, n. 7, p. 3322, doi. 10.46799/syntax-idea.v6i7.4227
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The Role of CDS Market in the Price Discovery Process of the "PIIGS" Countries Sovereign Credit Risk During the Recent Decade of Monetary Easing.
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- Journal of Finance & Investment Analysis, 2022, v. 11, n. 1, p. 1, doi. 10.47260/jfia/1111
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THE MACROECONOMICS OF STOCK PRICES IN THE MEDIUM TERM AND IN THE LONG RUN.
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- Manchester School (1463-6786), 2009, v. 77, n. 2, p. 127, doi. 10.1111/j.1467-9957.2008.002091.x
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A THEORY OF THE U.S. TREASURY MARKET EQUILIBRIUM.
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- Management Science, 1980, v. 26, n. 6, p. 539, doi. 10.1287/mnsc.26.6.539
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The impact of off-balance sheet activities on banks performance -The case of Société General Algérie bank -.
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- Journal of Financial, Accounting & Managerial Studies, 2022, v. 9, n. 2, p. 525
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Investigating the Determinants of Non-Performing Loan: Loan Monitoring As a Moderating Variable.
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- KnE Social Sciences, 2020, p. 126, doi. 10.18502/kss.v4i6.6592
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Determinant of Credit Distribution: Indonesian Banking Evidence.
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- KnE Social Sciences, 2019, v. 2019, p. 139, doi. 10.18502/kss.v3i26.5367
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What Factors Determine Banking Profitability In Indonesia During The Covid-19 Pandemic?
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- Accounting Analysis Journal (AAJ), 2022, v. 11, n. 3, p. 167, doi. 10.15294/aaj.v11i3.64673
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THE IMPACT OF CORPORATE GOVERNANCE AND ITS CONSEQUENCES ON PROTECTING THE BANK'S ASSETS: EMPIRICAL EVIDENCE FROM KOSOVO BANKS.
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- Journal of Liberty & International Affairs, 2022, v. 8, n. 1, p. 34, doi. 10.47305/JLIA2281034d
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THE DETERMINANTS OF NET INTEREST MARGIN OF PUBLIC AND PRIVATE SECTOR BANKS IN INDIA : 2008-2018 -- A PANEL DATA.
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- International Journal of Agricultural & Statistical Sciences, 2019, v. 15, n. 2, p. 535
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DETERMINANTS OF LIQUIDITY OF PUBLIC AND PRIVATE SECTOR BANKS IN INDIA: 2009-2016 - A PANEL DATA APPROACH.
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- International Journal of Agricultural & Statistical Sciences, 2018, v. 14, n. 2, p. 817
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ВПЛИВ ГЛОБАЛЬНИХ КОНФЛІКТІВ НА РОЗВИТОК БАНКІВСЬКОГО СЕКТОРУ В КРАЇНАХ, ЩО РОЗВИВАЮТЬСЯ
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- Scientific Proceedings of Ostroh Academy National University Series, Economics, 2020, v. 45, n. 17, p. 67, doi. 10.25264/2311-5149-2020-17(45)-67-78
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Seguridad humana en Ecuador: calibrando las ideas a través de una cartografía conceptual.
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- Relaciones Internacionales (1699-3950), 2020, n. 43, p. 151, doi. 10.15366/relacionesinternacionales2020.43.008
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Influence of the COVID-19 Pandemic on the Vignette Factors of Smartphone Auctions on the Allegro Auction Platform.
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- Management Issues / Problemy Zarządzania, 2021, v. 19, n. 3, p. 32, doi. 10.7172/1644-9584.93.2
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Market liquidity and funding liquidity: Empirical analysis of liquidity flows using VAR framework.
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- Acta Oeconomica, 2020, v. 70, n. 4, p. 513, doi. 10.1556/032.2020.00034
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Cost Efficiency Measurement Using Two-Stage Data Envelopment Analysis in the Czech and Slovak Banking Sectors*.
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- Acta Oeconomica, 2019, v. 69, n. 3, p. 445, doi. 10.1556/032.2019.69.3.6
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Market consistent bid-ask option pricing under Dempster-Shafer uncertainty.
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- Quantitative Finance, 2025, v. 25, n. 2, p. 249, doi. 10.1080/14697688.2024.2353318
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Neural network empowered liquidity pricing in a two-price economy under conic finance settings.
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- Quantitative Finance, 2024, v. 24, n. 8, p. 1129, doi. 10.1080/14697688.2024.2390947
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Deep attentive survival analysis in limit order books: estimating fill probabilities with convolutional-transformers.
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- Quantitative Finance, 2024, v. 24, n. 1, p. 35, doi. 10.1080/14697688.2023.2286351
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Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes.
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- Quantitative Finance, 2023, v. 23, n. 9, p. 1285, doi. 10.1080/14697688.2023.2229022
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Transaction cost analytics for corporate bonds.
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- Quantitative Finance, 2022, v. 22, n. 7, p. 1295, doi. 10.1080/14697688.2022.2054723
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State-dependent Hawkes processes and their application to limit order book modelling.
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- Quantitative Finance, 2022, v. 22, n. 3, p. 563, doi. 10.1080/14697688.2021.1983199
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Cross-impact and no-dynamic-arbitrage.
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- Quantitative Finance, 2019, v. 19, n. 1, p. 137, doi. 10.1080/14697688.2018.1467033
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Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations.
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- Quantitative Finance, 2018, v. 18, n. 12, p. 2051, doi. 10.1080/14697688.2018.1484151
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Cross-sectional dispersion and expected returns.
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- Quantitative Finance, 2018, v. 18, n. 5, p. 813, doi. 10.1080/14697688.2017.1414515
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Estimating a regime switching pairs trading model.
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- Quantitative Finance, 2018, v. 18, n. 5, p. 877, doi. 10.1080/14697688.2017.1403035
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Bond yields and debt supply: new evidence through the lens of a preferred-habitat model.
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- Quantitative Finance, 2017, v. 17, n. 10, p. 1509, doi. 10.1080/14697688.2017.1287942
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Oil prices and sovereign credit risk of oil producing countries: an empirical investigation.
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- Quantitative Finance, 2016, v. 16, n. 12, p. 1961, doi. 10.1080/14697688.2016.1211801
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Modelling, forecasting and trading with a new sliding window approach: the crack spread example.
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- Quantitative Finance, 2016, v. 16, n. 12, p. 1875, doi. 10.1080/14697688.2016.1211796
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From insurance risk to credit portfolio management: a new approach to pricing CDOs.
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- Quantitative Finance, 2016, v. 16, n. 10, p. 1495, doi. 10.1080/14697688.2015.1136076
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On the calibration of distortion risk measures to bid-ask prices.
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- Quantitative Finance, 2014, v. 14, n. 7, p. 1217, doi. 10.1080/14697688.2014.887220
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On the conditional default probability in a regulated market with jump risk.
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- Quantitative Finance, 2013, v. 13, n. 12, p. 1967, doi. 10.1080/14697688.2013.815795
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The impact of different correlation approaches on valuing credit default swaps with counterparty risk.
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- Quantitative Finance, 2013, v. 13, n. 12, p. 1903, doi. 10.1080/14697688.2012.750008
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A mean/variance approach to long-term fixed-income portfolio allocation.
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- Quantitative Finance, 2013, v. 13, n. 9, p. 1459, doi. 10.1080/14697688.2013.766759
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Pairs trading based on statistical variability of the spread process.
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- Quantitative Finance, 2013, v. 13, n. 9, p. 1411, doi. 10.1080/14697688.2012.748934
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Randomized structural models of credit spreads.
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- Quantitative Finance, 2011, v. 11, n. 9, p. 1301, doi. 10.1080/14697688.2010.507213
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Detection of momentum effects using an index out-performance strategy.
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- Quantitative Finance, 2011, v. 11, n. 2, p. 313, doi. 10.1080/14697680903460135
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- Article
TARİHÎ SÜREÇ İÇERİSİNDE EYTAM SANDIKLARININ HUKUKİ MEVZUATI VE KARŞILAŞTIĞI SORUNLAR (1851-1920).
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- International Journal of Turkish Literature, Culture, Education, 2020, v. 9, n. 3, p. 1301, doi. 10.7884/teke.5113
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- Article
Excess cash and equity option liquidity.
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- Journal of Financial Research, 2024, v. 47, n. 2, p. 401, doi. 10.1111/jfir.12379
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- Article
Bank size and performance: An analysis of the industry in the United States in the post‐financial‐crisis era.
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- Journal of Financial Research, 2021, v. 44, n. 3, p. 587, doi. 10.1111/jfir.12255
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- Article
SHORT SELLING AND PRICE DISCOVERY: EVIDENCE FROM AMERICAN DEPOSITARY RECEIPTS.
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- Journal of Financial Research, 2011, v. 34, n. 4, p. 569, doi. 10.1111/j.1475-6803.2011.01302.x
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INTERNALIZATION AND MARKET QUALITY: AN EMPIRICAL INVESTIGATION.
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- Journal of Financial Research, 2009, v. 32, n. 3, p. 337, doi. 10.1111/j.1475-6803.2009.01253.x
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- Article