Jumps and gold futures volatility prediction in finance sector
As a safe-haven investment and a place to store value in times of economic uncertainty and market volatility, gold plays an essential function. Furthermore, the…
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023
We study the probabilities of predicting fluctuations in oil price returns, based on the information in the expected skewness derived from West Texas Intermediate (WTI)…
Biweekly performance of low-risk anomalies over the FOMC cycle
The model of capital asset pricing (CAPM) states that high-beta assets will have higher returns than low-beta assets, implying a positive correlation between systematic risk…
Does military leadership regulate sin investments? Evidence from property/casualty insurance industry
The past few years have seen a growing interest from financial institutions for socially responsible investing (SRI). At present, more than 3000 institutional investors have…
Underwriter strength and credit spread of corporate bond issuance
In a period when the risk of default on credit bonds is high, the factors that influence the outcome of spreads on credit bonds are…
The impact of carbon policy on corporate risk-taking with a double/debiased machine learning based difference-in-differences approach
The participants at the United Nations Climate Change Conference (COP27), in the spirit of the UK Glasgow Convention, are trying to develop further action plans…
The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?
We employ the duration analysis method to evaluate the effect of securitization as well as mortgage sector liberalization, and the involvement of government within housing…
What Motivates a Developer to Sell before Completion?
Presale, also known as selling before the completion date, is a frequent occurrence in the market for housing. However, a few developers have their units…
Energy Efficiency Information and Valuation Practices in Rental Housing
The majority of the scientific studies show that the efficiency of energy use is linked with the value of transactions; however, it needs to be…
Supply Constraints and Search Equilibrium in Office Markets
We propose a new conceptual framework to calculate the elasticity of office supplies, where the net survival of business physical and economic mismatch are used…