Search results for " volatili."

showing 10 items of 128 documents

An Operator Splitting Method for Pricing American Options

2008

Pricing American options using partial (integro-)differential equation based methods leads to linear complementarity problems (LCPs). The numerical solution of these problems resulting from the Black-Scholes model, Kou’s jump-diffusion model, and Heston’s stochastic volatility model are considered. The finite difference discretization is described. The solutions of the discrete LCPs are approximated using an operator splitting method which separates the linear problem and the early exercise constraint to two fractional steps. The numerical experiments demonstrate that the prices of options can be computed in a few milliseconds on a PC.

Constraint (information theory)Operator splittingPhysicsActuarial scienceStochastic volatilityDifferential equationComplementarity (molecular biology)Linear problemApplied mathematicsStrike priceLinear complementarity problem
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Government consumption volatility and the size of nations

2016

This paper analyzes the relation between government consumption volatility and country size. Using an unbalanced sample of 160 countries from 1960 to 2010, it finds that smaller countries have more volatile government consumption. Moreover, while this relation is more negative for more volatile economies, there is also evidence that smaller countries have more volatile government consumption even controlling for the level of volatility in the economy.

Consumption (economics)Country sizeGovernmentGovernment consumption volatilityEconomicsSettore SECS-P/02 Politica EconomicaSample (statistics)Monetary economicsVolatility (finance)FinanceFiscal policyFiscal policyGovernment size
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Government size, composition, volatility and economic growth

2008

This paper analyses the effects in terms of size and volatility of government revenue and spending on growth in OECD and EU countries. The results of the paper suggest that both variables are detrimental to growth. In particular, looking more closely at the effect of each component of government revenue and spending, the results point out that i) indirect taxes (size and volatility); ii) social contributions (size and volatility); iii) government consumption (size and volatility); iv) subsidies (size); and v) government investment (volatility) have a sizeable, negative and statistically significant effect on growth. info:eu-repo/semantics/publishedVersion

Consumption (economics)Economics and EconometricsGovernmentjel:E62Fiscal VolatilitySubsidyMonetary economicsjel:H50Investment (macroeconomics)Fiscal policyGovernment Size Composition Volatility and GrowthFiscal Policyjel:O40economic growth Fiscal Policy fiscal volatility government sizeEconomic GrowthPolitical Science and International RelationsFiscal Policy; Government Size; Fiscal Volatility; Economic Growth.EconomicsGovernment revenueVolatility (finance)Government SizeIndirect taxEuropean Journal of Political Economy
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The Stabilizing Role of Government Size

2007

This paper presents an analysis of how alternative models of the business cycle can replicate the stylized fact that large governments are associated with less volatile economies. Our analysis shows that adding nominal rigidities and costs of capital adjustment to an otherwise standard RBC model can generate a negative correlation between government size and the volatility of output. However, in the model, we find that the stabilizing effect is only due to a composition effect and it is not present when we look at the volatility of private output. Given that empirically we also observe a negative correlation between government size and the volatility of consumption, we modify the model by i…

Consumption (economics)automatic stabilizers; government size; output volatilityEconomics and EconometricsStylized factControl and OptimizationApplied Mathematicsjel:E32Government size output volatility automatic stabilizers.Replicatejel:E52jel:E63Government (linguistics)Capital (economics)Business cycleEconometricsEconomicsVolatility (finance)Negative correlationgovernment size output volatility automatic stabilizers
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Cone-beam computed tomography in lung stereotactic ablative radiation therapy: predictive parameters of early response

2016

To analyze lung lesion volume variations by contouring on cone-beam CT (CBCT) images to evaluate the early predictive parameters of stereotactic ablative radiation therapy (SABR) treatment response.The prescribed dose of SABR was varied according to the tumour site (central or peripheral) and maximum diameter of the lesions by using a strategy of risk-adapted dose prescription with a dose range between 48 and 70 Gy in 3-10 consecutive fractions. For the purpose of the analysis, the gross tumour volume (GTV) was recontoured for each patient at first and last CBCT using two lung levels/windows: (a) -600/1000 HU and (b) -1000/250 HU. Univariate analysis was performed to evaluate a correlation …

ContouringCone beam computed tomographyUnivariate analysismedicine.medical_specialtyLungFull Paperbusiness.industrymedicine.medical_treatmentGeneral MedicineSABR volatility modelEffective dose (radiation)030218 nuclear medicine & medical imagingRadiation therapy03 medical and health sciences0302 clinical medicinemedicine.anatomical_structureNuclear Medicine and Imaging030220 oncology & carcinogenesisAblative caseMedicineRadiology Nuclear Medicine and imagingRadiologyRadiologyNuclear medicinebusinessThe British Journal of Radiology
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Taxonomic flux as a measure of evolutionary turnover

2021

We introduce a new metric, "taxonomic flux", to quantify evolutionary trends both within and across taxonomic boundaries. This metric is normalized, which reduces the effect of sample size disparity between biologic groups and time intervals. Furthermore, this methodology considers stratigraphic range data as a whole, and measures relative growth or decline of diversity values as they deviate from system stability. Such trends may yield key information relating to evolutionary processes and forcing functions, especially if these trends are correlative within particular taxa or niche occupancy. Thus far, scientists and researchers have been stymied by absolute values derived from unequal dat…

CorrelativeTaxonForcing (recursion theory)OccupancyRange (biology)Metric (mathematics)Nichecenozoic biodiversity metrics invertebrates stasis volatility.EconometricsPaleontologyEvolutionary dynamicsQE701-760MathematicsSpanish Journal of Palaeontology
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How fair-value accounting can influence firm hedging

2012

Published version of an article in the journal: Review of Derivatives Research. Also available from the publisher at: http://dx.doi.org/10.1007/s11147-012-9084-y The potential influence of accounting regulations on hedging strategies and the use of financial derivatives is a research topic that has attracted little attention in both the finance and the accounting literature. However, recent surveys suggest that company hedging can be substantially influenced by the accounting for financial instruments. In this study, we illustrate not only why but also how the accounting regulations may affect hedging behavior. We find that under mark-to-market accounting, most firms concerned with earnings…

Earnings response coefficientearning volatilityEarnings volatilityMark-to-market accountingEarningsVDP::Social science: 200::Economics: 210Financial economicsundhedgeable riskFinancial instrumentEconomics Econometrics and Finance (miscellaneous)hedgeable riskearnings hedgingfari value accountingFair valueEconomicsCash flowcash-flow hedgingVolatility (finance)Finance
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Factor Momentum, Investor Sentiment, and Option-Implied Volatility-Scaling

2020

Factor momentum produces robust average returns that exhibit a similar economic magnitude as documented for stock price momentum. To the extent that the PEAD factor captures mispricing, winner factors profit from being long on underpriced stocks and short on overpriced stocks. Oppositely, loser factors’ negative exposure to the PEAD factor suggests that loser factors capture mispricing by being long on overpriced stocks and short on underpriced stocks. Option-implied volatility scaling increases both the economic magnitude and statistical significance of factor momentum. Factor momentum is not exposed to the same crashes as stock price momentum and could therefore serve as a hedge for stock…

EconometricsEconomicsImplied volatilityVolatility (finance)ScalingStock priceProfit (economics)SSRN Electronic Journal
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Fiscal Policy Responsiveness, Persistence and Discretion

2008

This paper analyzes the different characteristics of fiscal policy using a two-step estimation procedure. First, we decompose both government spending and government revenue into three components: responsiveness, persistence and discretion. Second, we assess the determinants of these characteristics. Using data from 132 countries, our results show that fiscal policy is more persistent than responsive to economic conditions, which implies that the authorities may have less leeway in the short-run notably to curb spending behavior. In addition, countries characterized by greater fiscal persistence have less discretion and responsiveness. Finally, macroeconomic, institutional and geographic va…

Economic ConditionsGovernment spendingPersistence (psychology)EstimationEconomics and EconometricsGovernment SpendingSociology and Political Sciencemedia_common.quotation_subjectGovernment RevenueFiscal Policy Fiscal VolatilitySettore SECS-P/02 Politica EconomicaFiscal policy fiscal volatilityMonetary economicsDiscretionFiscal policyFiscal PolicyGovernment revenuehealth care economics and organizationsmedia_commonPublic financeSSRN Electronic Journal
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Bilateral De-Jure Exchange Rate Regimes and Foreign Direct Investment: A Gravity Analysis

2021

Abstract This paper introduces a novel dataset on bilateral de-jure exchange rate regimes. The new dataset accounts for the fact that officially pegging to one currency is uninformative about the exchange rate regime prevailing vis-a-vis other currencies, and it allows characterizing bilateral exchange rate regimes based on countries’ ex-ante announcements rather than ex-post observations. We use this data to estimate the effect of expected exchange rate volatility on foreign direct investment (FDI). Starting from a simple model that suggests that announced exchange rate stability enhances bilateral FDI flows, we provide empirical evidence that lends support to this claim: countries that ar…

Economics and Econometrics050208 finance05 social sciencesDeveloping countryForeign direct investmentMonetary economicsExchange-rate regimeO24Exchange rateCurrencyExchange rate volatility0502 economics and businessEconomicsddc:330F21F23050207 economicsEmpirical evidenceGravity equationLegal tenderForeign direct investmentFinanceExchange rate regimes
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