October 2022 – School of Management

The determinants of cross-border bond risk premia

Publication date: Available online 30 October 2022Source: Journal of International Financial Markets, Institutions and MoneyAuthor(s): Futing Ge, Weiguo Zhang

By , 2 years ago

Quantitative Finance

Empirical deep hedging

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By Oskari Mikkilä, 2 years ago

Quantitative Finance

Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing

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By Christian Bayer, 2 years ago

Total Quality Management & Business Excellence

Clustering abstracts from the literature on Quality Management (1980–2020)

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By Manuel J. Sánchez-Franco, 2 years ago

Applied Economics

Modelling and forecasting volatility with high-frequency and VIX information: a component realized EGARCH model with VIX

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By Xinyu Wu, 2 years ago

Asia Pacific Business Review

After the storm: how Hong Kong can hold on to its status as a global business hub in the Asia-Pacific

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By Tai-Lok Lui, 2 years ago

Total Quality Management & Business Excellence

Mediating effect of organisational learning and moderating role of organisational culture on the relationship between total quality management and innovation among manufacturing companies in Nigeria

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By Kabir Musa Shuaib, 2 years ago

Applied Economics

Generalizing the General: generalizing the CES production function to allow for the viability of input thresholds

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By Ali Zeytoon-Nejad, 2 years ago

Applied Economics

The adaptive market hypothesis of Decentralized finance (DeFi)

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By Yuanyuan Zhang, 2 years ago

Applied Economics

Economic development program spending in the US: is there club convergence?

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By Jia Wang, 2 years ago