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"The Interaction between Credit Constraints and Uncertainty Shocks" by Pratiti Chatterjee, David Gunawan et al.

This paper proposes a novel link between credit markets and uncertainty shocks. We introduce a role for credit uncertainty via collateral constraints in an otherwise standard real business cycle (RBC) model and show that an increase in credit uncertainty triggers a precautionary response that interacts with the collateral constraint to generate a simultaneous decline in output, consumption, investment, real wages, and hours; a feature that previous work on uncertainty shocks without credit constraints is unable to produce in a flexible-price environment. We also empirically test the theoretical predictions and show that an unforeseen increase in credit uncertainty generates a simultaneous decline in a broad measure of real activity in recessions. ....

Credit Constraints , Redit Fluctuations , Local Projections , Stochastic Volatility , Uncertainty Shocks ,

Researchers at Dalian Maritime University Publish New Data on Axioms (Optimal Reinsurance-Investment Strategy Based on Stochastic Volatility and the Stochastic Interest Rate Model): Mathematics - Axioms - Insurance News

Researchers at Dalian Maritime University Publish New Data on Axioms (Optimal Reinsurance-Investment Strategy Based on Stochastic Volatility and the Stochastic Interest Rate Model): Mathematics - Axioms - Insurance News
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Liaoning Province , Qian Wang , Yajie Wang , Wenyang Wang , Roberto Murcio , School Of Maritime Economics , China Postdoctoral Science Foundation Funded , Dalian Maritime University , Natural Science Foundation Of Liaoning Province , Liaoning Province Department Of Education , Chinese Ministry Of Education , Math Daily , Reporter Staff News Editor , Province Department , Science Foundation , Key Science And Technology Projects , Transportation Industry , Maritime University , Optimal Reinsurance Investment Strategy Based , Stochastic Volatility , Stochastic Interest Rate , Honghan Bei , Maritime Economics ,

How Podcasts Became a Symbol of China's Gen Z Feminist Movement

TIME speaks to the three hosts behind Stochastic Volatility, the largest feminist-themed podcast in China. ....

Fan Yang , City Of , United Kingdom , Liu Qing , Leng Jianguo , Russel Square , Zhang Zhiqi , Fu Shiye , Wiktor Szymanowicz , China Normal University , International Women Day , Hangzhou Normal University , Future Publishing , International Women , Getty Images , East China Normal University , Stochastic Volatility , Hangzhou Normal , Interests Protection , Zhang Zhiqi , Peng Jianguo , Stochastic Volatility , Chinese Society , Hwan Yang , Fu Shiye , Podcast Movement ,

Podcast: Artur Sepp on rates volatility and decentralised finance

Quant says high volatility requires pricing and risk management models to be revisited ....

Abu Dhabi , Abuz Aby , United Arab Emirates , Julius Baer , Artur Sepp , Parviz Rakhmonov , Alex Lipton , Merrill Lynch , Abu Dhabi Investment Authority , International Settlement Project Mariana , Clearstar Labs , Google Podcasts , Heyette Model , Interest Rates , Stochastic Volatility , Decentralised Finance Defi , Asset Allocation , Portfolio Construction , Cutting Edge ,

Robust product Markovian quantization - Journal of Computational Finance

In this paper the authors formulate the one-dimensional RMQ and d-dimensional PMQ algorithms as standard vector quantization problems by deriving the density, ....

Option Pricing , Stochastic Volatility , Model Calibration , Original Research ,