1877 papers
This paper introduces a Crisis-Aware Variational Autoencoder that generates internally consistent, arbitrage-free stressed volatility surfaces by combining crisis conditioning, heavy-tailed priors, and soft constraints, demonstrating superior performance over traditional benchmarks in pricing exotic derivatives under various crisis regimes while highlighting the limitations of parametric approximations.
This paper mathematically defines and identifies a significant dietary transition among Chinese residents from 1989 to 2011 as a process of de-stapling and diversification driven primarily by food-system and price factors rather than income growth, using a novel geometry-based framework and multi-source data analysis.
This quantitative study of 220 U.S. hospitals demonstrates that operational inefficiencies, including high labor and administrative costs, prolonged patient stays, and weak revenue-cycle management, significantly drive cost leakage, which in turn erodes financial sustainability, thereby advocating for integrated financial and operational analytics to detect and mitigate these hidden losses.
This paper analyzes the dynamic interrelationships between tourism, exchange rates, financial development, and economic growth in India from 1994–95 to 2021–2022, revealing long-run cointegration and a short-term bidirectional causality between tourism and growth that necessitates independent policy interventions for sustainable development.
FESIM is a fully reproducible, linear algebra-based modular framework that generates integrated ecological and economic projections for forest enterprises by combining Markov chain transitions with parameterized growth functions and multi-tier accounting, enabling robust scenario analysis even in data-scarce regions.
This study empirically demonstrates that when the same accounting firm provides both annual report audits and ESG assurance to Chinese A-share listed companies, audit quality significantly improves due to knowledge spillover effects and increased audit investment, rather than being compromised by reduced independence.
This paper demonstrates that the energy transition has shifted geopolitical price risk from fuels to critical materials, revealing a distinct asymmetry where military conflicts primarily impact fuel prices while geoeconomic coercion drives volatility in metal markets, thereby exposing a gap in existing energy-security institutions that were designed for the hydrocarbon era.
Using panel data from 32 Asia-Pacific developing economies, this study demonstrates that digital infrastructure significantly strengthens the transmission of monetary liquidity to real economic growth by enhancing financial access, payment efficiency, and information flows, thereby highlighting the need to align monetary policy with digital inclusion and regulatory frameworks.
This paper introduces and validates the Operational Risk Reliability Disclosure Index (ORRDI), an 18-item formative composite that systematically measures the specificity of operational risk disclosures across six dimensions in European, UK, and Swiss banks, demonstrating its calculability and robustness while explicitly limiting its scope to public disclosure quality rather than actual risk capability or inter-coder reliability.
This study analyzes survey data from 8,553 SMEs across 12 African countries to demonstrate that green entrepreneurship drives inclusive economic empowerment and environmental sustainability through an innovation-led pathway, a process significantly strengthened by green finance and ecosystem enablers like sustainable public procurement and indigenous knowledge.