The risk-neutral density is a fundamental concept in pricing financial derivatives, risk management, and assessing financial markets' perceptions over significant political or economic events. In this paper, we propose a new nonparametric method for estimating the risk-neutral density using...

Digital credit has gained much attention from academic researchers, practitioners, and policymakers worldwide. This study empirically evaluates the determinants of digital credit using cross-country data from 2013 to 2019. The conventional ordinary least square regression with fixed effects...

The research objective of the present study is the development of a model for increased accuracy of steel-price forecasts, which is of paramount importance for firms who use steel as an input and thus need to make informed decisions with regard to an optimal amount and type of hedge against...