We present a new approach to identifying asset price bubbles based on options data. Given their forward-looking nature, are ideal instruments with which investigate market expectations about the future evolution of prices, key understanding bubbles. By exploiting differential pricing between put and call options, we can detect quantify in prices underlying asset. apply our methodology two stock indexes, S&P 500 Nasdaq-100, technology stocks, Amazon Facebook, over 2014-2018 sample period....

A field experiment was conducted at Gokuleshwor, Baitadi, Nepal for the management of insect pests cabbage using synthetic and biological pesticides; Azadirachtin, Cypermethrin, Bacillus thuringiensis var kurstaki, cow urine, Jholmol Beauveria bassiana to control major cabbage.These treatments were replicated three times in a Randomized Complete Block Design (RCBD) effect different on population damaging insect's (cabbage butterfly, semi-looper, aphids), number infested plants, damaged...

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The research was conducted to assess the impact of various organic and inorganic fertilizers on growth yield Marigold (Tagetes erecta L.) var. Calcuttia Single using a randomized complete block design with eight treatments including vermicompost, farmyard manure, poultry charcoal, NPK fertilizer, their combinations in triplicates. Measurements vegetative reproductive parameters were recorded at 35, 55 85 DAT. Results revealed that compared control, manure singly or combined NPK,...

We present a new approach to identifying asset price bubbles based on options data. estimate by exploiting the differential pricing between put and call options. apply our methodology two stock market indexes, S&P 500 Nasdaq-100, technology stocks, Amazon Facebook, over 2014-2018 sample period. find that, while indexes do not exhibit significant bubbles, Facebook show frequent bubbles. The estimated tend be associated with large volatility trading volume. Since can implemented in real time,...

This research was conducted in Budhanilkantha, Kathmandu from February to June 2023 study the effects of different concentrations on growth, flowering and yield tomato Randomized Complete Block Design (RCBD) with five treatments: control (T0), two levels chelated zinc (30 ppm - T1 60 T2), borax T3 T4), applied 15 35 days after transplantation (DAT). The results showed that at 30 significantly enhanced plant height (86 cm), leaf number (52.47), branch (8.21), fruit clusters (19.32), (22.73),...

Late Blight of potato, caused by fungal pathogen Phytophthora infestans, is a highly destructive disease that affects potato crops on global scale. The pathogen, P. shows complex biology, with both sexual and asexual life cycles involve the production hardy oospores. symptoms late blight are severe, leading to destruction foliage rotting tubers during storage. interaction between infestans its host plants interplay molecular physiological mechanisms. Understanding these intricate processes...

The research was conducted from February to June 2023 assess the economics of production and marketing Tomatoes in Kaski. Pre-interview schedules, Focal Group Discussion (FGD), Key Informant Survey (KIS) were used collect primary information respondents, while secondary collected by reviewing different relevant publications. Altogether 61 respondents selected using simple random sampling for study Pokhara Metropolitan City within two wards namely Bagmara Budibazar. statistical tools, MS-...

This paper studies the effects of borrowers' balance sheet heterogeneity on economywide risks and fragility, together with from intermediary channel. We build a continuous time heterogeneous agents model financial frictions analytically characterize transition dynamics. Once economy moves to high leverage states, it tends stay there — trap. Transition speed increases (decreases) when is leveraging up (deleveraging) interest rate lower. Tail uncertainty lasts longer during transition....

On 21st September, 2016, the Bank of Japan (BOJ) embarked on a new unconventional monetary policy called yield curve control (YCC). We show that YCC creates an arbitrage opportunity in otherwise frictionless and arbitrage-free government bond market which financial institutions can exploit. This wealth transfer from BOJ to these institutions. estimate lower bound this for first 28 months be $5.25 billion or [Formula: see text]582.32 billion, constitutes unexplored externality. corresponds...

On September 21st, 2016, the Bank of Japan (BOJ) embarked on a new unconventional monetary policy, called yield curve control (YCC). We show that YCC creates an arbitrage opportunity in otherwise frictionless and arbitrage-free government bond market which financial institutions can exploit. This wealth transfer from BOJ to these institutions. estimate lower bound this for first 28 months be $5.25 billion or 582.32 yen, constitutes unexplored policy externality. corresponds 7.49 percent per...

This paper estimates term risk premium and expected future spot rates embedded in Treasury forward to study the impact of short-term funding shortages on these quantities. Our approach is consistent with dynamic equilibrium models avoids arbitrage-free inconsistency problems exhibited by traditional methods. We find that money markets affect both expectations rate for all maturity rates. The leverage ratio intermediaries (primary dealers) significantly affects but not Yield curve inversion...

Climate mitigation policies are being introduced around the world to limit global warming, generating new risks economy.This paper develops a continuous time heterogeneous agents model study impact of carbon pricing policy shocks on corporate default risk and consequent transition dynamics.We derive closed-form solution probability based firms' intertemporal optimization decisions explicitly characterize speed.This allows for studying implications in an analytically tractable way.The is...

This paper studies an equilibrium model with heterogeneous agents, asset price bubbles, and trading constraints. Market liquidity is modeled as a stochastic quantity impact from on the price. Bubbles are larger in liquid markets when constraints more binding. Systemic risk defined unanticipated shock that results nonexistence of economy. A realization systemic significant loss wealth. increases as: (i) fraction agents seeing bubble increases, (ii) market becomes illiquid, (iii) relaxed.

We develop a dynamic general equilibrium asset pricing model with heterogeneous beliefs to study the effects of monetary policy on prices, risk premia, price bubbles, and financial stability. Bubble premia arise from an interaction between disagreements among investors trading constraints. Under non-accommodative policy, liquidity adjusted bubble increase. propose new framework for respect bubbles. What matters is constrained fraction/mass agents that disagree about fundamentals (i.e....

This paper estimates term risk premium and expected future spot rates embedded in Treasury forward to study the impact of short-term funding shortages on these quantities. Our approach is consistent with dynamic equilibrium models avoids arbitrage-free inconsistency problems exhibited by traditional methods. We find that money markets affect both expectations rate for all maturity rates. The leverage ratio intermediaries (primary dealers) significantly affects but not Yield curve inversion...