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Dean Fantazzini
In this paper, we analyzed a dataset of over 2000 crypto-assets to assess their credit risk by computing their probability of death using the daily range. Unlike conventional low-frequency volatility models that only utilize close-to-close prices, the da...
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Anna Wajs-Bonikowska, Lukasz Szoka, Pawel Kwiatkowski and Ewa Maciejczyk
Greek fir (Abies cephalonica) seeds and cone scales were used, for the first time, for an analysis of their biologically active volatile compounds. It was observed that the yield of seed essential oil was 18%, which, among plants, is impressive. The seed...
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Agnieszka Kleszcz and Krzysztof Rusek
This paper provides new insights into the causal effects of the enlargement of the European Union (EU) on patent performance. The study focuses on the new EU member states (EU-13) and accession is considered as an intervention whose causal effect is esti...
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Boris Andreev, Georgios Sermpinis and Charalampos Stasinakis
Ever since the start of the coronavirus pandemic, lockdowns to curb the spread of the virus have resulted in an increased interest of retail investors in the stock market, due to more free time, capital, and commission-free trading brokerages. This inter...
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Inzamam UI Haq, Hira Nadeem, Apichit Maneengam, Saowanee Samantreeporn, Nhan Huynh, Thasporn Kettanom and Worakamol Wisetsri
The high volatility and energy usage of rare earths have raised sustainable and financial concerns for environmentalists and sustainable investors. Therefore, this paper aims to investigate time-varying volatility transmission among rare earths elements,...
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Nassar S. Al-Nassar and Beljid Makram
This study investigates return and asymmetric volatility spillovers and dynamic correlations between the main and small and medium-sized enterprise (SME) stock markets in Saudi Arabia and Egypt for the periods before and during the COVID-19 pandemic. Ret...
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Abdul Mahidud Khan,Sakib Bin Amin,Adib Ahmed,Tanzila Sultana
Pág. 100 - 107
We examine the long-run relationship between tourism development and economic growth using the Nonlinear Autoregressive Distributed Lag (NARDL) model for Bangladesh using annual data from 1980-2016. We find an asymmetric relationship between tourism and ...
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Alexander Faehnle and Mariangela Guidolin
In an environment such as e-commerce, characterized by the presence of numerous agents, competition based on product characteristics is a very important aspect. This paper proposes a model based on vector autoregressive processes (VAR) and Lasso penaliza...
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Laetitia Paule SOKENG DONGFACK,Hongbing OUYANG
Pág. 80 - 100
JEL. C32, E41, E21, F32, F45.
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Mangalani Peter MAKANANISA,Cathrine Thato KOLOANE,Friedrich SCHNEIDER
Pág. 27 - 46
JEL. C32, H26, I2, O17, P48.
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