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Lisa Pierotti, Cristiano Fidani, Gianluca Facca and Fabrizio Gherardi
Variations in the CO2 dissolved in water springs have long been observed near the epicenters of moderate and strong earthquakes. In a recent work focused on data collected during the 2017?2021 period from a monitoring site in the Northern Apennines, Ital...
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Nassar S. Al-Nassar
This study contributes to the ongoing debate on the size effect and size-based investment styles by investigating the return and volatility spillovers and time-varying conditional correlations among Saudi large-, mid-, and small-cap indices. To this end,...
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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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Luisanna Cocco, Roberto Tonelli and Michele Marchesi
In this paper, we investigate the role of Bitcoin as a safe haven against the stock market losses during the spread of COVID-19. The performed analysis was based on a regression model with dummy variables defined around some crucial dates of the pandemic...
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Yi-Chang Chen, Hung-Che Wu, Yuanyuan Zhang and Shih-Ming Kuo
The aim of this study is to investigate the herding of beta transmission between return and volatility. We have used the dynamic conditional correlation model with the mixed-data sampling (DCC-MIDAS) model for the analysis. The evidence demonstrates that...
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Alin Viorel Istodor, Laura-Cristina Rusu, Gratiela Georgiana Noja, Alexandra Roi, Ciprian Roi, Emanuel Bratu, Georgiana Moise, Maria Puiu, Simona Sorina Farcas and Nicoleta Ioana Andreescu
Examining specific patterns of major cranio-facial alterations through cephalometric measurements in order to improve the Prader?Willi (PWS) syndrome diagnostic poses a major challenge of identifying interlinkages between numerous credentials. These inte...
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C. Aris Chatzidimitriou-Dreismann
During the last few decades, considerable advances in quantum information theory have shown deep existing connections between quantum correlation effects (like entanglement and quantum discord) and thermodynamics. Here the concept of conditional entropy ...
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Wenzhuo Wang, Zengchuan Dong, Feilin Zhu, Qing Cao, Juan Chen and Xiao Yu
Streamflow simulation gives the major information on water systems to water resources planning and management. The monthly river flows in dry season often exhibit high autocorrelation. The headwater catchment of the Yellow River basin monthly flow series...
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Wendy Sidon Meira de Oliveira,André Nunes Maranhão
Pág. 569 - 603
We present in this study the results of volatility spillover in the Brazilian stock market, measured by conditional correlations. Using GARCH multivariate conditional correlations were estimated at 3 different models combining the Ibovespa index of the t...
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Ke Chen and Meng Wang
This paper examines the dynamic relationships between gold and stock markets in China. Using daily gold and stock indexes data, we estimated the DCC-GARCH model for the five bear markets since 31 October 2002, and simultaneously used different segments o...
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