Results 281 to 290 of about 72,436 (339)
Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
wiley +1 more source
ABSTRACT This study examines how sovereign sustainable bond issuance affects the yields and liquidity of corporate sustainable bonds in eight Asian markets. Using panel vector autoregression (VAR) and daily data from 2018 to 2024, we find that initial sovereign sustainable bond issuance improves corporate sustainable bond liquidity and reduces yield ...
Seiwan Kim +4 more
wiley +1 more source
ABSTRACT Recent global shocks have triggered sharp spikes in international food and fertilizer prices, raising concerns about their domestic impacts. This study examines the extent to which international price levels and volatility are transmitted to domestic food and fertilizer markets in seven Central American countries.
Manuel A. Hernandez +5 more
wiley +1 more source
Electoral responses to economic crises
Abstract How do voters respond to economic crises: Do they turn against the incumbent, reward a certain political camp, polarize to the extremes, or perhaps continue to vote much like before? Analyzing extensive data on electorates, parties, and individuals in 24 countries for over half a century, we document a systematic pattern whereby economic ...
Yotam Margalit, Omer Solodoch
wiley +1 more source
Abstract Background There is growing interest in the relationship between sleep disorders and erectile dysfunction. We present the results from a 2015 follow‐up study in relation to the 2007 edition of Epidemiologic Sleep Study (EPISONO), a population‐based sleep study conducted in São Paulo, Brazil, and from the 4th edition of EPISONO (2018), with ...
Monica Levy Andersen +4 more
wiley +1 more source
Detecting Critical Change in Dynamics Through Outlier Detection with Time‐Varying Parameters
Abstract Intensive longitudinal data are often found to be non‐stationary, namely, showing changes in statistical properties, such as means and variance‐covariance structures, over time. One way to accommodate non‐stationarity is to specify key parameters that show over‐time changes as time‐varying parameters (TVPs). However, the nature and dynamics of
Meng Chen +2 more
wiley +1 more source
Abstract The stationary autoregressive model forms an important base of time‐series analysis in today's psychology research. Diverse nonstationary extensions of this model are developed to capture different types of changing temporal dynamics. However, researchers do not always have a solid theoretical base to rely on for deciding a‐priori which of ...
Yong Zhang +4 more
wiley +1 more source
Buffer or Conduit? Global Agri‐food Value Chains and Food Price Transmission
Abstract In an era of volatile global markets, stabilizing domestic food prices has become increasingly critical. This paper examines how participation in global agri‐food value chains (GVCs) influences food price transmission through a robust two‐step regression framework.
Mohammed Beroud, Titus O. Awokuse
wiley +1 more source

