Results 51 to 60 of about 6,108 (234)
How Regulation and Global Standing Shape Stock Market Co‐Movements: A G20 Panel Study
International Review of Finance, Volume 26, Issue 2, June 2026.ABSTRACT Motivated by post‐2020 fragmentation and underexplored institutional‐geopolitical drivers, we examine how regulatory quality (RQ) and global power (GP) shape stock‐market co‐movements across 17 G20 economies. We estimate time‐varying correlations via ADCC‐GARCH, construct a scaled correlation index, and apply panel ARDL. We find that higher RQ
Sama Haddad +4 more
wiley +1 more source
Energies, 2020 Scenario analysis combined with system and market modelling is a well-established method to evaluate technological and societal developments and their impacts on future energy pathways.
Matthias Kühnbach +3 more
doaj +1 more source
Transactions of the Philological Society, Volume 124, Issue 1, Page 168-199, March 2026.Abstract This study investigates the lexicographical potential of Medieval Latin documentation from the Venetian area of the Italo‐Romance domain, highlighting the need for a systematic approach to bridge Latin and vernacular linguistic developments. The project MEDITA – Medieval Latin Documentation and Digital Italo‐Romance Lexicography.
Jacopo Gesiot
wiley +1 more source
GARCH-BEKK currency, conventional stock index, and shariah stock index.
, 2023 GARCH-BEKK currency, conventional stock index, and shariah stock index.
Nevi Danila (17241744)
core +1 more source
بررسی سرایت پذیری بحران در نظام بانکی با رویکرد DCC و BEKK [PDF]
اقتصاد دفاع و توسعه پایدار, 2022 موضوع ریسک سیستمیک به عنوان یک ریسک سطح کلان که می تواند پایداری کل یک سیستم مالی را تحت تأثیر قرار دهد، بسیار حائز اهمیت است. از این رو تحقیق حاضر به بررسی عوامل خارج از بانک که موجب وقوع اثر دومینویی سرایت ورشکستگی (وقوع ریسک سیستمیک) در نظام بانکی می ...
موسی حسین زاده بیزکی +3 more
doaj
Journal of Economic Surveys, Volume 40, Issue 1, Page 443-468, February 2026.ABSTRACT Cryptocurrency markets are known for their wide price fluctuations, lack of central control, and fast‐paced development. These characteristics present serious challenges to traditional theories about how markets work and how prices reflect available information.
Giulia Fantini, Joy Jia, Chiara Oldani
wiley +1 more source
Multivariate GARCH models with spherical parameterizations: an oil price application
Financial InnovationIn popular Baba-Engle-Kraft-Kroner (BEKK) and dynamic conditional correlation (DCC) multivariate generalized autoregressive conditional heteroskedasticity models, the large number of parameters and the requirement of positive definiteness of the ...
Luca Vincenzo Ballestra +2 more
doaj +1 more source
Agricultural Economics, Volume 57, Issue 1, January 2026.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
Parameter estimates for conditional variances in VAR–Asymmetric BEKK BGARCH.
, 2023 Parameter estimates for conditional variances in VAR–Asymmetric BEKK BGARCH.
Gurkan Bozma (14784326) +3 more
core +1 more source
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models [PDF]
The management and monitoring of very large portfolios of financial assets are routine for many individuals and organizations. The two most widely used models of conditional covariances and correlations in the class of multivariate GARCH models are BEKK ...
Caporin, M., McAleer, M.J.
core +1 more source