Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley +1 more source
Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]
Zeng J, Wu J.
europepmc +1 more source
Speaking for Dionysus: Empathy and choral advocacy in Aristotle and Nietzsche
Abstract This essay argues for an abiding connection between empathy and advocacy by revealing their unrecognized parallels in Aristotle and Nietzsche. The argument makes three new claims. First, I identify an ancient form of sharing emotions, unnamed in but fundamental to Aristotle's Rhetoric, that I call “empathy by analogy.” Next, I show that the ...
Ellwood Wiggins
wiley +1 more source
Emotionally based strategic communications as a new tool in defensive cognitive warfare. [PDF]
Ćosić K, Popović S, Wiederhold B.
europepmc +1 more source
The impact of China's clean energy market on the market connectivity of rare earth industrial chain. [PDF]
Li J, Zhao Y, Dou S, Zhu Y, Xu D.
europepmc +1 more source
Lived Experiences of Moral Disengagement Among Nursing Faculty in the West Bank: A Hermeneutic Phenomenological Study. [PDF]
Shouli M +5 more
europepmc +1 more source
ABSTRACT COVID‐19 amplified the issue of public resistance to government vaccination programs. Little attention has focused on people's moral reasons for noncompliance, which differ from—but often build upon—the epistemic claims they make about vaccine safety and efficacy, disease severity, and the trustworthiness of government. This study explores the
Katie Attwell +4 more
wiley +1 more source
Structured digital health intervention for leprosy awareness: a case study of analyzing public engagement and sentiment in a Sri Lankan leprosy awareness campaign on Facebook. [PDF]
Wijesinghe MSD +7 more
europepmc +1 more source
Ignaz Philipp Semmelweis (1818-1865) - a public health visionary and champion of hand hygiene. [PDF]
Ravel V, Pandiyan C, Chandran K.
europepmc +1 more source
Characteristic scales and adaptation in higher-order contagions. [PDF]
Burgio G, St-Onge G, Hébert-Dufresne L.
europepmc +1 more source

