Results 31 to 40 of about 572,132 (309)
Co-movement between GCC stock markets and the US stock markets: A wavelet coherence analysis
Cogent Business & Management, 2021 In this article, the co-movement between GCC and US stock market returns was investigated using the wavelet coherence method. The Dynamic Conditional Correlation GARCH (DCC-GARCH) modelling is then applied on time-varying components in order to provide a
Ali Matar +3 more
doaj +1 more source
A dynamic fragmentation of the misery index in Nigeria
Cogent Economics & Finance, 2017 This study adopts a dynamic approach to compute the level of economic distress in Nigeria. Quarterly series from 2002Q1 to 2016Q4 were utilized in computing the index.
K. Moses Tule +3 more
doaj +1 more source
Some Notes on the Formation of a Pair in Pairs Trading
Mathematics, 2020 The main goal of the paper is to introduce different models to calculate the amount of money that must be allocated to each stock in a statistical arbitrage technique known as pairs trading. The traditional allocation strategy is based on an equal weight
José Pedro Ramos-Requena +2 more
doaj +1 more source
Price dependence in the principal EU olive oil markets
Spanish Journal of Agricultural Research, 2013 The objective of this paper is to assess the degree and the structure of price dependence in the principal EU olive oil markets (Spain, Italy and Greece). To this end, it utilizes monthly olive oil price data and the statistical tool of copulas.
Christos Emmanouilides +2 more
doaj +1 more source
Dissecting Trade and Business Cycle Co-movement [PDF]
SSRN Electronic Journal, 2020 International business cycles are synchronized across developed economies. To understand this empirical phenomenon, I develop a multi-country real business cycle model with trade that embeds a comprehensive set of shocks. I match the data exactly with the endogenous outcomes of the model so that shocks fully account for the data, including GDP and ...
openaire +1 more source
Cogent Business & Management, 2022 The study examines the co-movement and dynamic causality between conventional and Islamic stock indexes in Bangladesh from 20 January 2014 to 31 August 2019.
Mohammad Sahabuddin +5 more
doaj +1 more source
Does innovation co-move with FDI? Evidence from OECD countries [PDF]
Panoeconomicus, 2022 In this study, the panel co-integration test combined with structural breaks was used to explore the long-term co-movement between FDI and patent and trademark applications, in accordance with 33 OECD countries from 1999 to 2018.
Chang Chun-Ping
doaj +1 more source
Decomposing global yield curve co-movement [PDF]
Journal of Banking & Finance, 2017 This paper studies the co-movement of global yield curve dynamics using a Bayesian hierarchical factor model augmented with macroeconomic fundamentals. Our data-driven approach is able to pin down the drivers of yield curve dynamics and produce plausible term premium estimates. We reveal the relative importance of global shocks through two transmission
Byrne, Joseph P. +2 more
openaire +2 more sources
Calibration of Low-Cost NO2 Sensors through Environmental Factor Correction
Toxics, 2021 Low-cost air quality sensors (LCSs) have become more widespread due to their low cost and increased capabilities; however, to supplement more traditional air quality networks, the performance of these LCSs needs to be validated. This study focused on NO2
Jason A. Miech +6 more
doaj +1 more source
Frontiers in Neuroscience, 2023 IntroductionCognitive decline is common in Parkinson’s disease (PD). Calculating personalized risk of cognitive decline in PD would allow for appropriate counseling, early intervention with available treatments, and inclusion in disease-modifying trials ...
Tara C. Carlisle +7 more
doaj +1 more source