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Journal of Forecasting, Volume 45, Issue 5, Page 2213-2237, August 2026.ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková +4 more
wiley +1 more source
Diebold Symposium Schedule 2000
, 2000 2 pages. Designed using Microsoft Office. 8.5"x11"Schedule for the Diebold Symposium held Thursday, April 27, to Saturday, April 29, 2000 on the campus of Kalamazoo College.
Kalamazoo College
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ECONOMICSThe main goal of this study is to look at how the Indian stock market benchmark index Nifty 50, the price of gold, the price of crude oil, the USD/INR exchange rate, and natural gas are all dynamically linked to each other.
Agrawal Pravin Kumar +5 more
doaj +1 more source
Testing for Contagion in International Financial Markets: To See More, Go Higher
Financial Review, Volume 61, Issue 3, Page 725-763, August 2026.ABSTRACT Traditional measures of financial contagion rely on correlation shifts, overlooking higher moments such as skewness and kurtosis. We examine contagion during two major financial crises, incorporating lower‐ and higher‐moment measures. We analyze stock market returns from 22 major markets at different frequencies, offering a global perspective ...
Simeon Coleman, Vitor Leone
wiley +1 more source
Diebold Symposium Schedule 2012
, 2012 1 Broadside. Designed using Microsoft PowerPoint. 48"W x 36"HSchedule for the 29th Annual Diebold Symposium held Thursday, April 26, to Saturday, April 28, 2012, on the campus of Kalamazoo College. “The Herbivore’s Dilemma: Never Enough Nitrogen” was the
Kalamazoo College
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Diebold Symposium Schedule 2008
, 2008 1 Broadside. Designed using Microsoft PowerPoint. 48"W x 36"HSchedule for the 26th Annual Diebold Symposium held Thursday, May 1, to Saturday, May 3, 2008 on the campus of Kalamazoo College. “Finding Your Inner Fish” was the Keynote Address and
Kalamazoo College
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Unraveling COVID-19-induced volatility spillover: a study of the dynamic interplay between NIFTY 50 spot and options markets [PDF]
Seonmul yeonguThis study unravels the transmission of volatility spillovers between NIFTY 50 spot prices and the options market, addressing a significant gap in existing studies.
Nisha Tokas +4 more
doaj +1 more source
Dynamic Network Connectedness of Bitcoin Markets: Evidence from Realized Volatility
Frontiers in Physics, 2020 In this paper, we explore the volatility spillovers across different Bitcoin markets. We decompose the realized volatility into common and idiosyncratic volatilities, as well as the good and bad volatilities.
Shuanglian Chen, Hao Dong
doaj +1 more source
Agribusiness, Volume 42, Issue 3, Page 869-885, Summer 2026.ABSTRACT The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley +1 more source
Inflation Propagation in Production
Australian Economic Review, Volume 59, Issue 2, Page 157-172, June 2026.ABSTRACT Background Inflationary pressures in an increasingly interconnected production system reflect not only aggregate or isolated sectoral shocks but also their propagation through supply‐chain networks. Methods This paper examines the mechanisms underlying inflation transmission in a small open economy, using industry‐level data for Australian ...
Thuy Hang Duong
wiley +1 more source