Results 1 to 10 of about 35,058 (267)
Frontiers in Physics, 2022 This study analyzes the spillover effect and dynamic correlation of the China-US bean futures markets and discusses the relationship between the dynamic correlation of the bean futures price index and investor sentiment.
Binghui Wu, Ting Wang
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Oil price shocks, equity markets, and contagion effect in OECD countries [PDF]
The European Journal of Comparative Economics, 2020 This paper revisits the dynamic linkages between the Brent oil market and OECD stock markets. Econometrically, we use a multivariate corrected dynamic conditional correlation fractionally integrated asymmetric power ARCH (c-DCC-FIAPARCH) process ...
Khaled Guesmi +3 more
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The impact of COVID-19 on GCC equity and debt markets: Evidence from TVP-VAR estimation
Frontiers in Applied Mathematics and Statistics, 2022 COVID-19 has rapidly evolved into a global pandemic and has strongly impacted financial markets of the world, including the Gulf Cooperation Council (GCC) region.
Ali Murad Syed
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The dynamics of viral marketing [PDF]
ACM Transactions on the Web, 2006 We present an analysis of a person-to-person recommendation network, consisting of 4 million people who made 16 million recommendations on half a million products. We observe the propagation of recommendations and the cascade sizes, which we explain by a simple stochastic model.
Jure Leskovec +2 more
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Commodity Markets in Northeast Asia:Directions for Exports from the Russian Far East [PDF]
Пространственная экономика, 2010 The dynamic and structural changes transpiring on fish product and timber markets, as well as power industry product markets in Northeast Asia are considered.
Elena Ibragimovna Devaeva +1 more
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Dynamic multilateral markets [PDF]
International Journal of Game Theory, 2011 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Arnold Polanski, Emiliya Lazarova
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A dynamic model for housing price spillovers with an evidence from the US and the UK markets [PDF]
Journal of Capital Markets Studies, 2018 Purpose - The purpose of this paper is to introduce an empirical model for house price spillovers between real estate markets. The model is presented by using data from the US-UK and London-New York housing markets over a period of 1975Q1-2016Q1 by ...
Alper Ozun +2 more
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Financial market dynamics [PDF]
Physica A: Statistical Mechanics and its Applications, 2003 8 pages, 2 ...
Michael, Fredrick, Johnson, M. D.
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Dynamic matching market design [PDF]
Proceedings of the fifteenth ACM conference on Economics and computation, 2014 We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three perspectives: waiting, optimization, and information.
Mohammad Akbarpour +2 more
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Endogenous Market Structures and Labour Market Dynamics [PDF]
SSRN Electronic Journal, 2011 We propose a flexible prices model where endogenous market structures and search and matching frictions in the labour market interact endogenously. The interplay between firms’ endogenous entry, strategic interactions among producers and labour market frictions represents a strong amplification channel for technology shocks on labour market variables ...
Colciago A., ROSSI, LORENZA
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