Multiple Chains Markov Switching Vector Autoregression
ABSTRACT Both the U.S. stock and bond returns exhibit distinct Markovian regimes. However, because these regimes display limited coherence, conventional models typically require highly parameterized systems to adequately capture their joint distribution.
Leopoldo Catania
wiley +1 more source
Consumer credit evaluation model for free trade ports by a sparse attention transformer and graph neural network. [PDF]
Wu M, Sabri MF, Meng C, Wang S.
europepmc +1 more source
The Effects of U.S. Monetary Policy Shocks on Portfolio Diversification
ABSTRACT We investigate the impact of changes in U.S. monetary policy on portfolio diversification. We build four different types of portfolios, including a U.S.‐only, a stock‐bond (60/40) portfolio, an international diversified stock portfolio, and an asset diversified portfolio.
Rong Huang +2 more
wiley +1 more source
Altered stress and fear responses in the VPA rat model of autism: Behavioral dissociation across tactile, nociceptive, and social contexts. [PDF]
Hashiguchi D, Dias AL, Romcy-Pereira RN.
europepmc +1 more source
Abstract This article examines the embodied and institutional forms of marginalization experienced by Mexican deportees in Tijuana. Drawing on ethnographic fieldwork conducted in clinics and social service organizations, it explores how deportees are corporeally stigmatized, denied legal recognition, and pathologized as addicts in need of coercive ...
Carlos Martinez
wiley +1 more source
Bank Resolution Trade-Offs Under Coupled Liquidity and Credit Risks: An Agent-Based Network Analysis of Systemic Stability. [PDF]
Gao Q, Pan H, Liu Y, Chen N.
europepmc +1 more source
Beyond safety net value(s): Tourist hotel rooms for people experiencing homelessness
Abstract This article examines the shape of care and value through an ethnographic study of an intensive, temporary housing intervention for people experiencing homelessness in San Francisco, California, during the COVID‐19 pandemic. Building on a new anthropological theory of value, the results highlight the slipperiness between surveillance and care,
Naomi C. Schoenfeld
wiley +1 more source
Study on the spillover effects of tail risks in the supply chain of China's pharmaceutical industry. [PDF]
Wang C, Xu M, Xu M.
europepmc +1 more source
Diet and leishmaniasis in the Ecuadorian Amazon
Abstract In Ecuador's Amazon, Indigenous communities affected by leishmaniasis often modify their diets as part of their health‐seeking practices. Drawing on qualitative research with sixty‐eight participants from seven Indigenous groups, this study explores how and why patients’ diets shift in pursuit of healing from leishmaniasis.
Veronica Cristina Vargas Roman
wiley +1 more source

