Intraday Functional PCA Forecasting of Cryptocurrency Returns
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source
Free Trade Agreements Between Developing and Industrialized Countries: Comparing the U.S.-Jordan FTA with Mexico's Experience Under NAFTA [PDF]
Developing countries are participating in bilateral and multilateral trade agreements in record numbers. Despite their eagerness to improve market access, fears remain that trade liberalization with large industrialized nations will erode infant ...
Chomo, Grace V.
core +1 more source
In pursuit of national interest: change and continuity in Malaysia’s foreign policy towards the middle east [PDF]
Malaysia’s foreign policy has traditionally been focussed on Southeast Asia and its friends in the West. As such, the Middle East was not a priority area in its foreign policy despite the long established historical, social and religious connections that
Ruhanas Harun,
core
Time Integrals Under the Black–Scholes–Merton and Margrabe Economies
ABSTRACT The problem of integrating the Black, Scholes, and Merton (BSM) formula with respect to the time variable is paramount for an economist. Inspired by the real options literature, Shackleton and Wojakowski offer analytic formulae for valuing finite maturity (profit) caps and floors that are contingent on continuous flows following a lognormal ...
José Carlos Dias +3 more
wiley +1 more source
THE MAIN DIRECTIONS OF MALASIA FOREIGN ECONOMIC RELATIONS
The articles views one of the most prosperous and rapidly developing countries of Eastern Asia and of Association of South-Eastern Asia Nations. It present the modern statistical data on this country's foreign economic activity.
E. .. . Islamov
doaj
Trends of foreign trade and its development in Georgia [PDF]
Georgian foreign trade relations are characterized by a number of problems and features but it is also clear that at present it is extremely important for Georgia to deepen trade and economic relations with developed countries than with the countries of
Gelashvili, M.
core
Practice adoption in MNCS: A multi‐level interactionist model of trait activation
Abstract Research Summary Sharing knowledge through organizational practices is an important source of advantage for multinational corporations (MNCs). While prior research on practice adoption by subsidiaries of MNCs has identified several individual and organizational factors, this study examines their interplay in the context of HQ‐mandated ...
Sven Kunisch +4 more
wiley +1 more source
The changing nature of the U.S. balance of payments [PDF]
Earnings on cross-border investments figure only marginally in net estimates of the U.S. current account, but they represent an increasingly large share of gross flows between the United States and other nations.
Cédric Tille, Rebecca Hellerstein
core +1 more source
Knowledge sourcing, geopolitics, and FDI: An empirical analysis on the US green and digital sectors
Abstract Research Summary This paper examines how foreign direct investment (FDI) shapes firms' sourcing of knowledge in the digital and green domains under rising geopolitical frictions. We assemble a firm–country dyadic panel (2013–2020) linking US patent backward citations to firms' FDI, enriched with bilateral geopolitical distance and host‐country
Alberto Maria Radici
wiley +1 more source
Russia’s foreign economic cooperation in the context of sanctions: new features
Introduction. In the context of unprecedented sanctions pressure on the Russian economy, due to the restraint of economic growth by unfriendly countries, foreign economic cooperation is actively continuing through participation in international ...
Z. O. Adamanova
doaj +1 more source

