Journal of Forecasting, EarlyView.ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
US Antibiotic Importation and Supply Chain Vulnerabilities.
JAMA Health ForumSocal MP +5 more
europepmc +1 more source
The impact of tokenization on the trading process costs and carbon emission: Empirical study on the ODDO BHF Bond. [PDF]
Carbon Balance ManagBelkhiria S, Abid E, Khiari W.
europepmc +1 more source
Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now
Journal of Forecasting, EarlyView.ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley +1 more source
The impact of data protection laws on Chinese digital cross-border mergers and acquisitions: A quasi-natural experiment based on the EU's general data protection regulation. [PDF]
PLoS OneYu M, Ye X.
europepmc +1 more source
Practice adoption in MNCS: A multi‐level interactionist model of trait activation
Global Strategy Journal, EarlyView.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 role of institutional quality, energy consumption, and trade openness in food production in major 19 agricultural economies. [PDF]
Sci RepÇelik H, Aytekin İ, Kızılkaya S.
europepmc +1 more source
Further offshoring, nearshoring, and reshoring: Exploring the role of experience
Global Strategy Journal, EarlyView.Abstract Research Summary This study examines the role of firms' experience in shaping strategic decisions to relocate offshored activities. Adopting an experiential learning perspective, we test the influence of two types of experience—international production experience and reshoring experience—on the choice of relocating to another foreign country ...
Daniel Pedroletti +2 more
wiley +1 more source
Does China's corporate two-way foreign direct investment mitigate environmental pollution? [PDF]
PLoS OneYang F, Chen T, Han L, Wang S.
europepmc +1 more source
Knowledge sourcing, geopolitics, and FDI: An empirical analysis on the US green and digital sectors
Global Strategy Journal, EarlyView.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