Results 31 to 40 of about 1,347 (161)

Cryptocurrencies Intraday High-Frequency Volatility Spillover Effects Using Univariate and Multivariate GARCH Models

International Journal of Financial Studies, 2022
Over the past years, cryptocurrencies have drawn substantial attention from the media while attracting many investors. Since then, cryptocurrency prices have experienced high fluctuations. In this paper, we forecast the high-frequency 1 min volatility of
Apostolos Ampountolas
doaj   +1 more source

Brexit and Its Impact on EU Financial Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin, Gulnur Muradoglu, Vasileios Pappas, Sheeja Sivaprasad   +3 more
wiley   +1 more source

The Retention Dilemma in Academic Dentistry: Navigating Challenges, Cultivating Solutions

Journal of Dental Education, EarlyView.
ABSTRACT The shortage of dental faculty in US dental schools has emerged as a critical concern, undermining institutions' ability to sustain optimal faculty‐to‐student ratios and ensure educational excellence. This paper synthesizes national workforce data, institutional climate surveys, and recent literature to examine multifactorial barriers to ...
Salwa Mekled, Roopwant Kaur, J. R. Gonzalez, Carlos Jurado   +3 more
wiley   +1 more source

Empirical Research on VAR Model Based on GJR-GARCH, EVT and Copula [PDF]

Science Journal of Applied Mathematics and Statistics, 2015
In this paper, we establish GJR-GARCH models to extract the residuals of logarithmic returns of two index--- New York stock exchange composite index (NYA) and NASDAQ. and estimate the distribution function of the residuals utilizing Gaussian kernel method and Extreme Value Theory.
openaire   +1 more source

Nests in trees are as good as or better than cliffs for two formerly persecuted, primarily cliff nesting eagles in Spain: a cautionary tale in defining the habitat of range‐restricted or threatened species

Wildlife Biology, EarlyView.
In the late‐20th century, golden and Bonelli's eagles suffered population declines on the Iberian Peninsula, partly due to human persecution. Habitat assessments – especially for Bonelli's eagles – always found or assumed strong associations with cliffs that provided nesting sites.
Ryan Baumbusch, Jesus Bautista, Jose Rafael Garrido, Ian Newton, Miguel Ferrer, Virginia Morandini   +5 more
wiley   +1 more source

Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach

Theoretical Economics Letters, 2019
This paper proposes a multivariate VAR-BEKK-GJR-GARCH volatility model to assess the dynamic interdependence among stock, bond and money market returns and volatility of returns. The proposed model allows for market interaction which provides useful information for pricing securities, measuring value-at-risk (VaR), and asset allocation and ...
Hira Aftab, Rabiul Alam Beg, Sizhong Sun, Zhangyue Zhou   +3 more
openaire   +2 more sources

Development of Betalactam‐Predictor: A Clinical Decision Tool for Delabeling Low‐Risk Betalactam Allergy Patients. Initial Validation in Penicillin Allergy

Allergy, EarlyView.
BL‐Predictor has emerged as a new tool for delabeling penicillin allergy. External validation has shown a specificity of 93% for detecting low‐risk patients. This score could potentially reduce diagnostic costs and the negative consequences associated with incorrect antibiotic allergy labels.
Marina Labella, Rafael Nuñez, Inmaculada Doña, Julia Rodríguez de Guzmán, Esther Moreno, Lene Heise Garvey, Jose Julio Laguna, Annick Barbaud, Patrizia Bonnadona, Jonas Bredtoft Boel, Holger Mosbech, Giovanna Sfriso, Mariana Castells, Elizabeth Phillips, María José Torres   +14 more
wiley   +1 more source

Left Behind in Lockdown: A Scoping Review of COVID‐19's Impact on the Lives of Transition‐Age Foster Youth

Child &Family Social Work, EarlyView.
ABSTRACT This scoping review asked: What is known about the scope and nature of research on the COVID‐19 pandemic and its effects on older youth with foster care experience in the United States, including the types of studies, samples and outcomes examined?
Johanna K. P. Greeson, Sarah Wasch, John R. Gyourko, Antonio R. Garcia, Hannah Bennett, Kate Greco, Liya Cha   +6 more
wiley   +1 more source

Social media and financial markets: The impact of Twitter sentiment on the Johannesburg Stock Exchange

Modern Finance
This study examines the effect of Twitter-derived investor sentiment on stock market volatility in South Africa using daily data for the JSE All Share Index from 2016 to 2023.
Thiasha Naidoo
doaj   +1 more source

COVID-19, Government Response, and Market Volatility: Evidence from the Asia-Pacific Developed and Developing Markets

Economies, 2020
This study examines the relationship between COVID-19, government response measures, and stock market volatilities for 11 developed and developing economies within the Asia-Pacific region. Our period of study is between 15 February–30 May 2020. Using the
Izani Ibrahim, Kamilah Kamaludin, Sheela Sundarasen   +2 more
doaj   +1 more source