Results 61 to 70 of about 13,921 (215)
International Journal of Finance &Economics, EarlyView.ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho +3 more
wiley +1 more source
Convergence of stochastic process with Markov switching [PDF]
Математичні Студії, 2012 It has been established sufficient conditions for the convergence of a multi-dimensional stochastic process in the case of dependence of the regression function on the environment, which is described by Markov switchings.
O. I. Kiykovska, Ya. M. Chabanyuk
doaj
How Is FinTech Shaping Household Portfolio Behaviour?
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines how FinTech adoption influences household portfolio allocation across major advanced economies. Using a flow‐of‐funds framework and the Almost Ideal Demand System (AIDS), we model household demand for currency, deposits, loans, debt securities, and equity in the United States, United Kingdom, Euro Area, Japan and Australia.
Victor Murinde, Athina Petropoulou
wiley +1 more source
AxiomsThis paper introduces a rigorous class of two-dimensional Markov-switching autoregressive moving-average (2D MS-ARMA) models for spatial lattice data exhibiting regime-dependent dynamics.
Khudhayr A. Rashedi +3 more
doaj +1 more source
Nanopore direct RNA sequencing and the epitranscriptome: Advances in mapping native RNA landscapes
iMeta, EarlyView.Nanopore direct RNA sequencing advances transcriptomics by capturing full‐length transcripts and multiple RNA modifications; this review details its principles, workflows, tools, applications, challenges, and future research potential. Abstract Nanopore direct RNA sequencing (DRS) has transformed transcriptomics by enabling single‐molecule, long‐read ...
Tianyuan Zhang +27 more
wiley +1 more source
Estimating the risk of SARS-CoV-2 deaths using a Markov switching-volatility model combined with heavy-tailed distributions for South Africa. [PDF]
BMC Public Health, 2022 Mthethwa N, Chifurira R, Chinhamu K.
europepmc +2 more sources
Inference and forecasting phase shift regime of COVID-19 sub-lineages with a Markov-switching model. [PDF]
Microbiol Spectr, 2023 Noh E, Hong J, Yoo J, Jung J.
europepmc +1 more source
Journal of Applied Econometrics, EarlyView.ABSTRACT The effects of monetary policy shocks are regularly estimated using high‐frequency surprises in asset prices around central bank meetings as an instrument. These studies, insofar as they explicitly model the relationship between instrument and structural shock, assume a constant relationship between the instrument and the monetary policy shock.
Pooyan Amir‐Ahmadi +2 more
wiley +1 more source
Dynamic Effects of Crude Oil Price Movements: a Sectoral Examination [PDF]
Romanian Economic Journal, 2019 The study employs the Markov switching regression to examine the dynamic effects of crude oil price movements on sector returns in Saudi Arabia, the United Arab Emirates, China and India given the impact of the global factor. The evidence from the Markov
Isah Wada
doaj
Synchronization in Cycles of China and India During Recent Crises: A Markov Switching Analysis. [PDF]
J Quant Econ, 2023 Dua P, Tuteja D.
europepmc +1 more source