Results 21 to 30 of about 54,528 (304)
Exploring the dynamic connectedness between commodities and African equities
Market participants, regulators, and practitioners might have disregarded the prospective integration of African markets and the integration of commodity markets with traditional markets.
Samuel Kwaku Agyei, Ahmed Bossman
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Dynamic connectedness analysis between crude oil price changes and Polish stock market sectors [PDF]
The price of oil has registered important fluctuations over time. The crisis caused by the emergence of the COVID-19 virus caused a significant drop in the price of oil. Therefore, this article presents the research results of the spillovers of oil price
Viorica Chirilă, Alina Cristina Nuta
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Foreign Capital in Africa: Theories, Strategies and Novations
Historically, foreign capital has played a significantly larger role in the functioning of African economies than in other large developing regions. The past 20 years have been a period of rapid economic growth in Africa, accompanied by a dynamic growth ...
L. L. Fituni
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Market participants, policymakers, and practitioners might have ignored the connection between global commodities and the currency markets in sub-Saharan Africa and the potential for contagion at various time scales. We examine the degree of time-varying
Richard Takyi Opoku +3 more
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This paper continues the ongoing debate on the importance of agglomeration externalities that may impact innovation development and the high-technology sector in regional economies.
Angi Skhvediani, Sergey Sosnovskikh
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Macro-financial spillovers [PDF]
Scientific and Technological Research Council of Turkey (TÜBİTAK); The authors wish to thank participants of the 2016 FMA Annual Meeting in Las Vegas, the 2016 Financial Econometrics and Empirical Asset Pricing Conference at Lancaster University, the Barcelona GSE Summer Forum at Universitat Pompeu Fabra, the 11th Computational and Financial ...
Cotter, John +2 more
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A Bayesian Entropy Approach to Sectoral Systemic Risk Modeling
We investigate the dynamics of systemic risk of European companies using an approach that merges paradigmatic risk measures such as Marginal Expected Shortfall, CoVaR, and Delta CoVaR, with a Bayesian entropy estimation method. Our purpose is to bring to
Radu Lupu +3 more
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AbstractIt is notoriously difficult to identify peer effects within the family. Using administrative data on children from both Florida and Denmark, the paper examines the effects of having a disabled younger sibling. To address the identification challenge, the paper compares the differential effects for first- and second-born children in three-plus ...
Black, Sandra E +7 more
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Spillovers and Asset Allocation [PDF]
There is a large and growing literature on spillovers but no study that systematically evaluates the importance of spillovers for portfolio management. This paper provides such an analysis and demonstrates that spillovers are fully embedded in estimates of expected returns, variances, and correlations and that estimation of spillovers is not necessary ...
Lai T. Hoang, Dirk G. Baur
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A strategic look at global wheat production, productivity and R&D developments
The 20th century began with a rapid ramping up of national investments in and institutions engaged with research for food and agriculture. As the 21st century unfolds, the global science and agricultural development landscapes are changing in substantive
P. G. PARDEY
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