Results 41 to 50 of about 768 (142)
Time-frequency connectedness between Thailand and international stock markets during crises [PDF]
Seonmul yeonguPurposeThis study provides a thorough analysis of the dynamic connectedness between the Thai stock market and its major trading partners, including China, Japan and the USA, during periods of crisis.
Surachai Chancharat, Nongnit Chancharat
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Local Attention and ASEAN-5 Connectedness: A TVP-VAR and GARCH-MIDAS Analysis
RisksWe show that financial integration in emerging Asia is state-dependent in the sense that cross-market linkages vary systematically across regimes of global uncertainty and market stress.
Faten Chibani, Jamel Eddine Henchiri
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A Time-Varying Coupling Analysis of Expressway Traffic Volume and Manufacturing PMI
Journal of Advanced Transportation, 2021 This study investigates the time-varying coupling relationship between expressway traffic volume and manufacturing purchasing manager index (PMI). First, for the traffic volume and manufacturing PMI time-series data, unit root stability test and Johansen
Shuo Sun +5 more
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Monetary Policy, Investor Sentiment and Stock Price Bubble: Evidence From China
Accounting &Finance, EarlyView.ABSTRACT The empirical results indicate that an increase in interest rates may stimulate a significant and persistent stock price bubble, which is consistent with rational asset price bubble theory. This finding suggests that central banks should implement anti‐turbulent monetary policy with caution, since inappropriate tightening may unintentionally ...
Jiahao Gong +3 more
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Financial InnovationThis paper employs wavelet coherence, Cross-Quantilogram (CQ), and Time-Varying Parameter Vector-Autoregression (TVP-VAR) estimation strategies to investigate the dependence structure and connectedness between investments in artificial intelligence (AI ...
Christian Urom +3 more
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Developmental Medicine &Child Neurology, EarlyView.CIF: Classificação Internacional de Funcionalidade, Incapacidade e Saúde. Resumo Objetivo Identificar os desfechos e instrumentos padronizados utilizados para medir mudanças após intervenções fisioterapêuticas realizadas via telessaúde em crianças e jovens com paralisia cerebral, de acordo com os domínios da Classificação Internacional de ...
Isabella S Christovão +6 more
wiley +1 more source
Ekonomi, Politika & Finans Araştırmaları DergisiBu çalışmanın amacı, risk şokları ile Türkiye’de finansal varlıklar arasındaki yayılım etkisinin TVP-VAR genişletilmiş ortak bağlantılılık yaklaşımına dayalı wavelet uyum analizi ile incelemektir. Bu amaç doğrultusunda, BIST100 Endeksi, Brent ham petrol,
Aslan Aydoğdu
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The Evolving Transmission of Uncertainty Shocks in the United Kingdom
Econometrics, 2016 This paper investigates if the impact of uncertainty shocks on the U.K. economy has changed over time. To this end, we propose an extended time-varying VAR model that simultaneously allows the estimation of a measure of uncertainty and its time-varying ...
Haroon Mumtaz
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Financial Markets, Institutions &Instruments, EarlyView.ABSTRACT This paper studies the determinants of banks' and fintech companies' systemic risk. We adopt both a systemic and firm‐level perspective and consider not only factors traditionally used to explain systemic riskiness, which have never been applied to the fintech sector, but also the new potential source of instability, for both banks and fintech
Domenico Curcio +3 more
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Exploring the Nature and Dynamics of Monetary–Fiscal Policy Interactions in South Africa
RisksUnderstanding the nature of monetary and fiscal policy interactions has gained more importance over the years, especially within the context of the global financial crisis and the recent COVID-19 pandemic.
Amanda Mavundla +2 more
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