This paper investigates the asymmetric and nonlinear transmission of real output and economic policy uncertainty to insurance premiums for the US economy over the annual period of 1980–2014. Using the most up-to-date ...
This paper investigates the asymmetric and nonlinear transmission of financial and energy
prices to US five-year financial CDS sector index spreads for the banking, financial services
and insurance sectors in the short- ...
Unlike prior studies, this study examines the nonlinear, asymmetric and quantile effects of aggregate commodity index and gold prices on the price of Bitcoin. Using daily data from July 17, 2010 to February 2, 2017, we ...
