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Economics: Recent submissions
Now showing items 1-20 of 1498
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(MDPI, 2023-11)We examine the impact of the global economic activity, oil supply, oil-specific consumption demand, and oil inventory demand shocks on the expected aggregate skewness of the United States (US) economy, obtained based on ...
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(Elsevier, 2024-06)This paper predicts the daily return volatility of 28 advanced and developing stock markets using monthly metrics of the corresponding country and global energy-related uncertainty indexes (EUIs) recently proposed in the ...
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(Elsevier, 2024-07)Despite the well-established link between physical activity and positive health outcomes, much of the world’s population remains inactive. Many people don’t invest in health behaviours, such as physical activity, in the ...
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(American Institute of Mathematical Sciences, 2023-09-26)We examine the potential of gold and other precious metals as safe havens during negative market shocks caused by the Global Financial Cycle (GFCy). We analyze a vast global vector autoregressive (GVAR) model that includes ...
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(Emerald, 2024)PURPOSE : This study aims to construct alternative models to establish the dynamic nexus between inflation and housing prices by estimating the short- and long-run relationship between housing prices and inflation for ...
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(Springer, 2024-05)In this paper, we employ the generalized autoregressive conditional heteroscedasticity-mixed data sampling (GARCH-MIDAS) framework to forecast the daily volatility of state-level stock returns in the United States (US) ...
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(BMC, 2023-03-20)BACKGROUND : The COVID-19 pandemic and the climate emergency threaten progress in reaching many of the Sustainable Development Goal (SDG) targets by 2030. The under-5 mortality and maternal mortality rates are well below ...
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(Emerald, 2024)PURPOSE : This study aims to construct alternative models to establish the dynamic relationship between exchange rates and housing affordability by estimating both the short- and long-run relationship between exchange ...
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Climate change-stock return volatility nexus in advanced economies : the role of technology shocks (Emerald, 2024-05)PURPOSE : Given the systemic nature of climate change, there are many interdependencies between its primary components and feedback loops, emphasising the need to simultaneously consider the stock market implications ...
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(Elsevier, 2024-08)By introducing a new generalized forecast error variance decomposition (GFEVD) approach that splits the same into its contemporaneous and lagged components, we investigate the risk spillover effects of different order ...
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(Elsevier, 2024-06)We investigate price effects after one-day abnormal returns during crises in US, Japanese, Chinese, Russian and Brazilian stock markets, using the ANOVA, Mann–Whitney, t-tests, the modified cumulative abnormal return ...
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(Elsevier, 2024-03)This paper examines the predictability of bubbles across global stock markets and whether or not synchronicity in bubble formation can be predicted via metrics of market risk that are readily available. Utilizing the gold ...
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(Sage, 2024)We analyze the risk attitude of women and men entrepreneurs in the micro and small enterprises (MSEs) and investigate the factors that influence the risk attitude of MSE owners. The empirical analysis of the study consists ...
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(Springer, 2024-05)The crucial role of environmental assessment quality has been recognised by environmental and sustainable development goals in addressing climate change challenges. By focusing on the key identifier of environmental ...
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(MDPI, 2023-07)Studying the question of whether macroeconomic predictors play a role in forecasting stock-market volatility has a long and significant tradition in the empirical finance literature. We went beyond the earlier literature ...
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(MDPI, 2023-03)We use a quantile machine learning (random forests) approach to analyse the predictive ability of newspapers-based macroeconomic attention indexes (MAIs) on eight major fundamentals of the United States on the realized ...
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(MDPI, 2023-04)In this study, we contribute to the rapidly growing climate-finance literature by shedding light on the question of whether climate risks have predictive value for stock market returns. We measure climate risks in terms ...
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(MDPI, 2023-02)We tested the connection between technology shocks and the efficiency of equity markets in developed and emerging economies. We augmented the Global Vector Autoregressive (GVAR) database that covers data on 33 developed ...
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(Springer, 2023-07)This paper investigates both the linear and nonlinear effects of climate risk shocks on wealth inequality in the UK using the local projections (LPs) method, based on high-frequency, i.e., monthly data. The linear results ...
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(Springer, 2024-06)This study investigates the effects of oil discoveries on conflict. We propose that the effects from oil discoveries may differ depending on types of conflicts, mainly interstate versus intrastate. Using a measure for ...
Now showing items 1-20 of 1498