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Implementation of deep learning models in predicting ESG index volatility
The consideration of environmental, social, and governance (ESG) aspects has become an integral part of investment decisions for individual and...
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Business-Cycle Analysis and Zero-Crossings of Time Series: A Generalized Forecast Approach
We propose an extension of classic time series approaches to business-cycle measurement called Simple Sign Accuracy (SSA), which addresses...
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Climate change and wage inequality
We develop general equilibrium models that incorporate an agricultural equipment sector to explore the impact of climate change on skilled-unskilled...
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The effect of democracy and corruption paradox on economic growth: MINT countries
This study examines the impact of democracy and corruption on the economic growth of Mexico, Indonesia, Nigeria, and Turkey over the 1975–2022...
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Big data and inter-firm wage disparities: theory and evidence from China
While Big Data is driving high-quality firm development, it will also have a new impact on wage differences among firms, which is a less discussed...
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Supply shift by a vertically integrated foreign firm under domestic integration
This study constructs a vertical structure model where domestic upstream and downstream firms compete with a vertically integrated foreign firm...
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Evidence on price stickiness in Japan
Using microdata from the Retail Price Survey (the basic statistics for the Consumer Price Index), we document facts regarding price stickiness in...
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The impact of artificial intelligence on green transformation of manufacturing enterprises: evidence from China
Artificial intelligence (AI) is emerging as a new driving force for green transformation of manufacturing enterprises. Drawing from panel data of...
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The impact of the Bank of Japan’s exchange traded fund and corporate bond purchases on firms’ capital structure
This study examines how the Bank of Japan’s (BOJ’s) exchange-traded fund (ETF) and corporate bond (CB) purchases affect the capital structure of...
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The impacts of CETA on air pollutants
This article empirically explores the potential effects of CETA (Comprehensive Economic and Trade Agreement) on per capita emissions of 4 air...
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Which Capital Flow Surge Methods Are Better at Predicting Reversals and Sudden Stops?: Balancing Type 1 and Type 2 Errors
Capital flow surges have become a major source of concern as they have been often followed by disruptive reversals and sudden stops. We introduce...
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Measuring Inflation During the Pandemic with the Benefit of Hindsight
This study has adopted the actual household expenditure data from the national accounts to construct a true inflation rate (using the Fisher index)...
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Nepotism vs. intergenerational transmission of human capital in Academia (1088–1800)
We have constructed a comprehensive database that traces the publications of father–son pairs in the premodern academic realm and examined the...
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The long-term impact of CEO compensation structure on CEO pay for luck and asymmetry
This study examines the impact of long-term trend of CEO pay structure on CEO pay for luck and the asymmetric benchmarking of CEO pay over a 72-year...
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On the WTI-WCS Oil Price Differential
This paper investigates the relationship between the international oil market and the West Texas Intermediate (WTI)—Western Canadian Select (WCS)...
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On the linkage of momentum and reversal – evidence from the G7 stock markets
This paper studies the linkage of momentum and reversal in the G7 stock markets. We confirm Conrad and Yavuz’s (Rev Financ 21(2):555–581,
2017 )... -
A comparison of cryptocurrency volatility-benchmarking new and mature asset classes
The paper analyzes the cryptocurrency ecosystem at both the aggregate and individual levels to understand the factors that impact future volatility....
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Exchange Rate Volatility and Firms’ Export Decisions: Evidence from Exporter Dynamics Database
In this paper, we study the effects of bilateral exchange rate volatility on the extensive margin of export. More specifically, we explore the effect...