Search
Search Results
-
Forces of Dynamic Capability and Incidence of Entrepreneurship: A Macroeconomic Policy Intervention Approach
The dynamic entrepreneurial capabilities refer to sensing, seizing, and transforming new business opportunities. The contributions that...
-
Application of Nonparametric Stochastic Dominance Approach in the Performance Evaluation of Indian Mutual Funds
We have performed the in-sample comparison of the distribution of fund returns to the market benchmark. The literature related to the performance...
-
Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data
We present a deep learning solution to address the challenges of simulating realistic synthetic first-price sealed-bid auction data. The complexities...
-
Quantile Regression for Cross-Sectional and Time Series Data Applications in Energy Markets Using R
This brief addresses the estimation of quantile regression models from a practical perspective, which will support researchers who need to use...
-
Time Series Quantile Regression
In this chapter, we explore a topic that has gained considerable attention in the academic literature during the latter years, namely quantile...
-
Gender wage inequality: new evidence from penalized expectile regression
The Machado-Mata decomposition building on quantile regression has been extensively analyzed in the literature focusing on gender wage inequality. In...
-
Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach
This study evaluates the sensitivity and robustness of the systemic risk measure, Conditional Value-at-Risk (CoVaR), estimated using the vine copula...
-
Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – the multiscale robust quantile regression
This paper investigates the volatility transmission effect between Brent oil futures and stock markets in the major global oil producing and...
-
Income inequality and economic growth in BRICS: insights from non-parametric techniques
The income inequality-economic growth linkage is a topical issue in economics and policy discussions. Both theoretical and empirical results on the...
-
Decomposition of Inequality of Opportunity in India: An Application of Data-Driven Machine Learning Approach
This paper introduces a novel measure of inequality of opportunity (IOp) in India, by comparing both ex-ante and ex-post results, which aligns with...
-
A new analytical approach for identifying market contagion
This study proposed a new analytical approach to identify the excessive comovement of two markets as contagion. This goal is achieved by linking...
-
Optimal quantile hedging under Markov regime switching
In this study, we introduce a new quantile hedging method by extending the conventional quantile hedging with two-state Markov regime switching...
-
Chasing the sun and catching the wind: Energy transition and electricity prices in Europe
European power markets are in the midst of unprecedented changes, with a record-breaking surge in energy prices. This paper investigates the impact...
-
Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications
We analyze the connectedness between major cryptocurrencies and nonfungible tokens (NFTs) for different quantiles employing a time-varying parameter...
-
Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets
This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin, Ethereum, Litecoin, Ripple, and Bitcoin Cash, and...
-
Unraveling the interplay of financial inclusion, stability, and shadow banking in emerging markets
This paper fills the momentous gap by explicitly investigating the interplay of financial inclusion, financial stability, and shadow banking in 11...
-
Innovation Persistence and Firm Growth: Do They Go Hand in Hand?
This study empirically examines the relationship between persistence in innovation and firm growth in Spanish manufacturing firms during the period...
-
Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and bad volatilities
This study examines the nexus between the good and bad volatilities of three technological revolutions—financial technology (FinTech), the Internet...
-
Weighted-indexed semi-Markov model: calibration and application to financial modeling
We address the calibration issues of the weighted-indexed semi-Markov chain (WISMC) model applied to high-frequency financial data. Specifically, we...
