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Forecasting cryptocurrencies returns: Do macroeconomic and financial variables improve tail expectation predictions?
This study aims to jointly predict conditional quantiles and tail expectations for the returns of the most popular cryptocurrencies (Bitcoin,...
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Dynamics of HDI Index: Temporal Dependence Based on D-vine Copulas Model for Three-Way Data
The HDI (Human Development Index) is a widely used index based on the average of measures of health, education, and income. It assesses the progress...
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Dependence between bitcoin and African currencies
Africa being one of the poorest continents is an ideal platform for the use of bitcoin. Considering the specific nature of the continent, is this...
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Multidimensional Poverty Index with Dependence-Based Weights
An important aspect of the multidimensional perception of poverty phenomenon is the dependence among the underlying indicators. However, the commonly...
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Learning Dependence Relationships of Evacuation Decision Making Factors from Tweets
Individuals react very differently to evacuation orders as their decisions depend on various factors. Identifying key contributing factors and...
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Financial resilience of insurance network during Covid-19 pandemic
We provide a novel approach for analysing the financial resilience of the insurance sector during coronavirus pandemic. To this end, we build...
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Joint Income-Wealth Inequality: Evidence from Lucerne Tax Data
Using tax data from the Swiss canton of Lucerne, we study how measures of economic inequality change if they account for income and wealth rather...
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Computing impulse response functions from a copula-based vector autoregressive model: evidence from the italian agri-food value chain
We investigate the presence of asymmetric vertical price contagions in the Italian pork market, describing the multiple dependence structure along...
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Adapting the Compass to Align with Ecological Economics Thinking
We start with the general concepts included in ecological economics thinking. Ecological economists are normative in two respects. There is the...
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Testing Density-Dependent and Path-Dependent Population Dynamics in Greece with Spatial Quantile and Geographically Weighted Regressions
Regional variability in the spatial distribution of resident population and across-country density divides have consolidated heterogeneous...
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Improved Insurer’s Capital Adequacy of Reserve Risk Using Copula Approach and Hypothesis Tests
Putting aside adequate amount of capital and absorbing losses even during recession times are important for financial stability management and for...
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Measuring income inequality via percentile relativities
The adage “the rich are getting richer” refers to increasingly skewed and heavily-tailed income distributions. For such distributions, the mean is...
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Quantile Regression of Childhood Growth Trajectories: Obesity Disparities and Evaluation of Public Policy Interventions at the Local Level
Quantile regression applied to child growth trajectories has been proposed in the methodological literature but has only seen limited applications...
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Drug Addiction a Growing Social Problem
It has been observed that for many years, all nations of the world have been faced with different issues that has degenerated into social problems...
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Platformization and Publishing: Changes in Literary Publishing
This article explores the influence of platformization on literary publishing, focusing on the impact of audiobooks and streaming services on...
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The rank-size distribution of cities in South Africa
This article investigates the development of South African city sizes and dispersion over two decades. Knowledge concerning the size and their...
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A modified extreme value perspective on best-performance life expectancy
We study the so-called best-performance life expectancy from a theoretical perspective by using a generalised theorem of the extreme value...
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Computational approach to studying media coverage of organizations
Media coverage of organizations is a social science topic that attracts attention from various domains. While there is a clear opportunity to expand...
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Spending and length of stay by tourists flying to the Canary Islands (Spain) using low-cost carriers
The AIM of this study is to examine and evaluate differences in expenditure and length of stay between tourists who use low-cost carriers and those...
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An empirical comparison of correlation-based systemic risk measures
Despite the growing attention in the last years on the topic of systemic risk, a widely accepted definition of systemic crisis is missing. We use a...
