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Yi-Chang Chen, Hung-Che Wu, Yuanyuan Zhang and Shih-Ming Kuo
The aim of this study is to investigate the herding of beta transmission between return and volatility. We have used the dynamic conditional correlation model with the mixed-data sampling (DCC-MIDAS) model for the analysis. The evidence demonstrates that...
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Dean Fantazzini, Julia Pushchelenko, Alexey Mironenkov and Alexey Kurbatskii
This paper examines the suitability of Google Trends data for the modeling and forecasting of interregional migration in Russia. Monthly migration data, search volume data, and macro variables are used with a set of univariate and multivariate models to ...
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Cornelius Christian
Persecution, as a political and economic phenomenon, can be abetted by the resources of a nation's elite. To demonstrate this, I focus on a case study: witchcraft trials in Early Modern Scotland (1563-1727), a largely agricultural economy. I find that fa...
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Ansgar Belke and Sebastian Ptok
Brexit, the withdrawal of the United Kingdom (UK) from the European Union (EU), has led to significant exchange rate fluctuations and to uncertainty in financial markets and in UK?EU trade relations. In this article, we use a non-linear model to study ho...
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Turgut Türsoy
This paper investigates the interaction between stock prices and real exchange rates by applying monthly data from Turkey for the period between January 2001 and September 2016. This study uses the autoregressive distributed lag (ARDL) model and the Erro...
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