|
|
|
|
|
Huiming Wu and Sicong Guo
The switching system model of a closed-loop supply chain with Markov jump parameters is established. The system is modeled as a switching system with Markov jump parameters, taking into account the uncertainties of the process and the inventory decay fac...
ver más
|
|
|
|
|
|
|
|
|
|
|
Tadashi Yamamoto and Toyohiro Hamaguchi
In this study, we aimed to evaluate the effectiveness of a brain robot in rehabilitation that combines motor imagery (MI), robotic motor assistance, and electrical stimulation. Thirteen in-patients with severe post-stroke hemiplegia underwent electroence...
ver más
|
|
|
|
|
|
|
|
|
|
|
Leon Li
This paper advances a volatility-regime-switching mechanism to investigate the intensity and direction of the volatility spillover effect in carbon?energy markets. Switching between a low-volatility (LV) and high-volatility (HV) regime, our mechanism inv...
ver más
|
|
|
|
|
|
|
|
|
|
|
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...
ver más
|
|
|
|
|
|
|
|
|
|
|
Bachar FAKHRY
Pág. 1 - 42
We review market participants' actions and the EU afterthe introduction of the euro and during the crises period and Brexit process. The crucial factor is the feedback effect in the reactions of the market participants and the EU. The euro was introduced...
ver más
|
|
|
|
|
|
|
|
|
|
|
Byron J. Idrovo-Aguirre, Francisco J. Lozano and Javier E. Contreras-Reyes
In this paper, we approached the concept of real estate bubble, analyzing the risk its bursting could generate for the Chilean financial market. Specifically, we analyzed the relationship between real housing prices, the economic activity index, and mort...
ver más
|
|
|
|
|
|
|
|
|
|
|
Katleho Makatjane and Ntebogang Moroke
During the past decades, seasonal autoregressive integrated moving average (SARIMA) had become one of a prevalent linear models in time series and forecasting. Empirical research advocated that forecasting with non-linear models can be an encouraging alt...
ver más
|
|
|
|
|
|
|
|
|
|
|
Aniek Hindrayani,Fadikia K Putri,Inda F Puspitasari 10.21831/economia.v15i2.26314
Pág. 232 - 242
Abstract: This study analyzes the spillover effects of the US monetary policy on the ASEAN stock market with Markov switching model and investigates differences in empirical results of each country from ASEAN member. The results of this study have import...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mahdieh Iranmanesh, Sayyed Abdolmajid JALAEE, Professor of Economics, Shahid Bahonar U, Mohsen ZAYANDERODI
Pág. 282 - 304
In Iran, one of the most important economic problems in recent decades is the phenomenon of inflation. Achieving a stable inflation rate requires the ability to use efficient and effective tools in economic policy-making. Hence, economic policymakers sho...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mishelle Doorasamy,Prince Kwasi Sarpong
Pág. 93 - 100
Peters (1994) proposed the fractal market hypothesis (FMH) as an alternative to the efficient market hypothesis, following his criticism of the EMH. In this study, we analyse whether the fractal nature of a financial market determines its riskiness and d...
ver más
|
|
|
|
|
|