This paper applies the GARCH‐MIDAS model to examine whether information contained in
global economic policy uncertainty (GEPU) can help to predict short‐and long‐term …

A actual crise financeira suscitou um novo interesse sobre a forma como decidem os
agentes económicos. Será que os investidores e outros agentes se mostraram incapazes …

Oil and gold are used as investment assets and so they are closely related to the evolution
of stock market indices, given that any influence on decisions about investment portfolios …

We empirically investigate whether investor attention matters for the movements of
exchange rates from nine countries by utilizing Google Search Volume as the proxy for …

This study investigates the interconnection between five implied volatility indices
representative of different financial markets during the period 1 August 2008–29 December …

Understanding the interrelationships of the global macro assets is crucial for global macro
investing. This paper investigates the local variance and the interconnection between the …

We continue the investigation of a one-dimensional piecewise linear map with two
discontinuity points. Such a map may arise from a simple asset-pricing model with …

It is generally thought that psychological prices in markets primarily traded by professional
participants should play a limited role. The authors investigate the existence of key reference …

Abstract A five cent $0.05 investment in Bitcoin on July 17, 2010, the first date in which there
appears to have been a published value had grown to $7,383.39 on July 18, 2018. While …

As the exponential expansion in the international use of RMB, the issues concerning “one
currency, two markets” have attracted increasing attentions from both policymakers and …