This paper surveys a wide body of economic literature on the relationship between
exchange rates and trade. Specifically, two main issues are investigated: the impact of …

This paper takes a new empirical look at the long-standing question of the effect of
exchange rate volatility on international trade flows by studying the case of Taiwan's exports …

In this paper, we present empirical evidence about the" interval effect" in estimation of beta
parameters for stocks listed on the Warsaw Stock Exchange. We analyze models …

The use of machine learning (ML) and its applications is one of the leading research areas
nowadays. Neural networks have recently gained enormous popularity and many works in …

While there are various theories to account for the large variations in stock prices, some
observed statistical aspects require further analysis. A model is proposed for aggregate …

This paper takes a new empirical look at the longstanding question of the effect of exchange
rate volatility on international trade flows by studying the case of Taiwan's exports to the …

We compare the relative contribution of conditional mean and conditional volatility terms in
vector autoregression–exponential generalized autoregression conditional …

The main purpose of this paper is to examine the predictability of daily, weekly and monthly
stock returns in ten emerging markets based on out-of-sample forecasts. We use the …

Hoewel KMO's een belangrijke rol spelen in de wereldwijde economie, blijkt dat ze ook heel
wat problemen ervaren zoals beperkte financiële middelen, gebrek aan expertise, gebrek …

The end of the Bretton Woods system in the early 1970's and the adoption of a floating
exchange rate regime in 1973 raised the question of how the resulting increase in exchange …