Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

This book explores the political implications of the human tendency to prioritize negative
information over positive information. Drawing on literatures in political science, psychology …

Since the pioneering work by Tong (1978, 1983), threshold time series modelling and its
applications have become increasingly important for research in economics and finance. A …

Cryptocurrencies have experienced recent surges in interest and price. It has been
discovered that there are time intervals where cryptocurrency prices and certain online and …

This paper examines the equity market reaction to the monthly release of Australian
consumer sentiment news. Our results indicate that consumer sentiment has valuable …

This article employs a state-of-the-art panel threshold model by allowing for regime
intercepts, in order to shed new light on the asymmetric/nonlinear effects of local and global …

This paper examines the impact of changes in economic policy uncertainty (EPU) and
COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly …

We use daily survey data on Chinese institutional investors' forecasts to measure investors'
sentiment. Our empirical model uncovers that share prices and investor sentiment do not …

How information is translated into market prices is still an open question. This paper studies
the impact of newswire messages on intraday price discovery, liquidity, and trading intensity …

Modeling and forecasting symbolic data, especially interval-valued time series (ITS) data,
has received considerable attention in statistics and related fields. The core of available …