Systematic literature review with bibliometric analysis on Markov switching model: Methods and applications
This study involved a systematic literature review using bibliometric analysis to examine the
evolution and current trends of Markov switching studies. The bibliometric analysis was used …
evolution and current trends of Markov switching studies. The bibliometric analysis was used …
A Markov switching approach in assessing oil price and stock market nexus in the last decade: the impact of the COVID-19 pandemic
We revisit the oil price and stock market nexus by considering the impact of major economic
shocks in the post-global financial crisis (GFC) scenario. Our breakpoint unit root test and …
shocks in the post-global financial crisis (GFC) scenario. Our breakpoint unit root test and …
Comparison of the Asymmetric Relationship between Bitcoin and Gold, Crude Oil, and the US Dollar before and after the COVID-19 Outbreak
Y Liu, N Naktnasukanjn, A Tamprasirt… - Journal of Risk and …, 2023 - mdpi.com
This paper aims to reveal the asymmetric co-integration relationship and asymmetric
causality between Bitcoin and global financial assets, namely gold, crude oil and the US …
causality between Bitcoin and global financial assets, namely gold, crude oil and the US …
The lead-lag relationship between international food prices, freight rates, and Trinidad and Tobago's food inflation: a support vector regression analysis
D Charles - Green and Low-Carbon Economy, 2023 - ojs.bonviewpress.com
The objective of this study is to empirically investigate: i) the extent in which shipping costs
can cause and predict the food inflation in trinidad and tobago (t&t); ii) the extent in which …
can cause and predict the food inflation in trinidad and tobago (t&t); ii) the extent in which …
The bitcoin halving cycle volatility dynamics and safe haven-hedge properties: A MSGARCH approach
This paper introduces a unique perspective towards Bitcoin safe haven and hedge
properties through the Bitcoin halving cycle. The Bitcoin halving cycle suggests that Bitcoin …
properties through the Bitcoin halving cycle. The Bitcoin halving cycle suggests that Bitcoin …
A Granger causality analysis between stock prices and exchange rates: evidence from four countries
SY Phoong, CZ Lim… - International Journal of …, 2023 - inderscienceonline.com
This study investigates predictive causality between stock prices and exchange rates over
the period of January 2005 to May 2020 in Malaysia, Singapore, China, and USA. The …
the period of January 2005 to May 2020 in Malaysia, Singapore, China, and USA. The …
[PDF][PDF] The Bitcoin Halving Cycle Volatility Dynamics and Safe Haven-Hedge Properties: A MSGARCH Approach
This paper introduces a unique perspective towards Bitcoin safe haven and hedge
properties through the Bitcoin halving cycle. The Bitcoin halving cycle suggests that Bitcoin …
properties through the Bitcoin halving cycle. The Bitcoin halving cycle suggests that Bitcoin …
Reliability Optimization Analysis of Enterprise Financial Management System Using the Markov Model
W Chen - Mobile Information Systems, 2022 - Wiley Online Library
Financial management, as the central link in the enterprise management chain, has
emerged as a critical component in achieving the company's strategic objectives …
emerged as a critical component in achieving the company's strategic objectives …
Impact of Socioeconomic Globalization and Institutional Quality on Human Capital Development in Nepal: A Markov Regime Switching Analysis
RP Gajurel, TM Poudel, KP Lamichhane - Economic Review of Nepal, 2023 - nepjol.info
Human capital development is a catalyst for the economic growth of a nation. This study
employed the Markov regime-switching model to examine the impact of socioeconomic …
employed the Markov regime-switching model to examine the impact of socioeconomic …
Spillover Effects Between Commodity Markets, Financial Markets, and the Real Economy (Financial Modeling and Analysis)
H Okawa - 数理解析研究所講究録, 2023 - repository.kulib.kyoto-u.ac.jp
This paper attempts testing linkage between oil market represented as commodity, stock
market and international trade market, which is denoted as real economy. The analysis is …
market and international trade market, which is denoted as real economy. The analysis is …