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In the face of the numerous turbulence on the global financial markets the need for a more profound look at the phenomenon of volatility transfer between different markets increases because as a consequence of this pheno...

Analyzing the intraday dataset on weather and market information with the use of the extended GJR-GARCH framework, this study explores in depth the weather effects on the asset returns and volatilities of the Korean st...

Risk analysis in the financial market requires the correct evaluation of volatility in terms of both prices and asset returns. Disturbances in quality of information, the economic and political situation and investment s...

We document a persistent increase in excess savings (defined as the difference between gross savings and capital formation) and a steady decline of gross capital formation in a sample of non-financial firms from develope...

Fil: Cravacuore, Daniel. Universidad Nacional de Quilmes; Argentina. El objetivo de este artículo es analizar la dinámica de las iniciativas intermunicipales que se originaron en gobiernos locales integrantes de áreas...

Fil: De Ángelis, Jésica. Universidad Nacional de Quilmes. Departamento de Economía y Administración; Argentina. La problemática de la restricción externa (RE) puede asociarse a una tasa de crecimiento compatible co...

"La tesis tendrá como objetivo principal usar índices y algoritmos para medir los precios pasados y así poder predecir los precios futuros de los vuelos de pasajeros. Estas variables serán la volatilidad, el clouster...