Title:Evolutionary-based return forecasting with nonlinear STAR models : evidence from the Eurozone peripheral stock markets Author(s):AVDOULAS, Christos; BEKIROS, Stelios D.; BOUBAKER, SabriDate:2018Citation:
- Annals of operations research, 2018, Vol. 262, No. 2, pp. 307–333
Type:ArticleAbstract:Traditional linear regression and time-series models often fail to produce accurate forecasts due to inherent nonlinearities and structural instabilities, which characterize financial markets and challenge the Efficient ...
Title:Chaos, randomness and multi-fractality in Bitcoin market Author(s):LAHMIRI, Salim; BEKIROS, Stelios D.Date:2018Citation:
- Chaos, solitons & fractals, 2018, Vol. 106, pp. 28-34
Type:ArticleAbstract:Since its inception, the digital currency market is considerably growing, especially in the most recent years. The main purpose of this paper is to investigate, assess and detect chaos, randomness, and multi-scale temporal ...
Title:Does economic insecurity really impact on gun violence at US schools? Author(s):PAPPA, Evi; LAGERBORG, Andresa; RAVN, Morten O.Date:2018Citation:
- Nature human behaviour, 2018, OnlineFirst
Title:Inequality aversion causes equal or unequal division in alternating-offer bargaining Author(s):KOHLER, Stefan; SCHLAG, Karl H.Date:2018Citation:
- Bulletin of economic research, 2018, OnlineFirst
Type:ArticleAbstract:A solution to Rubinstein (1982)'s open‐ended, alternating‐offer bargaining problem for two equally patient bargainers who exhibit similar degrees of inequality aversion is presented. Inequality‐averse bargainers may ...
Title:Directional predictability and time-varying spillovers between stock markets and economic cycles Author(s):BEKIROS, Stelios D.; HUSSAIN, Syed J.; ARREOLA HERNANDEZ, Jose; REHMAN, Mobeen U.Date:2018Citation:
- Economic modelling, 2018, Vol. 69, pp. 301-312
Type:ArticleAbstract:We examine the nonlinear dependence structure and causal nexus between business cycles, stock market returns and asset return volatility for the US economy. We implement two novel methodologies, namely quantile-on-quantile ...
Title:Nonlinear forecasting of euro area industrial production using evolutionary approaches Author(s):AVDOULAS, Christos; BEKIROS, Stelios D.Date:2018Citation:
- Computational economics, 2018, Vol. 52, No. 2, pp. 521–530
Type:ArticleAbstract:Stock Watson (in: Mills T, Patterson K (eds) Palgrave handbook of econometrics, Palgrave MacMillan, Basingstoke, 2003) argue that robust forecastability is dependent upon the optimality of the estimated parameters. Whilst ...
Title:Risk transmitters and receivers in global currency markets Author(s):HUSSAIN, Syed J.; ARREOLA HERNANDEZ, Jose; BEKIROS, Stelios D.; REHMAN, Mobeen U.Date:2018Citation:
- Finance research letters, 2018, Vol. 25, pp. 1-9
Type:ArticleAbstract:We implement a robust multi-scenario cross-quantilogram network approach to examine the strength and direction of interdependencies and spillover transmission among 25 developed, emerging, Middle Eastern and North African ...
Title:Education policies and taxation without commitment Author(s):FINDEISEN, Sebastian; SACHS, DominikDate:2018Citation:
- Scandinavian journal of economics, 2018, Vol. 120, No. 4, pp. 1075-1099
Type:ArticleAbstract:We study the implications of limited commitment on education and tax policies chosen by benevolent governments. Individual wages are determined by both innate abilities and education levels. Consistent with real world ...
Title:Waving goodbye? : the determinants of autonomism and secessionism in Western Europe Author(s):ÁLVAREZ PEREIRA, Brais; PORTOS GARCÍA, Martín; VOURDAS, JohnDate:2018Citation:
- Regional studies, 2018, Vol. 52, No. 2, pp. 197-211
Type:ArticleAbstract:Waving goodbye? The determinants of autonomism and secessionism in Western Europe. Regional Studies. This paper sheds light on the main aggregate-level determinants of electoral support for regionalist parties across 10 ...
Title:Inside information in Ponzi schemes Author(s):SADIRAJ, Klarita; SCHRAM, ArthurDate:2018Citation:
- Journal of the economic science association-jesa, 2018, Vol. 4, No. 1, pp. 29-45
Type:ArticleAbstract:Ponzi-like investment schemes were popular in many transition economies. Often, some government officials had inside information about the viability of such schemes and used this information to their own advantage. We ...