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An Econometric Evaluation of International Monetary Policy Rules: Fixed Versus Flexible Exchange Rates.
Bollerslev’s (1990) constant conditional correlation (CCC) and Engle’s (2002) dynamic conditional correlation (DCC) bivariate generalized autoregressive conditional heteroskedasticity (BGARCH) models ...
We propose a unified methodology to input non-linear views from any number of users in fully general non-normal markets, and perform, among others, stress-testing, scenario analysis, and ranking alloc...
This study examined the links between intellectual capital of entrepreneurs and the strategies they use to discover business opportunities. The findings suggest that the relationship between intellect...

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