... Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Policy uncertainty Stock markets Hedging COVID-19 DCC-GJR-GARCH (1,1) Quantile cross-spectral F3 G1 G11 It is well acknowledged that uncertainty is a significant factor influencing investment...

... in the global markets, so it is misleading to study a relationship between inventory/price if the only reliable data are on US numbers alone (Singleton, 2014). Demand Supply Speculation Inventories Spreads Futures Crude oil Elasticity Global markets F44 G1 European Structural...

... Interest rate Term structure Interbank repo Policy reversals E1 G1 O2 Securities, stock markets, are they good or evil? Are they dangerous or safe? Are they unique to capitalism or also applicable to socialism? Let’s try and see. Let’s try for one year or two years; if it goes well, we can...

... premium Kalman filter Equivalent martingale measure On- and off-the-run spreads Reduced-form model G01 G1 Liquidity has been thought to be an important factor affecting bond pricing. However, measuring and tracking the liquidity effect on corporate bond pricing remains an elusive task...