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Journal Articles
Journal of Economic Studies (2024) 51 (1): 24–38.
Published: 28 April 2023
... drift function, (7) Δ y t = μ + ρ y t − 1 + ∑ j = 1 p ϕ j Δ y t − j + v t , Chiliz Fan token Cryptocurrency Sport G10 G11 G40 Since Bitcoin was created by Nakamoto (2008) , the blockchain has opened...
Journal Articles
Journal of Economic Studies (2023) 50 (7): 1317–1335.
Published: 29 November 2022
... Financial crisis Fragility D90 G01 G11 G12 G40 One of the proposed explanations for the global financial crisis is that investors, issuers and regulators [1] failed to fully grasp the scale of systemic risk in the financial system. This is often related to new, nontraditional securities...
Includes: Supplementary data
Journal Articles
Journal of Economic Studies (2022) 49 (3): 422–434.
Published: 17 March 2021
... Thai stock market Calendar anomalies Day-of-the-week effect January effect Monday effect F30 G14 G40 Several explanations have been offered for the DOW effect and the January effect. Following the literature, the DOW effect can be attributed to various reasons, such as bad news...

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