... Monotonicity Agricultural futures Price volatility C13 Q11 Q13 (2) μ ( u ) = β 0 + β 1 ( x − u ) + ⋯ + β p ( x − u ) p =  < β , B ( x − u ) > where β is a vector of coefficients and B(·) is a vector of fitting functions...

... method in the livestock futures market, to examine the returns-volume dependence. Dimitrios Panagiotou can be contacted at: dpanag@uoi.gr 08 09 2019 15 12 2019 07 01 2020 03 02 2020 Q14 G12 C13 Futures contracts are the oldest way of investing in commodities...

... Solvency Financial crisis DEA SFA C01 C13 C54 C58 The efficiency of banks is an important element of analysis in the financial world and its importance on the 2007-2009 crisis has been addressed (Barth et al., 2013 ; Rosman et al., 2014 ; Curi et al., 2015...

... diversification C13 C22 C32 G11 It is widely recognized that there has been an increase in the degree of co-movements among national stock markets (Meric and Meric, 1998 ; Brooks and Del Negro, 2004 ; Rua and Nunes, 2009 ; Turgutlu and Ucer, 2010 ; Christoffersen et al., 2012 ; Dunis...