In this paper, we use multivariate GARCH models to analyze dynamic linkages between gold and equity price returns. We model dynamic conditional correlations and volatility spillovers between these assets. Our results ...

In this companion paper to Broll and Mukherjee (2017), we empirically analyse how exchange rate volatilities a ect rms optimal production and exporting decisions. The rms elasticity of risk aversion determines the direction ...

This paper, using a general equilibrium model of production and trade for a developing country with non-traded goods, dual unskilled labour markets and internationally fragmented skillintensive production, illuminates how ...

Considerable research on consumers' use of psychological reference points exists in pricing literature. Researchers examining brand choice have reasoned that reference point is based on past prices of the brand. We argue ...

—SAMWMIX, a Stochastic Multi-Armed Bandit(SMAB) which obtains a 𝑶𝑶(𝒍𝒍𝒍𝒍𝒍𝒍 T) where T being the number of steps in the time horizon, is proposed in the literature . A blind-SAMWMIX which incorporates an input ...

Zipf’s Law is an empirical phenomenon observed in many natural systems. The distribution of a physical variable demonstrates sharp rise at the right tail under this law. The occurrence of this law is pervasive among the ...

Ranking of players is an important aspect of any sport. Player rankings are of concern to sports authorities, the players and the enthusiasts and with commercialization of sports it is even more important to the investors. ...

Service research has contributed to our understanding of the externally-directed emotions that customers experience, such as anger. However, there is limited knowledge about the self-directed emotions that customers ...

This paper examines the optimal production and trade decisions of the domestic firms facing uncertainties owing to the exchange rate volatility under mean-variance preferences. The impact of uncertain exchange rate ...