June 2021 - 52 articles
This paper examines the effectiveness of the Taylor rule in contemporary times by investigating the exchange rate forecastability of selected four Organisation for Economic Co-operation and Development (OECD) member countries vis-à-vis the U.S. It em...
In this paper, we examine whether jumps matter in both equity market returns and integrated volatility. For this purpose, we use the swap variance (SwV) approach to identify monthly jumps and estimated realized volatility in prices for both developed...
The present paper has two main objectives: first, to accurately estimate commodity price uncertainty; and second to analyze the uncertainty connectedness among commodity markets and the macroeconomic uncertainty, using the time-varying vector-autoreg...
Cost management is a process that contributes to increases in efficiency that have an impact on a finished product. Comprehensive cost management uses information that is created by the cost accounting system and new concepts of measurement and valua...
In 2009, when the effects of the economic crisis were fully felt, countries around the world experienced negative impacts, starting from the USA, where the crisis began, through Europe to Asia. Economic cycles, fluctuations, and crises are a common p...
Active labour market policy is connected with the necessity to account for the funds allocated for it. The conducted analysis forms a part of research on the evaluation of the effects of changes introduced by legal regulations. The aim of this resear...
One of the core objectives of economic development is to improve people’s standards of living. However, both standards of living and consumption expenditures are often determined by disposable income, crude oil prices and exchange rate volatility. Th...
The agrifood products market has never before contained as many niches than it does at this moment in history. The use of geographical indication (GIs) is one of the oldest ways of granting protection for and promoting these goods. Although they date...
This study investigated the relationship between R&D investments and financial and environmental performance. The direction, size, and significance of various phases of these variables were generated using the bootstrap Fourier quantiles Granger...
Systematic momentum trading is a prevalent risk premium strategy in different portfolios. This paper focuses on the performance of the managed futures strategy based on the momentum signal across different economic regimes, focusing on the COVID-19 p...
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