liu.seSearch for publications in DiVA
Change search
Refine search result
1 - 5 of 5
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Rows per page
  • 5
  • 10
  • 20
  • 50
  • 100
  • 250
Sort
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
Select
The maximal number of hits you can export is 250. When you want to export more records please use the Create feeds function.
  • 1.
    Balli, Faruk
    et al.
    School of Economics and Finance, Massey University, Albany, New Zealand.
    Uddin, Gazi Salah
    Linköping University, Department of Management and Engineering, Economics. Linköping University, Faculty of Arts and Sciences.
    Mudassar, Hasan
    School of Economics and Finance, Massey University, Albany, New Zealand.
    Yoon, Seong-Min
    Department of Economics, Pusan National University, Busan, Republic of Korea.
    Cross-country determinants of economic policy uncertainty spillovers2017In: Economics Letters, ISSN 0165-1765, E-ISSN 1873-7374, Vol. 156, p. 179-183Article in journal (Refereed)
    Abstract [en]

    This study explores the determinants of cross-country economic policy uncertainty (EPU) spillovers. We find that bilateral factors such as trade and common language play a highly significant role in explaining the magnitude of EPU spillovers. Furthermore, the magnitude of EPU spillovers is higher for countries having higher vulnerability in terms of fiscal, trade, or financial liability imbalances. (C) 2017 Elsevier B.V. All rights reserved.

  • 2.
    Knutsson, Mikael
    et al.
    NTNU Trondheim Business Sch, Norway.
    Martinsson, Peter
    Linköping University, Department of Management and Engineering, Economics. Linköping University, Faculty of Arts and Sciences. Univ Gothenburg, Sweden.
    Persson, Emil
    Linköping University, Department of Management and Engineering, Economics. Linköping University, Faculty of Arts and Sciences.
    Wollbrant, Conny
    Univ Stirling, Scotland.
    Gender differences in altruism: Evidence from a natural field experiment on matched donations2019In: Economics Letters, ISSN 0165-1765, E-ISSN 1873-7374, Vol. 176, p. 47-50Article in journal (Refereed)
    Abstract [en]

    This paper reports new findings on gender differences in altruism. Conducting a natural field experiment (N = 2,164) we study donation behavior in a naturally occurring environment using a matched donation design. Contrary to previous research, we find that reducing the "price of altruism" by increasing matching efficiency has a significantly stronger effect on females than on males. (C) 2018 Elsevier B.V. All rights reserved.

  • 3.
    Kocher, Martin G.
    et al.
    Institute Adv Studies, Austria; Ludwig Maximilians University of Munchen, Germany; University of Gothenburg, Sweden.
    Martinsson, Peter
    Linköping University, Department of Management and Engineering, Economics. Linköping University, Faculty of Arts and Sciences. University of Gothenburg, Sweden.
    Schindler, David
    Ludwig Maximilians University of Munchen, Germany.
    Overpricing and stake size: On the robustness of results from experimental asset markets2017In: Economics Letters, ISSN 0165-1765, E-ISSN 1873-7374, Vol. 154, p. 101-104Article in journal (Refereed)
    Abstract [en]

    We assess the effects of a stake size variation on experimental asset markets. Our results show that a fivefold increase in stake size leads to higher trading frequencies. Mispricing and overpricing, however, are not fundamentally different for different stake sizes. (C) 2017 Elsevier B.V. All rights reserved.

  • 4.
    Uddin, Gazi Salah
    et al.
    Linköping University, Department of Management and Engineering, Economics. Linköping University, Faculty of Arts and Sciences.
    Gencay, Ramazan
    Simon Fraser Univ, Canada.
    Bekiros, Stelios
    EUI, Italy; AUEB, Greece.
    Sahamkhadam, Maziar
    Linnaeus Univ, Sweden.
    Enhancing the predictability of crude oil markets with hybrid wavelet approaches2019In: Economics Letters, ISSN 0165-1765, E-ISSN 1873-7374, Vol. 182, p. 50-54Article in journal (Refereed)
    Abstract [en]

    We explore the robustness, efficiency and accuracy of the multi-scale forecasting in crude oil markets. We adopt a novel hybrid wavelet auto-ARMA model to detect the inherent nonlinear dynamics of crude oil returns with an explicitly defined hierarchical structure. Entropic estimation is employed to calculate the optimal level of the decomposition. The wavelet-based forecasting method accounts for the chaotic behavior of oil series, whilst captures drifts, spikes and other non-stationary effects which common frequency-domain methods miss out completely. These results shed new light upon the predictability of crude oil markets in nonstationary settings. (C) 2019 Elsevier B.V. All rights reserved.

  • 5.
    Verma, Ramprasad
    et al.
    Indian Inst Technol Kanpur, India.
    Ahmad, Wasim
    Indian Inst Technol Kanpur, India.
    Uddin, Gazi Salah
    Linköping University, Department of Management and Engineering, Economics. Linköping University, Faculty of Arts and Sciences.
    Bekiros, Stelios
    European Univ Inst, Italy.
    Analysing the systemic risk of Indian banks2019In: Economics Letters, ISSN 0165-1765, E-ISSN 1873-7374, Vol. 176, p. 103-108Article in journal (Refereed)
    Abstract [en]

    This paper adopts the Tail-Event driven NETwork (TENET) risk model to assess the systemic risk of Indian banks. Building upon the Value at Risk (VaR), Conditional Value at Risk (CoVaR) and a Single Index Model (SIM) in a generalized quantile regression framework, the results suggest that the Indian banks exhibit high interconnectedness during the crisis period. The results also identify the systemically important banks and explain the banking networks. (C) 2019 Elsevier B.V. All rights reserved.

1 - 5 of 5
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf