Northfields Avenue
Wollongong, New South Wales 2522
Australia
University of Wollongong
Interest rates, GARCH modelling, Nonparametric method, Volatility estimation, Forecasts
Liquidity, block ownership, non-tradable shares, China’s stock market, exit threats
Bayesian model averaging, out-of-sample forecasts
public debt, sustainability, primary surplus, time-varying parameter model
carbon emissions, M&A, Firm risk, Green assets
ESG disclosures, disclosure readability, disclosure length, ESG performance, sustainable finance
EPU, size anomaly, value anomaly, Profitability anomaly, investment anomaly, Fama and French five factors
The Merge, Proof of Stake, Proof of Work, Cryptocurrency Liquidity, Ethereum, Sustainability
Propping, related party transactions, political turnover, tunnelling, corruption
Crude oil market, GARCH-MIDAS, Professional forecasters, Disagreement
M&A, R&D, carbon emissions, green transition
Corporate Governance, ownership structure, growth opportunities, delisting risk, Vietnam
Natural disasters, climate change, energy consumption, Carbon emissions, green patents
COVID-19, liquidity commonality, transaction cost, stock markets
corruption, Natural disasters, Credit constraint, Credit access, political connection, Developing Countries
M&A, High-pollution enterprises (HPEs), State ownership, Financial constraints, China
Monetary Policy Shock Spillover, Monetary Information Shock Spillover, Interest Rate Comovement
Political dynamic, Change of politicians, Corporate green investment, China, Sustainable engagement
Carbon emission, Stock market liquidity, Financial pressures, Reputation risk
Food Security, Rural India, Caste, Religion
Commodity prices, Linear causality, Nonlinear causality, Inflation, Structural breaks
foreign exchange reserves, central bank intervention, conditional correlation
multivariate GARCH, spillovers, latent factors, impulse re-
Food Security, Urban, Rural, Backward and Forward States, Quantile Regression
US subprime crisis, financial stability, quantile regression, systematic shocks
Bayesian model averaging, short-term interest rates, out-of-sample forecasts
Quantile regression, poverty, caste
Crude oil prices, GARCH modelling, Non-parametric method, Volatility estimation, Forecasts
Volatility, Total factor productivity, Labour productivity, GARCH, Trade
macroeconomic volatility, trade and financial liberalization, Sub-Saharan Africa, Bostwana, financial development, institutions
family control, family ownership structure, control-ownership wedge, family management, cost of debt, Thai listed firms, political uncertainty
