… follows: (3) μ L = m e a n C l o s u r e ∗ d a y s O f C l o s u r e 90 , where m e a n C l o s u r e
… to their weight in GDP; and d a y s O f C l o s u r e is the number of days the lockdown was in …

… are drawn from their stationary distribution, and let ξ t , LT and ℓ t be defined analogously. …
, loaded with the sum of the same coefficient, a 1 , L , j (indirect left effect), and a coefficient …

The sovereign-bank nexus played a key role in the 2009-12 European debt crisis by
enabling pernicious dynamics whereby governments and domestic banking sectors mutually …

… We compare the tests S n m u l t and S n r a n d . Random sampling from the different copulas
comes from the R package copula [24]. Before considering the statistical performance, we …

The COVID-19 pandemic was a severe systemic shock that affected the entire world economy.
It is unprecedented in the history of the EU. According to Eurostat data, the GDP of the EU …

In this paper, we analyze the dynamic relationships between ten stock exchanges of the
euro zone using Granger causal networks. Using returns for which we allow the variance to …

Introduction. The breath-hold is one of the techniques to obtain the dose escalation for lung
tumors. However, the change of the patient's breath pattern can influence the stability of the …

This article develops several risk measures that capture the tail risk of single hedge fund
strategies and the tail risk contribution of these hedge fund strategies to the overall portfolio tail …

We evaluate the time varying behavior of the extra performance of single hedge funds using
a Markov Switching model. We calculate the hedge fund performance adjusted by the Fung …

The COVID-19 recession differs strongly from past crises in recent history. This column
summarises the integration of key economic features of the pandemic into the European …