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The effects of macroeconomic variables on Asian stock market volatility: A GARCH MIDAS approach

This paper aims to investigate the effects of macroeconomic variables on stock market volatility in three Asian countries by applying GARCH MIDAS model. The study covers the period from 01/2003 to 06/2014. The GARCH MIDAS framework allows to incorporate macro variables directly in the model and obtain long-term and short-term volatility separately. Empirical findings show that some macroeconomic v

Measuring Bond Market Liquidity:An empirical study of China’s inter-bank bond market

To discuss the current liquidity in inter-bank bond market, this paper uses high-frequency date of bond trading, and selects a series of liquidity measures to evaluate liquidity in the market respectively. Then correlation analysis is applied between liquidity measures, and the result reveals that some liquidity measures are highly correlated. Based on the correlations between liquidity measures,

Guardians of the Pearl River Delta: A Photo Journey - The Raoul Wallenberg Institute of Human Rights

Guardians of the Pearl River Delta: A Photo Journey - The Raoul Wallenberg Institute of Human Rights and Humanitarian Law Skip to content Search for: Search Button Home About Us Who We Are Our History About Raoul Wallenberg Our Theory of Change Staff Opportunities Annual Reports Whistleblower Our work What we do Multi-Disciplinary Research Higher Education Strategic Advice and Analysis Outreach Ev

https://rwi.lu.se/blog/guardians-of-the-pearl-river-delta-a-photo-journey/ - 2025-12-09

Amplitudes, rates, periodicities and causes of temperature variations in the past 2485 years and future trends over the central-eastern Tibetan Plateau

Amplitudes, rates, periodicities, causes and future trends of temperature variations based on tree rings for the past 2485 years on the central-eastern Tibetan Plateau were analyzed. The results showed that extreme climatic events on the Plateau, such as the Medieval Warm Period, Little Ice Age and 20th Century Warming appeared synchronously with those in other places worldwide. The largest amplit