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Research Papers in Education ; : 1-20, 2023.
Article in English | Academic Search Complete | ID: covidwho-2316826
Vezetéstudomány ; 54(3):27-39, 2023.
Article in Hungarian | Academic Search Complete | ID: covidwho-2267292
7th EAI International Conference on Management of Manufacturing Systems, MMS 2022 ; : 197-208, 2023.
Article in English | Scopus | ID: covidwho-2267181
South African Journal of Education ; 42(3), 2022.
Article in English | Scopus | ID: covidwho-2266902
Journal of Contingencies and Crisis Management ; 2023.
Article in English | Scopus | ID: covidwho-2263226
5th World Congress on Disaster Management: Volume III ; : 257-263, 2023.
Article in English | Scopus | ID: covidwho-2258827
American, British and Canadian Studies ; 39(1):31-53, 2022.
Article in English | Scopus | ID: covidwho-2248916
Studies in Economics and Finance ; 40(2):313-333, 2023.
Article in English | ProQuest Central | ID: covidwho-2284871
Cogent Business and Management ; 10(1), 2023.
Article in English | Scopus | ID: covidwho-2282829
18th International Conference on Computer Aided Systems Theory, EUROCAST 2022 ; 13789 LNCS:635-644, 2022.
Article in English | Scopus | ID: covidwho-2280279
Journal of European Public Policy ; 30(4):599-611, 2023.
Article in English | Academic Search Complete | ID: covidwho-2277261
Public Organization Review ; 2023.
Article in English | Scopus | ID: covidwho-2269936
Technol Forecast Soc Change ; 187: 122174, 2023 Feb.
Article in English | MEDLINE | ID: covidwho-2246613


This paper explores the dynamic connectedness between Defi assets and sector stock markets focused around the COVID-19 pandemic crisis. For that aim, this research applies the TVP-VAR model, and it also computes the optimal weights and hedge ratios for the Defi assets-sector equity portfolios using the DCC-GARCH model. Our main findings reveal that static connectedness is slightly economy- and sector-dependent. Regarding the dynamic connectedness, as expected, the total spillover index changes over time, showing a cruel impact of the global pandemic declaration. Net spillover indices show relevant differences between the Defi assets and certain sectors (net receivers) and sectors such as industrials, materials and information technology (time-varying net transmitters). Finally, the optimal hedge ratios reveal similar levels of coverage in all the periods analyzed, with slight upturns in the cost of such coverage in the crisis period caused by COVID-19.

African Journal of Economic and Management Studies ; 2023.
Article in English | Web of Science | ID: covidwho-2213035
Dialogue and Universalism ; 32(3):65-77, 2022.
Article in English | Scopus | ID: covidwho-2202940
8th International Joint Conference on Industrial Engineering and Operations Management, IJCIEOM 2022 ; 400:115-125, 2022.
Article in English | Scopus | ID: covidwho-2173629
Empir Econ ; : 1-25, 2023 Jan 09.
Article in English | MEDLINE | ID: covidwho-2174025


This study compares two distinct approaches, pooling forecasts from single indicator MIDAS models versus pooling information from indicators into factor MIDAS models, for short-term Singapore GDP growth forecasting with a large ragged-edge mixed frequency dataset. We consider various popular weighting schemes in the literature when conducting forecast pooling. As for factor extraction, both the conventional dynamic factor model and the three-pass regression filter approach are considered. We investigate the relative predictive performance of all methods in a pseudo-out-of-sample forecasting exercise from 2007Q4 to 2020Q3. In the stable growth non-crisis period, no substantial difference in predictive performance is found across forecast models. In comparison, we find information pooling tends to dominate both the quarterly autoregressive benchmark model and the forecast pooling strategy particularly during the Global Financial Crisis. Supplementary Information: The online version contains supplementary material available at 10.1007/s00181-022-02356-9.

Sustainability ; 14(21), 2022.
Article in English | Web of Science | ID: covidwho-2123811