Dynamic conditional correlation and volatility distributions in Tokyo, London, and New York gold markets

Dynamic Correlation between Oil Markets and Financial Markets and Oil and Petrochemical Industries in Iran

In this paper we study the effect of volatility in Brent oil prices on the important indices of financial markets in Iran, as well as the return on gold, from 2008 to 2018 using the Multivariate Exponential GARCH Model (MVEGARCH). We also use the ADCC-FIGARCH model to examine the asymmetric dynamic conditional correlation between Brent oil prices and financial markets in Iran. The results of th...

The Influence of Structural Changes in Volatility on Shock Transmission and Volatility Spillover among Iranian Gold and Foreign Exchange Markets

Infant mortality and income in 4 world cities: New York, London, Paris, and Tokyo.

OBJECTIVES We investigated the association between average income or deprivation and infant mortality rate across neighborhoods of 4 world cities. METHODS Using a maximum likelihood negative binomial regression model that controls for births, we analyzed data for 1988-1992 and 1993-1997. RESULTS In Manhattan, for both periods, we found an association (.05% significance level) between income...

Asymmetric Conditional Volatility in International Stock Markets

Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothesis under which the conditional mean and the conditional variance of stock returns are asymmetric functions of past information. We compare the results for the Portuguese Stock Market Index PSI 20 with six other Stock...

New York doctors and London medicines, 1677.

LESS than thirteen years after English government supplanted Dutch the townsfolk of New York were being cared for by at least three doctors, Philip Lane, Daniel De Hart" and Hans Kierstede.2 Two manuscript sources reveal what medicines were in vogue and one manuscript shows that they were imported from London. The documents are certainly among the earliest, if not actually the earliest, evidenc...