purpose: this study investigats the role of tourism second homes in rural economy diversification and improvement of creating jobs and income opportunities of permanent residents in the hesar-e- valiasr dehestan. methodology: this research is applied and the method is analytical– descriptive. data collected by the use of field studies, from a total number of 358 permanent households in sample s...

This study aims to analyze the volatility spillover between bond and commodity markets in terms of global liquidity risk. The data covers daily closing prices specified countries - Brazil, Russia, India, China, Turkey certain commodities gold oil for period January 2008 2022. We utilized DCC-GARCH model these Copula DCC-GACRH determine dependence structures them. Additionally, we applied Hong C...

The theory of general equilibrium with incomplete asset markets (GEI) studies the pricing of securities and commodities, and the interactions of perfectly competitive asset markets and commodity markets in determining consumption and investment. Since financial economics is fundamentally concerned with the pricing of securities, and since macroeconomics is fundamentally concerned with the real ...

We contribute to the literature on diversification benefits of commodity futures by integrating it with style integration. Our work augments traditional asset mix investors a long-short portfolio that integrates styles matter pricing futures. The style-integrated offers remarkable out-of-sample performance and low correlations stocks bonds, in particular periods heightened volatility equity mar...

Using advanced techniques of econometrics and a metaheuristic optimization approach, this study attempts to evaluate the potential advantages of international portfolio diversification for East Asian international investors when investing in the Middle Eastern emerging markets. Overall, the results of both econometric and the metaheuristic optimization methods are supporting each other. Finding...