Applied Economics, Volume 53, Issue 4 (2021)

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Applied Economics, Volume 53, Issue 4 (2021)

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Research Article

Article
Flexible modelling of multivariate risks in pricing margin protection insurance: modelling portfolio risks with mixtures of mixtures
Seyyed Ali Zeytoon Nejad Moosavian & Barry K. Goodwin
Pages: 411-440
Published online: 29 Nov 2020
AbstractforFlexible modelling of multivariate risks in pricing margin protection insurance: modelling portfolio risks with mixtures of mixtures | Full Text | References | PDF (15.8 MB) | EPUB | Supplemental
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Article
The nexus between policy uncertainty, sustainability disclosure and firm performance
Tanveer Ahsan & Muhammad Azeem Qureshi
Pages: 441-453
Published online: 23 Aug 2020
AbstractforThe nexus between policy uncertainty, sustainability disclosure and firm performance | Full Text | References | PDF (798.8 KB) | EPUB
  • 2329 Views
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Article
Aviation taxation and tax incidence
Shih-Hsien Chuang
Pages: 454-468
Published online: 07 Dec 2020
AbstractforAviation taxation and tax incidence | Full Text | References | PDF (2.4 MB) | EPUB | Supplemental
  • 456 Views
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Article
The long-term human toll of natural disasters: a study of fetal exposure to the 1974 Tornado super outbreak
Sok Chul Hong, Dongyoung Kim & Eutteum Lee
Pages: 469-481
Published online: 23 Aug 2020
AbstractforThe long-term human toll of natural disasters: a study of fetal exposure to the 1974 Tornado super outbreak | Full Text | References | PDF (2.3 MB) | EPUB
  • 351 Views
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Article
Unconditional density vs conditional density functions in estimating value-at-risk
Yen-Chen Chiu & I-Yuan Chuang
Pages: 482-494
Published online: 30 Aug 2020
AbstractforUnconditional density vs conditional density functions in estimating value-at-risk | Full Text | References | PDF (474.7 KB) | EPUB
  • 144 Views
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Article
COVID-19 outbreak, government capital injections, and shadow banking efficiency
Xuelian Li, Yuxin Xie & Jyh-Horng Lin
Pages: 495-505
Published online: 29 Aug 2020
AbstractforCOVID-19 outbreak, government capital injections, and shadow banking efficiency | Full Text | References | PDF (580.9 KB) | EPUB
  • 3910 Views
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Article
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Jong-Min Kim & Sun Young Hwang
Pages: 506-520
Published online: 02 Sep 2020
AbstractforFunctional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series | Full Text | References | PDF (4.1 MB) | EPUB
  • 275 Views
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