We propose a new Sharpe ratio index obtained from return and volatility spillover indices to individual assets from the …-7 stock markets by using daily return and volatility data from September 2013 to October 2021. Our empirical findings …

practical considerations for its estimation. We describe a Stata command eventdd that allows for simple estimation, inference …

individuals' sleep time exhibits both variability and volatility characterized by stationary autoregressive conditional … young children at home. Volatility is greater among parents with young children, slightly greater among men than women, but … rates. Volatility in sleep spills over onto volatility in other personal activities, with no reverse causation onto sleep …

individual effects on economic growth and volatility using the power-ARCH framework with annual data since the 1890s. The results …

data from 2000 to 2016. Various panel unit root, co-integration, and model specification and estimation tests are carried …

shocks depends on financial conditions. Our model allows us to change the response of the US financial markets to volatility …