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The overarching aim of the present paper is to investigate the pattern of returns and volatility in the US and the UK stock markets prior and subsequent to the current financial crisis. For that reason, the family of GARCH models is utilised; specifically, GARCH, GARCH in Mean, threshold GARCH and...
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Established in 1988, the Shingo Prize for Operational Excellence recognises organisations in the USA, Mexico and Canada …
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effect). This study has practical implications for regulators, corporations and investors, both in the USA and abroad. …
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