for asset allocation. We develop a time-varying Bayesian Dynamic Conditional Correlation model for volatilities and …

equities, the cost of default of those firms is equal zero. Indeed, firms suffer from losses on fire-sales but at the same time … and deposits affect the performance of banks and firms, observing economic dynamics in time under different …

of security issuer fundamental performance over time. Distinctive signaling sources on this performance correspond to …), confidence, and diffusion degree among investors over space and time. Under full and immediate diffusion and balanced reaction by … confidence mood among investors over space and time. We illustrate our results through paradigmatic cases of stochastic news …

another side, price system provides collective signal of market-driven information over time. Both jointly drive the formation … share market prices over time.This numerical statistical analysis contributes to shed light on accounting anomalies and …