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Understanding behavioral aspects of collective decision-making is an important challenge for eco-nomics, and narratives are a crucial group-based mechanism that influences human decision-making. This paper introduces the Character-Role Narrative Framework as a tool to systematically analyze...
Persistent link: https://www.econbiz.de/10014356482
Understanding behavioral aspects of collective decision-making is an important challenge for eco-nomics, and narratives are a crucial group-based mechanism that influences human decision-making. This paper introduces the Character-Role Narrative Framework as a tool to systematically analyze...
Persistent link: https://www.econbiz.de/10014280165
Persistent link: https://www.econbiz.de/10001368079
The spread of propaganda, misinformation, and biased narratives from autocratic regimes, especially on social media, is a growing concern in many democracies. Can censorship be an effective tool to curb the spread of such slanted narratives? In this paper, we study the European Union's ban on...
Persistent link: https://www.econbiz.de/10014554631
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In this paper, we study marginal and conditional skewness in financial returns for nine time series of major international stock indices. For this purpose, we develop a new variant of the GARCH model with dynamic skewness and kurtosis. Our empirical results indicate that there is no evidence of...
Persistent link: https://www.econbiz.de/10005023721
In this article, we study goodness of fit tests for some distributions of the innovations which are usually adopted to explain the behavior of financial time series. Inference is developed in the context of GARCH-type models. Functional bootstrap tests are employed, assuming that the conditional...
Persistent link: https://www.econbiz.de/10005644513
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