Context: Modelling Volatility is an advanced technique in financial econometrics, with several applications for academic research. Objective: In this tutorial paper we will address the topic of volati
The table presents the correlation matrix of the time-series of illiquidity measures. Illiquidity is measured using the Amihud measure for each market. The sample runs from January 1, 2010 to March 22
This is a Python code that generates numerical examples for "The Short-Termism Trap: Catering to Informed Investors with Limited Horizons" (by Dow, Han and Sangiorgi)
The dataset contains election and Google search data required to reproduce the empirical analysis of “Political Polarization Between Foreign and Local Investment in Emerging Markets” (2026).
