The study analyzes the impact of terrorism on Malaysia's tourism demand. A panel FMOLS is employed based on quarterly data from 25 top source countries. The findings indicate that an increase in terrorism events and fatalities in Malaysia negatively impact international arrivals, while an uptick...

The study uses rolling regressions, both at global and country level, to analyze the impact of daily COVID-19 case numbers on four (Panic, Sentiment, Media coverage, and Fake news) indices. The indices are obtained from the Ravenpack Finance, while the daily COVID-19 cases and the policy...

This paper compares the performance of centralized and decentralized markets experimentally. We constrain trading exchanges to happen on an exogenously predetermined network, representing the trading relationships in markets with differing levels of connectivity. Our experimental results show...

Many procedures have been developed that are suited to testing for multiple changes in parameters of regression models which occur at unknown times. Most notably, Brown, Durbin and Evans [11] and Dufour [15], have developed or extended existing techniques, but said extensions lack power for...

In this paper, we examine intra-regional patterns of return spillovers between economic sectors of GCC over the period from 2007 to 2021. First, we investigate the connectedness of sectoral equity returns and explore the different patterns and magnitudes. Second, we also find out possible...