Questionnaire data is used to identify socio-demographic as well as the risk-awareness characteristics of users offended on the Internet. The data comprises a representative sample of 3,000 individuals, containing information on employment, education, age, the frequency of Internet usage and...

This article investigates parameter estimation of affine term structure models by means of the generalized method of moments. Exact moments of the affine latent process as well as of the yields are obtained by using results derived for p-polynomial processes. Then the generalized method of...

We investigate the sources of time-variation in the stock-oil correlation over the period 1983-2019. We first derive a novel oil futures return news decomposition following Campbell and Shiller (1988) and Campbell (1991). Then, for both stocks and oil, we split unexpected returns into cash flow...