This study investigates the sensitivity of stock returns at the industry level to market, exchange rate and interest rate shocks in the four major European economies: France, Germany, Italy and the UK. In addition to exposure to the market, significant levels of exposure to both exchange rate...

This chapter investigates the correlation dynamics in the equity markets of 13 Asia-Pacific countries, Europe and the US using the asymmetric dynamic conditional correlation GARCH model (AG-DCC-GARCH) introduced by Cappiello, Engle, and Sheppard (2006). We find significant variation in...

Purpose The purpose of this paper is to expand and analyze deeply customer emotions, concretize the levels of positive or negative emotions with the aim of using machine learning methods, and build a model to identify customer emotions. Design/methodology/approach The study proposed a customer...