This study using the ARFIMA-FIGARCH models found no significant long-memory process among Green ETFs. However, there is a presence of long memory attributes in the volatilities for Non-Green ETFs. For most of the results, this research failed to reject the efficient market hypothesis, and...

This paper utilizes parametric shared-frailty model to examine nine developed countries' expansion periods. Trade factors and monetary variables, at different time horizons, are seen to have significant effects on an economy's reoccurring recovery time. Consistent with previous literatures,...