Objective - In modern society, technology has become an important part of our daily lives and the growth of the technology sector has grown exponentially. This rapid growth has seen the expansion of several industries, in particular, the mobile app industry. This study explores customer...

We use transaction data on CryptoPunks to anatomize the factors affecting the returns of non-fungible tokens (NFTs). Our results show that trading volume in the short period before a trader buys (sells) CryptoPunk relates negatively (positively) to the returns on NFTs, suggesting that when...

Using the asymmetric causality test and bootstrap procedure in combination with quantile VAR and Fourier function, in this study, we examine the simultaneous causation between both measures of financial development and economic growth. Expectedly, our findings of asymmetric Quantile VAR Granger...

This research aims to construct a model for pricing counterparty credit risk (CCR) for synthetic collateralized debt obligation (CDO) tranches by considering the relationship between the counterparty and the credit port- folio. A stochastic intensity model is adopted to describe the default...