The objective of this study is to examine, over the last 20 years, short-run and long-run effect on global carbon dioxide (CO2) emissions stock returns, exchange rates consumer confidence. Stock markets contribute environmental degradation; as a result, we employed, for first time, Dow Jones Sustainability World Index use returns socially responsible companies. euro US dollar rate used, forex m...

This focus of this paper are the effect, implication, impact and realtionship between selected macroeconomic variables and wider US indices S&P 500 and industrial Dow Jones Industrial Average (DJIA). I Consider inflation, interest rates, money supply, producer price index, industrial production index, oil price and unemployment and their impact on selected stock indices in the USA between 1999 ...

This study proposes a hybrid model, which combines GARCH and Neural Network, for estimating VAR in Nasdaq 100 and Dow Jones futures index market. Empirical results demonstrated that the hybrid method has certain outperformed the conventional method (historical simulation, variance/covariance and the Monte Carlo simulation) in estimating VAR. In terms of accuracy, the hybrid method is superior t...

Abstract. The principal graph X of a subfactor with finite Jones index is one of the important algebraic invariants of the subfactor. If ∆ is the adjacency matrix of X we consider the equation ∆ = U + U. When X has square norm ≤ 4 the spectral measure of U can be averaged by using the map u → u, and we get a probability measure ε on the unit circle which does not depend on U . We find explicit ...

In a previous paper (Baron and Vaughan Jones, 1958) we discussed the difficulties of estimating the prevalence of gastric and duodenal ulcer. We concluded, as had Doll (1952), that a population survey was the method of choice, and we studied the whole British Army of 1955. We later studied the Royal Air Force of 1955 (Baron and Vaughan Jones, 1960) and we present here the data on the third arme...

For a closed n–braid L with a full positive twist and with l negative crossings, 0 ≤ l ≤ n, we determine the first n− l+ 1 terms of the Jones polynomial VL(t). We show that VL(t) satisfies a braid index constraint, which is a gap of length at least n − l between the first two nonzero coefficients of (1−t)VL(t). For a closed positive n–braid with a full positive twist, we extend our results to t...

in this study we analyze the effects of environmental performance on the generation of firm value from dow jones sustainability index europe. we use a sample of 122 firms from different sectors, except financial one, which belong to this index for the years 2007 through 2009. the expected results, taking into account our hypotheses, should show a positive relationship between the generation of ...

Abstract The algebraic notions of separable extension and split extension of rings, S ⊂ A, are defined dually. If compatible sections and retracts can be found, A is said to be a finite separable extension of S. Then the endomorphism ring homS(A,A) is a finite separable extension of A with a special cyclic idempotent. This construction may be iterated as in Jones theory. The Jones polynomial is...