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This paper aims to investigate the effects of macroeconomic variables on stock market volatility in three Asian countries by applying GARCH MIDAS model. The study covers the period from 01/2003 to 06/2014. The GARCH MIDAS framework allows to incorporate macro variables directly in the model and obtain long-term and short-term volatility separately. Empirical findings show that some macroeconomic v
Income inequality is one of the main topics that worried economists in recent decades. It became more popular, especially starting with the integration process of East Asian economies’ to the global market as a result of the globalization process. And there are lots of approaches on economic growth’s positive and negative effects on income distribution. Its impact on income distribution has been t
SGED05 Geography of African Development I Schedule, Fall 2016 Course convener: Yahia Mahmoud Teachers: Yahia Mahmoud (YM) Magnus Jirström (MJ) Martin Prowse (MP) Date Time Topic Lecturer Room 29/08 11-12 Course Introduction YM 430 (Rio) 30/08 14-16 An introduction to the geography of Africa I YM 128 (Flyg) 31/08 13-15 An introduction to the geography of Africa II YM 111 (Värl) 01/09 15-17 Historic
https://www.keg.lu.se/sites/keg.lu.se/files/schedule_sged05_fall_2016.pdf - 2026-09-11
SGED11 Geography of African Development I Schedule, Fall 2018 Course convener: Yahia Mahmoud Teachers: Yahia Mahmoud (YM) Magnus Jirström (MJ) Date Time Topic Lecturer Room 3/09 15-16 Course Introduction YM 430 (Rio) 4/09 15-17 An introduction to the geography of Africa I YM 128 (Flyg) 6/09 13-15 An introduction to the geography of Africa II YM 430 (Rio) 11/09 13-15 Historical background of Africa
https://www.keg.lu.se/sites/keg.lu.se/files/sged11_preliminary_schedule_fall_2018.pdf - 2026-09-11
To discuss the current liquidity in inter-bank bond market, this paper uses high-frequency date of bond trading, and selects a series of liquidity measures to evaluate liquidity in the market respectively. Then correlation analysis is applied between liquidity measures, and the result reveals that some liquidity measures are highly correlated. Based on the correlations between liquidity measures,
Professor Kontaktinformation E-post: sylvia [dot] schwaag_serger [at] ekh [dot] lu [dot] seOrganisation Ekonomisk-historiska institutionen Besöksadress: Scheelevägen 15 B, Lund Rumsnummer: Alfa 1:2083 Hämtställe: 10 WebbplatsSylvia Schwaag Sergers profil i Lunds universitets forskningsportalAndra roller Affilierad professor CIRCLE Publikationer Visar av publikationer. Sorterade efter år och sen ti
https://www.ehl.lu.se/sylvia-schwaag-serger - 2026-09-10
We study mixed-integer optimal control problem using indirect approaches. The proposed method relies on splitting algorithms which separate the mixed problem into two solvable pieces and then iteratively alternating between the two. The algorithm gives approximated local solutions, and provides lower and upper bounds estimations of the global optimum. Simulations are provided to validate our appro
With diversified requirements and varying manufacturing environments, the optimal production planning encountered in a steel mill became more flexible and also complicated. The flexibility can provide the operators with auxiliary requirements through an implementable integrated production planning. In this paper, a mixed-integer nonlinear programming (MINLP) model is formulated for the optimal pla
