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Palabras clave – provistas por la editorial

academic cheating; tax evasion; informality; pairs trading; hurst exponent; financial markets; long memory; co-movement; cointegration; risk; delay; decision-making process; probability; discount; detection; mean square error; multicollinearity; raise regression; variance inflation factor; derivation; intertemporal choice; decreasing impatience; elasticity; GARCH; EGARCH; VaR; historical simulation approach; peaks-over-threshold; EVT; student t-copula; generalized Pareto distribution; centered model; noncentered model; intercept; essential multicollinearity; nonessential multicollinearity; commodity prices; futures prices; number of factors; eigenvalues; volatility cluster; Hurst exponent; FD4 approach; volatility series; probability of volatility cluster; S& P500; Bitcoin; Ethereum; Ripple; bitcoin; deep learning; deep recurrent convolutional neural networks; forecasting; asset pricing; financial distress prediction; unconstrained distributed lag model; multiple periods; Chinese listed companies; cash flow management; corporate prudential risk; the financial accelerator; financial distress; induced risk aversion; liquidity constraints; liquidity risk; macroeconomic propagation; multiperiod financial management; non-linear macroeconomic modelling; Tobin’s q; precautionary savings; pharmaceutical industry; scale economies; profitability; biotechnological firms; non-parametric efficiency; productivity; DEA; dispersion trading; option arbitrage; volatility trading; correlation risk premium; econometrics; computational finance; ensemble empirical mode decomposition (EEMD); autoregressive integrated moving average (ARIMA); support vector regression (SVR); genetic algorithm (GA); energy consumption; cryptocurrency; gold; P 500; DCC; copula; copulas; Markov Chain Monte Carlo simulation; local optima vs. local minima; SRA approach; foreign direct investment; bilateral investment treaties; regional trade agreements; structural gravity model; policy uncertainty; stock prices; dynamically simulated autoregressive distributed lag (DYS-ARDL); threshold regression; United States