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"Phillips, C"
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The pocket square : 22 essential folds
\"When, where, and how should a gentleman wear the perfect pocket square? This bold accessory adds the final flourish and character to a well-dressed man's wardrobe. As delightfully entertaining as it is useful, the guide features twenty-two pocket square folds, from the simple and elegant Presidential to the complex and flamboyant Bouquet. Each fold is accompanied by easy-to-follow diagrams, bold color illustrations of how to wear a pocket square with panache, and brief descriptions and advice on when to wear each style.\"--Amazon.com.
BOOK
Attitudes to in vitro meat: A survey of potential consumers in the United States
Positivity towards meat consumption remains strong, despite evidence of negative environmental and ethical outcomes. Although awareness of these repercussions is rising, there is still public resistance to removing meat from our diets. One potential method to alleviate these effects is to produce in vitro meat: meat grown in a laboratory that does not carry the same environmental or ethical concerns. However, there is limited research examining public attitudes towards in vitro meat, thus we know little about the capacity for it be accepted by consumers. This study aimed to examine perceptions of in vitro meat and identify potential barriers that might prevent engagement. Through conducting an online survey with US participants, we identified that although most respondents were willing to try in vitro meat, only one third were definitely or probably willing to eat in vitro meat regularly or as a replacement for farmed meat. Men were more receptive to it than women, as were politically liberal respondents compared with conservative ones. Vegetarians and vegans were more likely to perceive benefits compared to farmed meat, but they were less likely to want to try it than meat eaters. The main concerns were an anticipated high price, limited taste and appeal and a concern that the product was unnatural. It is concluded that people in the USA are likely to try in vitro meat, but few believed that it would replace farmed meat in their diet.
Journal Article
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500
Recent work on econometric detection mechanisms has shown the effectiveness of recursive procedures in identifying and dating financial bubbles in real time. These procedures are useful as warning alerts in surveillance strategies conducted by central banks and fiscal regulators with real-time data. Use of these methods over long historical periods presents a more serious econometric challenge due to the complexity of the nonlinear structure and break mechanisms that are inherent in multiple-bubble phenomena within the same sample period. To meet this challenge, this article develops a new recursive flexible window method that is better suited for practical implementation with long historical time series. The method is a generalized version of the sup augmented Dickey–Fuller (ADF) test of Phillips et al. (\"Explosive behavior in the 1990s NASDAQ: When did exuberance escalate asset values?\" International Economic Review 52 (2011), 201–26; PWY) and delivers a consistent real-time date-stamping strategy for the origination and termination of multiple bubbles. Simulations show that the test significantly improves discriminatory power and leads to distinct power gains when multiple bubbles occur. An empirical application of the methodology is conducted on S&P 500 stock market data over a long historical period from January 1871 to December 2010. The new approach successfully identifies the well-known historical episodes of exuberance and collapses over this period, whereas the strategy of PWY and a related cumulative sum (CUSUM) dating procedure locate far fewer episodes in the same sample range.
Journal Article
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL-TIME DETECTORS
This article provides the limit theory of real-time dating algorithms for bubble detection that were suggested in Phillips, Wu, and Yu (PWY; International Economic Review 52 [2011], 201–26) and in a companion paper by the present authors (Phillips, Shi, and Yu, 2015; PSY; International Economic Review 56 [2015a], 1099–1134. Bubbles are modeled using mildly explosive bubble episodes that are embedded within longer periods where the data evolve as a stochastic trend, thereby capturing normal market behavior as well as exuberance and collapse. Both the PWY and PSY estimates rely on recursive right-tailed unit root tests (each with a different recursive algorithm) that may be used in real time to locate the origination and collapse dates of bubbles. Under certain explicit conditions, the moving window detector of PSY is shown to be a consistent dating algorithm even in the presence of multiple bubbles. The other algorithms are consistent detectors for bubbles early in the sample and, under stronger conditions, for subsequent bubbles in some cases. These asymptotic results and accompanying simulations guide the practical implementation of the procedures. They indicate that the PSY moving window detector is more reliable than the PWY strategy, sequential application of the PWY procedure, and the CUSUM procedure.
Journal Article
International order in diversity : war, trade and rule in the Indian Ocean
\"We live in an unusual age. For most of history, international systems have consisted of a bewildering diversity of political units, ranging from city-leagues through to feudal monarchies, confederacies and sprawling imperial realms\"-- Provided by publisher.
Book
Cryptocurrency price drivers: Wavelet coherence analysis revisited
Cryptocurrencies have experienced recent surges in interest and price. It has been discovered that there are time intervals where cryptocurrency prices and certain online and social media factors appear related. In addition it has been noted that cryptocurrencies are prone to experience intervals of bubble-like price growth. The hypothesis investigated here is that relationships between online factors and price are dependent on market regime. In this paper, wavelet coherence is used to study co-movement between a cryptocurrency price and its related factors, for a number of examples. This is used alongside a well-known test for financial asset bubbles to explore whether relationships change dependent on regime. The primary finding of this work is that medium-term positive correlations between online factors and price strengthen significantly during bubble-like regimes of the price series; this explains why these relationships have previously been seen to appear and disappear over time. A secondary finding is that short-term relationships between the chosen factors and price appear to be caused by particular market events (such as hacks / security breaches), and are not consistent from one time interval to another in the effect of the factor upon the price. In addition, for the first time, wavelet coherence is used to explore the relationships between different cryptocurrencies.
Journal Article