Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Andréas Heinen"'
Dieser Open-Access-Band bietet eine Übersicht disziplinärer Zugänge und aktueller empirischer Befunde zum Wohlbefinden und gesundheitsrelevanten Verhalten von Jugendlichen und jungen Erwachsenen. Internationale Perspektiven renommierter Experten s
Autor:
Andréas Heinen, Alfonso Valdesogo
Publikováno v:
Scandinavian Journal of Statistics. 49:1669-1698
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::67e51ff74bfdaf6d18a7a593b367c505
https://doi.org/10.1111/sjos.12587
https://doi.org/10.1111/sjos.12587
Publikováno v:
Journal of Financial Econometrics.
We analyze the time variation in the average dependence within a set of regional monthly house price index returns in a regime-switching multivariate copula model with a high and a low dependence regime. Using equidependent Gaussian copulas, we show
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b5fe1ebc7f77682f2cf49335c8c9e9a5
https://doi.org/10.1093/jjfinec/nbac037
https://doi.org/10.1093/jjfinec/nbac037
Publikováno v:
The Journal of Real Estate Finance and Economics. 62:1-24
We analyze the spatial default dependence between pairs of nonconforming securitized mortgages, originated in Los Angeles between 2000 and 2011 and clustered by zip code. Our approach allows us to estimate the range and shape of the spatial dependenc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f356c7996926f43a02234937cf0fba29
https://doi.org/10.1007/s11146-019-09708-w
https://doi.org/10.1007/s11146-019-09708-w
Autor:
Andréas Heinen, Alfonso Valdesogo
Publikováno v:
Journal of Multivariate Analysis
Journal of Multivariate Analysis, Elsevier, 2020, 179, pp.104650-. ⟨10.1016/j.jmva.2020.104650⟩
Journal of Multivariate Analysis, Elsevier, 2020, 179, pp.104650-. ⟨10.1016/j.jmva.2020.104650⟩
We derive an expression for the Spearman rank correlation of bivariate scale mixtures of normals (SMN) and we show that within this class, for any value of the correlation parameter, the Spearman rank correlation of the normal is the greatest in abso
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7e4f062779200ffd03c4154487e5e8d9
https://hal.archives-ouvertes.fr/hal-03490274
https://hal.archives-ouvertes.fr/hal-03490274
Publikováno v:
Journal of Money, Credit and Banking. 50:893-937
We describe the competitive environment of microcredit markets globally and we study the effects of competition on loan rates of microfinance institutions (MFIs). We use a new database from rating agencies, covering 379 for-profit and nonprofit MFIs
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9f1f74d6d6e51fd52b0fe1216eb6f1a6
https://doi.org/10.1111/jmcb.12472
https://doi.org/10.1111/jmcb.12472
Publikováno v:
The Economic Journal. 129:1327-1342
We examine the impact of extreme weather on consumer prices in developing countries by constructing a monthly data set of potential hurricane and flood destruction indices and linking these with consumer price data for 15 Caribbean islands. Our econo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::178190559b8451d6081ed041f7564a82
https://doi.org/10.1111/ecoj.12581
https://doi.org/10.1111/ecoj.12581
Publikováno v:
Journal of Banking & Finance, 70, 177-192. ELSEVIER SCIENCE BV
We use a sample of banks from 24 European countries to investigate whether the adoption of the Basel II Capital Accord in 2008 affects the market valuation of discretionary loan loss provisions (DLLPs). Although Basel II lowers the incentives of inte
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62595f44723c9d26390316a68603bf47
https://hdl.handle.net/11370/ae4d4ddf-489d-43bd-b36a-4ba5d46fa27b
https://hdl.handle.net/11370/ae4d4ddf-489d-43bd-b36a-4ba5d46fa27b
Autor:
Andréas Heinen, Walid Ben Omrane
Publikováno v:
Computational Statistics & Data Analysis. 54:2419-2431
The effect of public news announcements on dealers' quoting activity is analyzed with the multivariate double autoregressive conditional Poisson model. Quoting activity is measured by the frequency of price revisions in the Euro/Dollar foreign exchan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fa3b7f31f1eedaad389a993f0fdbfa9b
https://doi.org/10.1016/j.csda.2009.11.018
https://doi.org/10.1016/j.csda.2009.11.018