Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Econometric Modeling: General"'
Publikováno v:
Journal of International Money and Finance, 95:15, 112-127. ELSEVIER SCI LTD
The movement of international art prices in conjunction with other asset prices is preliminary to our understanding whether art is a luxury good. It is well known that there are linkages between art market prices and equity prices. However, less is k
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b34b42e2fd238421a366b6a540a2e307
https://cris.maastrichtuniversity.nl/en/publications/098b39b9-6ee5-42bd-bb9d-2bb8e54f06bb
https://cris.maastrichtuniversity.nl/en/publications/098b39b9-6ee5-42bd-bb9d-2bb8e54f06bb
Publikováno v:
Management and Organization Review, 16(4):1740877620000133, 769-789. Wiley-Blackwell
Digital.CSIC. Repositorio Institucional del CSIC
instname
Management and Organization Review, 16(4), 769-789. Cambridge University Press
Digital.CSIC. Repositorio Institucional del CSIC
instname
Management and Organization Review, 16(4), 769-789. Cambridge University Press
[EN]: On the basis of a rich panel data set of large- and medium-sized Chinese manufacturing enterprises, we observe that different types of firms (i.e., state-owned enterprises [SOEs], foreign-funded ownership [FFO] of firms, Hong Kong-Macau-Taiwane
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::badf6e324a1faea95e98906e3d0dd501
https://cris.maastrichtuniversity.nl/en/publications/ae39e34b-a503-4afa-979c-212ee568c491
https://cris.maastrichtuniversity.nl/en/publications/ae39e34b-a503-4afa-979c-212ee568c491
Autor:
Selim Elekdag, Fei Han
Publikováno v:
Journal of Asian Economics. 38:1-13
This paper seeks to uncover the main drivers of credit growth in emerging Asia using a multi-country structural vector autoregressive (SVAR) model. We propose an innovative identification strategy in a two-block SVAR model whereby shocks within block
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::91adfec44317267f70e50a06c57e1459
https://doi.org/10.1016/j.asieco.2015.03.001
https://doi.org/10.1016/j.asieco.2015.03.001
Autor:
Bach, Maximilian, Sievert, Stephan
Kleinere Klassen in der Grundschule führen zu besseren Leistungen in den Fächern Deutsch und Mathematik. Außerdem senken sie die Wahrscheinlichkeit, eine Klasse wiederholen zu müssen. Dies zeigt die vorliegende Analyse der Testresultate von mehr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::809bd9350217a40dfc2b8172f64a2f62
https://hdl.handle.net/10419/179695
https://hdl.handle.net/10419/179695
Autor:
Burcu Aydin
This paper applies a disaggregated method for the calculation of the cyclical component of the budget balance for South Africa with an emphasis on the effect of commodity and asset prices, and credit cycle. Results show that the cyclicality of tax re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aa8c2c5ce1120374661db76b111ad764
http://www.imf.org/external/pubs/cat/longres.aspx?sk=24228
http://www.imf.org/external/pubs/cat/longres.aspx?sk=24228
Autor:
DUFOUR, Jean-Marie, FARHAT, Abdeljelil
In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical distribution functions, three others on nonparametric probability density estimates, and the last ones on differences between sample momen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::3f9db5a07359b75c7244adad75247bc3
https://hdl.handle.net/1866/362
https://hdl.handle.net/1866/362
Autor:
Meddahi, Nour
In this paper, we provide both qualitative and quantitative measures of the cost of measuring the integrated volatility by the realized volatility when the frequency of observation is fixed. We start by characterizing for a general diffusion the diff
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::f267035d9f7a1d4086a8a73a21272fd2
http://hdl.handle.net/1866/365
http://hdl.handle.net/1866/365
Autor:
MEDDAHI, Nour
In this paper, we introduce a new approach for volatility modeling in discrete and continuous time. We follow the stochastic volatility literature by assuming that the variance is a function of a state variable. However, instead of assuming that the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ab52d0ab25f41c6f87add26eb9385221
https://hdl.handle.net/1866/368
https://hdl.handle.net/1866/368
Autor:
PERRON, Benoît
Recent work suggests that the conditional variance of financial returns may exhibit sudden jumps. This paper extends a non-parametric procedure to detect discontinuities in otherwise continuous functions of a random variable developed by Delgado and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::fc88ac466108b27222b32fd804fb9cbb
https://hdl.handle.net/1866/476
https://hdl.handle.net/1866/476
Autor:
GARCIA, René, RENAULT, Éric
This paper develops a general stochastic framework and an equilibrium asset pricing model that make clear how attitudes towards intertemporal substitution and risk matter for option pricing. In particular, we show under which statistical conditions o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::194ddae41604f9920c1758c6026372bb
http://www.crest.fr/content/blogcategory/21/54/
http://www.crest.fr/content/blogcategory/21/54/