Zobrazeno 1 - 10
of 22
pro vyhledávání: '"Jorge Vicente Pérez Rodríguez"'
Publikováno v:
Symmetry, Vol 12, Iss 3, p 442 (2020)
Although the Poisson distribution is appropriate for modelling equi-dispersed distributions, it reflects bimodality less well. In this paper, we propose a distribution which is more suitable for the latter purpose. It can be fitted to both positively
Externí odkaz:
https://doaj.org/article/ebd37dc3fb9c4da8b916a38614a6aa14
Publikováno v:
Tourism Economics. 27:626-648
This article explores the spending patterns of tourists by market segments of expenditure distribution. We focus on the case of the Canary Islands, that is, a region that is one of the main destinations in the European tourism market, and distinguish
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1bb39f5456231b984a9bab68a98c60cf
https://doi.org/10.1177/1354816619891552
https://doi.org/10.1177/1354816619891552
Publikováno v:
International Journal of Tourism Research. 21:747-757
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::abffb6cc23a4e8e3b143e235330886a5
https://doi.org/10.1002/jtr.2301
https://doi.org/10.1002/jtr.2301
Publikováno v:
Communications in Statistics - Theory and Methods. 46:9007-9025
In this paper, we assume that the duration of a process has two different intrinsic components or phases which are independent. The first is the time it takes for a trade to be initiated in the market (for example, the time during which agents obtain
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f8eb1297cf12be18a3034130bf5165ec
https://doi.org/10.1080/03610926.2016.1200094
https://doi.org/10.1080/03610926.2016.1200094
Publikováno v:
Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad. 45:440-465
The main purpose of this paper is to model time-varying asymmetry information costs. To do this, first, we use two classical reduced-form microstructure models defined in a Bayesian hierarchical framework. In this scenario, we consider adverse select
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::283491317825de0830a6fef6b2be3670
https://doi.org/10.1080/02102412.2016.1236481
https://doi.org/10.1080/02102412.2016.1236481
Publikováno v:
SSRN Electronic Journal.
In this paper, we attempt to assess the potential importance of different types of traders (i.e., those with public and private information) in financial markets using a specification of the standardized duration. This approach allows us to test unob
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d3adf32742a4347582fd314022313dbd
https://doi.org/10.2139/ssrn.3377446
https://doi.org/10.2139/ssrn.3377446
Publikováno v:
Quantitative Finance. 15:1943-1962
This paper investigates relationships between the spread component costs (adverse selection, order processing and inventory costs) and stock trading characteristics in the Spanish Stock Exchange (SSE), taking into account the random nature of these c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::12eb0867a653e2c85b1dbd4c902bcf0c
https://doi.org/10.1080/14697688.2014.991748
https://doi.org/10.1080/14697688.2014.991748
Publikováno v:
Japan and the World Economy. 19:303-328
We find empirical evidence suggesting that the volatility dynamics of Japanese firms cross-listed in the US is characterized as a Meteor Shower with Country-Specific News. Furthermore, we find differences in volatility dynamics depending on the inter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6c51fcdbfe1d4d06cd01b5ac93486964
https://doi.org/10.1016/j.japwor.2006.05.004
https://doi.org/10.1016/j.japwor.2006.05.004
Autor:
Francisco Ledesma Rodríguez, Jorge Vicente Pérez Rodríguez, Manuel Navarro Ibáñez, Simón Sosvilla Rivero
Publikováno v:
Applied Financial Economics. 17:921-932
The objective of this article is to identify implicit bands for the Spanish peseta/Deutschmark exchange rate. To this end, based on the ‘natural’ classification approach suggested by Reinhart and Rogoff (2004), we propose a statistical test to as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a0336a6f58a30db61e914c11d812737
https://doi.org/10.1080/09603100600843916
https://doi.org/10.1080/09603100600843916
Autor:
Jorge Vicente Pérez Rodríguez, Manuel Navarro Ibáñez, Francisco Ledesma Rodríguez, Simón Sosvilla Rivero
Publikováno v:
Revista de Historia Económica / Journal of Iberian and Latin American Economic History. 23:541-561
espanolEn este trabajo se aplican tres procedimientos estadisticos alternativos al tipo de cambio peseta/dolar norteamericano, con el objetivo de conocer el verdadero regimen cambiario al que estuvo sujeto durante el periodo 1965-1998. El estudio tom
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f8f83fc7ce1530707d651c29b6ebf6d2
https://doi.org/10.1017/s0212610900012155
https://doi.org/10.1017/s0212610900012155