Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Juan M. Nave"'
Publikováno v:
International Journal of Financial Studies, Vol 11, Iss 1, p 37 (2023)
Recently, many papers have shown evidence of a positive association between financial market participation and wealth holdings. It is often claimed that individuals with a higher level of financial market participation exhibit a higher propensity for
Externí odkaz:
https://doaj.org/article/1dcb16cb35374cffa28c97d651786294
Autor:
MARIANO GONZÁLEZ, JUAN M. NAVE
Publikováno v:
Revista Colombiana de Estadística, Vol 38, Iss 1, Pp 219-238 (2015)
For multivariate time series modelling, it is essential to know the number of common factors that define the behaviour. The traditional approach to this problem is investigating the number of cointegration relations among the data by determining the
Externí odkaz:
https://doaj.org/article/9464882087bb4a3e952fcdc7a66192ed
Akademický článek
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Publikováno v:
International Review of Financial Analysis. 86:102512
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Revista Española de Financiación y Contabilidad, 2010 Jan 01. 39(145), 41-64.
Externí odkaz:
http://dx.doi.org/10.1080/02102412.2010.10779678
Publikováno v:
Revista Española de Financiación y Contabilidad, 2001 Jul 01. 30(109), 795-813.
Externí odkaz:
https://www.jstor.org/stable/42781415
Publikováno v:
Revista Hacienda Pública Española. 224:113-137
El objetivo de este trabajo es determinar el efecto directo que sobre las prestaciones por jubilacion tiene la reforma del sistema publico espanol de pensiones llevada a cabo recientemente. Aplicando Modelos de Micro Simulacion a una muestra de 5.025
Publikováno v:
Journal of Empirical Finance. 45:26-44
This paper proposes the mixed frequency conditional beta. We employ the MIDAS framework to estimate market betas as a weighted average of a high and low frequency components. Then, we analyze the macroeconomic determinants of stock market betas and t
Publikováno v:
Accounting & Finance. 58:179-209
We estimate the implied equity duration using industry‐specific parameters. We provide evidence that this procedure improves the ability of implied equity duration to capture stock price risk. We show that it is due to a better capture of both the