Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Kazim Kazimov"'
Publikováno v:
Journal of Automation and Information sciences. 3:78-90
The tasks of geometric design (of arrangement, cutting, coverage, partitioning) consist in optimization display of geometric information about objects in accordance with a given quality criterion and limitations. Geometric information about a geometr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d53db398e81a232b8dacabc4b0165054
https://doi.org/10.34229/1028-0979-2021-3-7
https://doi.org/10.34229/1028-0979-2021-3-7
Publikováno v:
Applied Financial Economics. 17:77-85
We perform factor analysis on monthly yield curves estimated by Nelson-Siegel model using the Turkish secondary government securities market data. Monthly yield curves are characterized by three factors which are estimated using nominal volume-weight
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4f1dfe1fd7830f2f16e149214b1c5681
https://doi.org/10.1080/09603100600606156
https://doi.org/10.1080/09603100600606156
Autor:
Jihad Dagher, Kazim Kazimov
We examine the impact of banks’ exposure to market liquidity shocks through wholesale funding on their supply of credit during the financial crisis in the United States. We focus on mortgage lending to minimize the impact of confounding demand fact
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::34b06489fe1f94265e823877b6901a6b
http://www.imf.org/external/pubs/cat/longres.aspx?sk=25995
http://www.imf.org/external/pubs/cat/longres.aspx?sk=25995
Autor:
Kazim Kazimov
Publikováno v:
SSRN Electronic Journal.
In this paper, I compare the accuracy of the two existing methods for solving stochastic general equilibrium models with dynamic portfolio choice and incomplete markets: one proposed by Hnatkovska (2010) and Evans and Hnatkovska (2005, 2011) (EH), an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bccdec791fdc1d6779878fed40282061
https://doi.org/10.2139/ssrn.1982111
https://doi.org/10.2139/ssrn.1982111
We use a new dataset on non-resource GDP to examine the performance of commodity-exporting countries in terms of macroeconomic stability and economic growth in a panel of up to 129 countries during the period 1970-2007. Our main findings are threefol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::605b1044794840bdfaa4ea4c1d4bba8e
http://www.cesifo-group.de/DocDL/cesifo1_wp3678.pdf
http://www.cesifo-group.de/DocDL/cesifo1_wp3678.pdf
Publikováno v:
SSRN Electronic Journal.
In this paper, we perform factor analysis on yield curves estimated by McCulloch and Nelson-Siegel methods. We estimate factors using nominal volume-weighted average monthly zero-coupon yields data from the Turkish Secondary Government Securities mar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4185e7b01b444b7687ce7774f71b6918
https://doi.org/10.2139/ssrn.579501
https://doi.org/10.2139/ssrn.579501
Publikováno v:
SSRN Electronic Journal.
This paper uses statistical techniques to estimate monthly yield curves in Turkey using secondary government securities data from 1992 to 2004. We use both the spline based method of McCulloch and the parsimonious model of Nelson-Siegel to estimate m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d62986f2a581d5fa2df52311c846f346
https://doi.org/10.2139/ssrn.578921
https://doi.org/10.2139/ssrn.578921
Publikováno v:
IMF Working Papers. 11:1
We use a new dataset on non-resource GDP to examine the performance of commodity-exporting countries in terms of macroeconomic stability and economic growth in a panel of up to 129 countries during the period 1970-2007. Our main findings are threefol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::757593c6f0a0635c99b0c048c6df5cbb
https://doi.org/10.5089/9781455266432.001
https://doi.org/10.5089/9781455266432.001