Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Pelagatti, Matteo Maria"'
Event Studies (ES) are statistical tools that assess whether a particular event of interest has caused changes in the level of one or more relevant time series. We are interested in ES applied to multivariate time series characterized by high spatial
Externí odkaz:
http://arxiv.org/abs/2210.17529
Autor:
Bonini, Maira, Monti, Gianna Serafina, Pelagatti, Matteo Maria, Ceriotti, Valentina, Re, Elisabetta Elena, Bramè, Barbara, Bottero, Paolo, Tosi, Anna, Vaghi, Adriano, Martelli, Alberto, Traina, Giovanni Maria, Rivolta, Loredana, Rivolta, Federica, Ortolani, Claudio Maria
Publikováno v:
Scientific Reports; 9/23/2022, Vol. 12 Issue 1, p1-15, 15p
This paper analyses the development of bank long-term funding at an international level. We consider about 16,000 debt issuances in the period 2006-2012 in Europe and US. We investigate the driving forces that helped banks to weather the storm during
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::0998b8122fb79008b30a67b06b43af79
http://hdl.handle.net/10281/92921
http://hdl.handle.net/10281/92921
Empirical research on the validity of the purchasing power parity (PPP) condition is generally based on real exchange rates built using the consumer price index (CPI), but fails to provide clear support to PPP. In this paper we show theoretically tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1299::d4afc0ea160983b423f21285d942bbe6
http://hdl.handle.net/10281/80380
http://hdl.handle.net/10281/80380
Autor:
PELAGATTI, MATTEO MARIA, Negri, V.
A coincident business cycle indicator for the Milan area is built on the basis of a monthly industrial survey carried out by Assolombarda, the largest territorial entrepreneurial association in Italy. The indicator is extracted from three time series
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1299::117d9fd5f1e280c61adafd6627a4e783
http://hdl.handle.net/10281/20202
http://hdl.handle.net/10281/20202
Autor:
PELAGATTI, MATTEO MARIA, Lisi, F.
In setting up the (quasi) maximum likelihood (QML) estimation of the unknown parameters of a GARCH model the initial instances of the conditional variance process must be given values. Many software packages use the sample variance as default while o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1299::877fdebeb97387f0169650a904879d9e
http://hdl.handle.net/10281/9945
http://hdl.handle.net/10281/9945