Results 11 to 20 of about 53 (53)
Confidence Intervals for Price Discovery
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen +2 more
wiley +1 more source
The Frontiersmen as an Object of Czech Nationalism 1918–1935
ABSTRACT This study investigates the phenomenon of the frontiersmen, that is, the Czech minority border communities, as a part of the discourse of the Czech nationalist movement. Via the example of the Czechoslovak National Democracy party, it traces the frontiersmen on two levels.
Dominik Šípoš
wiley +1 more source
Brain Drain and Productivity Growth: Evidence From South Africa, 1947–2019
ABSTRACT This paper provides empirical evidence of how high‐level human capital outflow could affect TFP‐based economic development and vice versa. The concern of potential endogeneity between brain drain and economic development is addressed directly.
Johannes Fedderke, Xiaodi Dong
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ABSTRACT High mammographic density is a well‐known risk factor for breast cancer and reduces the sensitivity of mammography‐based screening. While automated machine and deep learning‐based methods provide more consistent and precise measurements compared to subjective Breast Imaging Reporting and Data System (BI‐RADS) assessments, they often fail to ...
Manel Rakez +7 more
wiley +1 more source
ABSTRACT This research aims to explore the effects of agricultural productivity and the use of renewable energy sources on India's CO2 emissions while taking economic expansion into concern based on data during 1985–2022. This study applies the autoregressive distributed lag (ARDL) technique, dynamic‐ordinary least square (DOLS), fully‐modified ...
Palanisamy Manigandan +4 more
wiley +1 more source
ABSTRACT This study explores how governance quality moderates the impact of education on carbon emissions in 119 developing countries from 2003 to 2021. Using a two‐step System GMM approach, it examines the roles of primary, secondary, and tertiary education alongside six governance indicators.
Charles Shaaba Saba +2 more
wiley +1 more source
Permanent Revenue in an Energy‐Exporting Economy: A New Test for Fiscal Equilibrium
ABSTRACT Fiscal disequilibrium arises when permanent expenditures (PEXP) exceed permanent revenue (PREV), a frequent risk in energy‐exporting economies reliant on volatile windfall revenues. However, existing research lacks a clear measure of these concepts and an empirical test for fiscal equilibrium.
Akeem Rahaman, Scott Mark Romeo Mahadeo
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ABSTRACT Pairs trading, a popular algorithmic trading strategy, exploits the short‐term price difference (spread) between two comoving assets. Empirically, the spread distribution of most assets in pairs trading has a fat‐tail characteristic that does not follow a normal distribution.
Yuhee Kwon, Youngsoo Choi
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How Important Is the Home Market for Cross‐Listed Biotech Companies?
ABSTRACT This study investigates five German biotechnology firms cross‐listed on XETRA and NASDAQ. By employing high‐frequency data, we estimate both bivariate and trivariate vector error correction models—the latter explicitly accounting for exchange rate dynamics—to assess which market, domestic or U.S., leads in price discovery.
Theodore Panagiotidis, Pavlos Tsiokas
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Reimagining the (Supra)nation, Remaking the State: The Yugoslav Idea and Ante Marković's Party
ABSTRACT This article investigates the reimagining and representation of the Yugoslav idea by the Alliance of Reformist Forces (SRSJ), a party established by federal Prime Minister Ante Marković in 1990. The SRSJ sought to reshape the structure of the federal state and revive the narratives of shared history and culture foundational to the Yugoslav ...
Alfredo Sasso
wiley +1 more source

