Results 11 to 20 of about 21,057 (248)
Foreign Language Learning: An Econometric Analysis [PDF]
SSRN Electronic Journal, 2014 The paper is devoted to an econometric analysis of learning foreign languages in all parts of the world. Our sample covers 193 countries and 13 important languages. Four factors significantly explain learning. All four affect the broad decision to learn but the last two also point to the choice of the particular language to learn.
Victor Ginsburgh +2 more
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A Parametric Factor Model of the Term Structure of Mortality
Econometrics, 2019 The prototypical Lee–Carter mortality model is characterized by a single common time factor that loads differently across age groups. In this paper, we propose a parametric factor model for the term structure of mortality where multiple factors are
Niels Haldrup +1 more
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Robust Bayesian Analysis for Econometrics
, 2021 We review the literature on robust Bayesian analysis as a tool for global sensitivity analysis and for statistical decision-making under ambiguity. We discuss the methods proposed in the literature, including the different ways of constructing the set of priors that are the key input of the robust Bayesian analysis.
Giacomini, Raffaella +2 more
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Mathematics, 2021 To study the reasons of the low academic performance of students in Spain, authorities must consider emotional dimensions, such as well-being, which directly affect their learning achievement.
Sandra González-Gallardo +2 more
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Relationship between Lithuanian sovereign credit risk and equity market
Business, Management and Education, 2015 We analyse relationship between Lithuanian sovereign credit risk and equity market. The aim of the paper is to find the impact of the sovereign credit risk, which is expressed in the terms of Credit Default Swaps (CDS), on the movements of stocks prices ...
Aistė Abazoriūtė, Arvydas Kregždė
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Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method
Abstract and Applied Analysis, 2013 This work deals with the put option pricing problems based on the time-fractional Black-Scholes equation, where the fractional derivative is a so-called modified Riemann-Liouville fractional derivative.
Lina Song, Weiguo Wang
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Analysis of Lithuanian credit default swaps
Journal of Business Economics and Management, 2015 This paper studies international sovereign Credit Default Swaps (CDS) market focusing attention to the CDS of Central and East Europe. The main purpose of the study was to perform detail analysis of Lithuanian CDS in the global capital market.
Arvydas Kregzde, Gediminas Murauskas
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Possibility of implementation and advantages of bancassurance: Bank market and insurance records in Bosnia and Herzegovina [PDF]
Bankarstvo, 2021 Bancassurance is a term used to describe a partnership or relationship between a bank and an insurance company, where the insurance company uses a banking sales channel to sell insurance products. The implementation of banking insurance activities in the
Alihodžić Almir
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Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity
Econometrics, 2015 We introduce and investigate some properties of a class of nonlinear time series models based on the moving sample quantiles in the autoregressive data generating process. We derive a test fit to detect this type of nonlinearity. Using the daily realized
Isao Ishida, Virmantas Kvedaras
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The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model
Risks, 2020 This paper provides an econometric analysis aiming at evidencing the dynamics showed by the S&P 500 market index during the period of 4 January 2001–28 April 2020, in which the subprime crisis has taken place and the COVID-19 crisis has begun.
Lorenzo Cerboni Baiardi +9 more
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