Results 11 to 20 of about 22,121,272 (304)
Journal of Modern Science, 2022 Objectives A number of studies have dealt with the effects of economic integration on foreign direct investment, however without a comprehensive and simultaneous analysis of the overall positioning of these countries along the investment development path
Piotr Trąpczyński +3 more
doaj +1 more source
Inferring cognitive heterogeneity from aggregate choices [PDF]
, 2020 The copyright to this article is held by the Econometric Society, http://www.econometricsociety.org/. It may be downloaded, printed and reproduced only for personal or classroom use.
Manzini, P +3 more
core +3 more sources
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
doaj +1 more source
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
doaj +1 more source
Is Corruption Contagious? An Econometric Analysis [PDF]
SSRN Electronic Journal, 2008 In this paper, I analyze how corruption in one country may be affected by its neighbors' corruption. It seeks to explain why corruption is perpetuating in large geographical areas populated by developing countries despite anticorruption efforts made in the single country.
openaire +4 more sources
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Econometric Issues in the Analysis of Contagion [PDF]
Journal of Economic Dynamics and Control, 2004 This paper presents a canonical, econometric model of contagion and investigates the conditions under which contagion can be distinguished from inter-dependence. In a two-country (market) setup it is shown that for a range of fundamentals the solution is not unique, and for sufficiently large values of the contagion coefficients it has interesting ...
Andreas Pick, M. Hashem Pesaran
openaire +5 more sources