Results 21 to 30 of about 429,127 (323)
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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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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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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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.
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Вестник Российского экономического университета имени Г. В. Плеханова, 2023 Agriculture is the basis of the Tajik economy. Since independence, various studies and developments have been carried out in this area. At the moment, the task of the government is the dynamic development of the agricultural sector.
M. A. Goibov, S. J. Zayniddinzoda
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Agricultural Economics (AGRICECON), 2022 Global climate change is a crucial environmental issue. Worldwide warming is primarily caused by carbon dioxide (CO2) emission levels. Agricultural production is among many economic activities driving CO2 creation and environmental degradation.
Abda Emam
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Econometric analysis of financial derivatives: An overview [PDF]
Journal of Econometrics, 2015 One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed, especially from a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and difficult to analyze. The purpose of this special issue of the journal on “Econometric Analysis of Financial
Chia-Lin Chang, Michael McAleer
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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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Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis [PDF]
, 2005 This paper analyses the ever-growing literature on equilibrium exchange rates in the new EU member states of Central and Eastern Europe in a quantitative manner using meta-regression analysis.
Halpern, László, Égert, Balázs
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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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