Results 31 to 40 of about 22,356,003 (311)
Финансы: теория и практика, 2022 This study aims to identify the main factors that can influence the growth of the regional economy in order to assess the effectiveness of the government support measures for regions, designed to stimulate the regional domestic product growth.
I. V. Tregub, M. Iaco
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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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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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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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BUSINESS CYCLE SYNCHRONISATION IN THE GREEK REGIONS [PDF]
Journal of Urban and Regional Analysis, 2022 This paper examines the degree of synchronicity in business cycles in Greek regions associated with specific spatial and economic characteristics that explain, to a large extent, synchronisation dynamics.
Ioannis PANTELADIS, Maria TSIAPA
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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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Clustering of territorial objects in the management of their sustainable development [PDF]
Sustainable Development and Engineering Economics, 2021 It is necessary to understand the nature of spatial territorial socio-economic objects in order for them to have an effective influence on the implementation of measures intended to increase the living standards of the population that resides there.
Dmitrii Rodionov +3 more
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An econometric analysis of Shanghai office rents [PDF]
, 2009 The modern commercial office market in Shanghai emerged with China’s economic reform and open door policy in the 1980s and grew rapidly at the beginning of 1990s,with increasing demand for office space from foreign and domestic occupiers.
Ke, Q, White, M
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Bayesian analysis of seasonally cointegrated VAR model [PDF]
Wr\'oblewska, J. (2023). Bayesian analysis of seasonally
cointegrated VAR models. Econometrics and Statistics, 2020 The paper aims at developing the Bayesian seasonally cointegrated model for quarterly data. We propose the prior structure, derive the set of full conditional posterior distributions, and propose the sampling scheme. The identification of cointegrating spaces is obtained \emph{via} orthonormality restrictions imposed on vectors spanning them.
arxiv +1 more source
Polynomial Regressions and Nonsense Inference
Econometrics, 2013 Polynomial specifications are widely used, not only in applied economics, but also in epidemiology, physics, political analysis and psychology, just to mention a few examples.
Daniel Ventosa-Santaulària +1 more
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