Results 141 to 150 of about 205,970 (321)
Market concentration of banks and unemployment: Evidence from the bank markets in Bosnia and Herzegovina and Serbia [PDF]
Bankarstvo, 2019 The paper focuses on researching the relationship between the concentration of the banking systems of Bosnia and Herzegovina and Serbia and the impact of employment/unemployment in both countries.
Alihodžić Almir
doaj
Exchange Rate Risk and Deviations From Purchasing Power Parity
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper proposes a new solution to the purchasing power parity (PPP) puzzles, arguing that investors' higher‐order risk attitudes, combined with higher‐order uncertainty about nominal exchange rates, as reflected by skewness and kurtosis, drive a risk premium that leads to deviations from PPP.
Michael G. Arghyrou +2 more
wiley +1 more source
Optimal Policy under Commitment and Price Level Stationarity [PDF]
This paper proposes a simple analytical method to determine the stationarity of an unnormalized variable from the solution to a normalized model i.e. a model whose variables must be expressed in relative terms or must be differenced for a solution to ...
Gino Cateau
core
Non-stationarity of isomorphism between AF algebras defined by stationary Bratteli diagrams [PDF]
, 2000 Ola Bratteli +3 more
openalex +1 more source
Noncausal AR‐ARCH Model and Its Applications to Financial Time Series
International Journal of Finance &Economics, EarlyView.ABSTRACT We extend the noncausal autoregressive models by introducing noncausality into the variance component, allowing the volatility to depend on future prices as well. We refer to this model as the noncausal AR‐ARCH model, and it enables us to account for shocks arising from market agents who possess more information and engage in forward‐looking ...
Yaosong Zhan +3 more
wiley +1 more source
Temperature scaling, glassiness and stationarity in the Bak-Sneppen model [PDF]
, 2000 David Head
openalex +1 more source
Interdisciplinary Medicine, EarlyView.Abstract Brain‐Computer Interface (BCI) based on motor imagery (MI) has attracted great interest as a new rehabilitation method for stroke. Riemannian geometry‐based classification algorithms are widely used in MI‐BCI due to their strong robustness and generalization capabilities.
Xinwei Sun +8 more
wiley +1 more source
ARE EU BUDGET DEFICITS STATIONARY? [PDF]
In this paper, we test for the stationarity of European Union budget deficits over the period 1971 to 2006, using a panel of thirteen member countries. Our testing strategy addresses two key concerns with regard to unit root panel data testing, namely (i)
Jesús Otero +2 more
core
Climate and political effects on agriculture: Empirical evidence from SSA
International Studies of Economics, EarlyView.Abstract The most of Sub‐Saharan African (SSA) countries have been affected by climate change and food insecurity problems due to the reduction of production and productivity of cereal crops in the continent. The purpose of this research was to examine the short‐run and long‐run effects of climate change on agricultural productivity in 24 selected SSA ...
Defaru Adugna Feye +2 more
wiley +1 more source
On stationarity conditions for a certain periodic random process
, 1961 Frederick J. Beutler
openalex +1 more source