Results 31 to 40 of about 131,989 (203)
Stylized facts of intraday precious metals [PDF]
PLOS ONE, 2017 This paper examines the stylized facts, correlation and interaction between volatility and returns at the 5-minute frequency for gold, silver, platinum and palladium from May 2000 to April 2015. We study the full sample period, as well as three subsamples to determine how high-frequency data of precious metals have developed over time.
Jonathan Batten +4 more
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Kentron, 2007 When looking at the two main editions of the Hortus Sanitatis (1491 and 1536), one can realize how their incongruous illustrations reveal a real discrepancy between picture and text.
Caroline Février
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Revista de Economia Contemporânea, 2010 Este artigo apresenta uma metodologia simplificada de estimação, em bases trimestrais, das transferências governamentais e da carga tributária líquida da economia brasileira no período 1995-2009.
Claudio Hamilton M. dos Santos +2 more
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Stylized Facts in Brazilian Vote Distributions
PLOS ONE, 2015 Elections, specially in countries such as Brazil with an electorate of the order of 100 million people, yield large-scale data-sets embodying valuable information on the dynamics through which individuals influence each other and make choices. In this work we perform an extensive analysis of data sets available for Brazilian proportional elections of ...
Angelo Mondaini Calvão +2 more
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A Neglected Semi-Stylized Fact of Daily Stock Returns [PDF]
, 2016 We plot aggregated daily stock returns with absolute value less than x against x and show empirically that this produces a typical spoon-shaped pattern which indicates a special type of asymmetry which has not been discussed before.
Davies, Laurie, Krämer, Walter
core
Advertising and the evolution of market structure in the US car industry [PDF]
, 2003 This paper focuses on a single simple stylized fact which stands out from the post-war history of the US car industry, namely that industry concentration fell just at the same time as industry advertising expenditures rose sharply. Since both events were
Geroski, Paul A., Mazzucato, M
core +1 more source
Stylized (Arte) Facts on Sectoral Inflation [PDF]
SSRN Electronic Journal, 2011 Research on disaggregate price indices has found that sectoral shocks generate the bulk of sectoral inflation variance, but no persistence. Aggregate shocks, by contrast, are the root of sectoral inflation persistence, but have negligible relative variance.
De Graeve, Ferre, Walentin, Karl
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International Review of Economics & FinanceUsing data on analysts' individual forecasts from all listed companies in China's A-share market for the period 2007–2022, we document two stylized facts. First, the average forecast error can be predicted by forecast revision.
Lin Li, Guoping Li
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Agent-based mapping of credit risk for sustainable microfinance. [PDF]
PLoS ONE, 2015 By drawing analogies with independent research areas, we propose an unorthodox framework for mapping microfinance credit risk--a major obstacle to the sustainability of lenders outreaching to the poor.
Joung-Hun Lee +3 more
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Disentangling the impact of mean reversion in estimating policy response with dynamic panels
Dependence Modeling, 2022 This article accounts for multivariate dependence of the variable of policy interest in dynamic panel data models by disentangling the two sources of intertemporal dependence: one from the effect of the policy variable and the other from mean reversion ...
Besstremyannaya Galina, Golovan Sergei
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