Search Results - subject:"Dependences"

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Budgetary policy of Ukraine in time of challenges and its impact on financial security

Bondaruk, Taisiia; Momotiuk, Liudmyla; Zaichko, Iryna - In: Statistics in transition : an international journal of … 24 (2023) 1, pp. 145-168

Ukraine has recently experienced a significant economic downturn as a result of the COVID-19 pandemic and the war caused by a large-scale military aggression of the Russian Federation. In conditions of the constant fluctuations of the national economy, the stimulating effect of the budgetary...

Persistent link: https://www.econbiz.de/10015051688

The impact of different data sources on the level and structure of income inequality

Ayala, Luis; Pérez, Ana; Prieto Alaiz, Mercedes - In: SERIEs - Journal of the Spanish Economic Association 13 (2022) 3, pp. 583-611

This paper aims to analyze the effect on measured inequality and its structure of using administrative data instead of survey data. Different analyses are carried out based on the Spanish Survey on Income and Living Conditions (ECV) that continued to ask households for their income despite...

Persistent link: https://www.econbiz.de/10014496120

The impact of different data sources on the level and structure of income inequality

Ayala Cañón, Luis; Pérez, Ana; Prieto Alaiz, Mercedes - In: SERIEs : Journal of the Spanish Economic Association 13 (2022) 3, pp. 583-611

Persistent link: https://www.econbiz.de/10013459933

Volatility in agricultural commodity and oil markets during times of crises

Morales, Lucia; Andréosso-O'Callaghan, Bernadette - In: Economics, management and financial markets 12 (2017) 4, pp. 59-82

Persistent link: https://www.econbiz.de/10011891529

ИСПОЛЬЗОВАНИЕ ЭКОНОМЕТРИЧЕСКОЙ МОДЕЛИ ПРИ АНАЛИЗЕ ВЗАИМОСВЯЗИ УКРАИНСКОЙ И МИРОВОЙ ТРАНСПОРТНЫХ СИСТЕМ (НА ПРИМЕРЕ ЖЕЛЕЗНОДОРОЖНОГО ТРАНСПОРТА)...

ВИКТОРОВНА, ОСТАПЧУК ЕКАТЕРИНА - In: Бизнес Информ (2014) 3, pp. 206-213

Оценка взаимодействия украинской и мировой транспортных систем опирается на использование ряда общенаучных методов, особую роль среди которых играет метод...

Persistent link: https://www.econbiz.de/10011271044

Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model

Su, EnDer - Volkswirtschaftliche Fakultät, … - 2014

This paper aims to study the structural tail dependences and risk magnitude of contagion risk during high risk state … taus i.e. structural tail dependences between banks using three models: Gaussian, t, and Clay copula GARCH. Using fuzzy c … findings are described as follows. In high state, the tail dependences are two times much larger than in low state and most of …

Persistent link: https://www.econbiz.de/10011110223

A framework to measure coupling using static change impact analysis

Panda, Subhrakanta; Mohapatra, Durga Prasad - In: International journal of business information systems : … 23 (2016) 3, pp. 353-387

Persistent link: https://www.econbiz.de/10011636795

Polish stock market and some foreign markets – dependence analysis by copulas

Gurgul, Henryk; Mestel, Roland; Syrek, Robert - In: Operations Research and Decisions 2 (2008), pp. 17-35

By applying copulas the examination was carried out to find out whether trading volume, stock return and return volatility are pairwise dependent. In the investigations it was shown that there exists a close relationship between these variables on the domestic market and between Polish stock...

Persistent link: https://www.econbiz.de/10008777207

Resource drag in an endogenous growth context : a panel data-based estimation with cross-sectional dependences and structural breaks

Liu, Yaobin - In: Applied economics 46 (2014) 13/15, pp. 1586-1598

Persistent link: https://www.econbiz.de/10010412926

Determinants of foreign direct investment in MENA region : panel co-integration analysis

Jabri, Abdelkarim; Guesmi, Khaled; Abid, Ilyes - In: The journal of applied business research 29 (2013) 4, pp. 1103-1109

Persistent link: https://www.econbiz.de/10009777603