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Beta Risk and Regime Shift in Market Volatility

Shami, Roland; Galagedera, Don U.A. - EconWPA - 2004

volatility. We apply a Markov switching process of order one to market volatility and examine the variation in the securities …' returns in different volatility regimes. We test the significance of the risk premium in different market regimes and we find … evidence of relationship between market volatility and securities beta risk. …

Persistent link: https://www.econbiz.de/10005134927

Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities

Galagedera, Don U.A.; Shami, Roland - EconWPA - 2004

In this paper, the volatility of the return generating process of the market portfolio and the slope coefficient of the … volatility switching behaviour in a sample of returns in the S&P500 index. In three of the thirty securities in the Dow Jones … security is in the high (low) risk state given the market is in the high (low) volatility regime and show that this information …

Persistent link: https://www.econbiz.de/10005413049

Corporate behaviour and competitive forces

Paranque, Bernard - EconWPA - 1995

The purpose of this article is to propose a typology of the economic behaviour of French industrial companies in 1993 based on a sample of more than 7,000 companies participating in the Balance Sheet Data Centre of the Banque de France. The objective is therefore to explain how productivity and...

Persistent link: https://www.econbiz.de/10005076870

Parcerias Estratégicas da Banca Portuguesa em Portais Digitais

Leitão, João; Osório, Carlos; Gomes, Daniela - EconWPA - 2002

, Networks, Strategy, Banking. …

Persistent link: https://www.econbiz.de/10005134418

An e-Business Model Ontology for Modeling e-Business

Osterwalder, Alexander; Pigneur, Yves - EconWPA - 2002

After explaining why business executives and academics should consider thinking about a rigorous approach to e-business models, we introduce a new e-Business Model Ontology. Using the concept of business models can help companies understand, communicate and share, change, measure, simulate and...

Persistent link: https://www.econbiz.de/10005134455

CORPORATE ENTREPRENEURSHIP: A STRATEGIC AND STRUCTURAL PERSPECTIVE

Ferreira, João - EconWPA - 2005

corporate entrepreneurship. They examined the effect of a firm’s strategy, organisation and external environment. It appears …

Persistent link: https://www.econbiz.de/10005134457

CORPORATE ENTREPRENEURSHIP: A STRATEGIC AND STRUCTURAL PERSPECTIVE

Ferreira, Joao - EconWPA - 2005

Persistent link: https://www.econbiz.de/10005134514

Money-Scape: A Generic Agent-Based Model of Corruption

Situngkir, Hokky - EconWPA - 2004

There has been a lot of works on corruption cases. We must think that corruption is a cultural aspect in a social life. We cannot separate the corruption with the cultural system where the corruption raised. Indonesia has been recorded to be one of the countries of the worst economic and...

Persistent link: https://www.econbiz.de/10005134591

Growth patterns and economic performance of french manufacturing firms

Paranque, Bernard - EconWPA - 1995

Since early 1994, there have been signs of an upturn in economic activity . The strength and scope of the recovery depend to a large extent on the ability of companies to exploit their competitiveness, which is dependent on the decisions they take today, particularly where both tangible and...

Persistent link: https://www.econbiz.de/10005135027

Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach

Engle-Warnick, Jim - EconWPA - 2000

. (1991). We find that strategy inference is consistent with existing inference, provides new explanations for subject … behavior, and provides new empirically--based hypotheses regarding ultimatum game strategies. We conclude that strategy …

Persistent link: https://www.econbiz.de/10005407882