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Testing for Contagion of the Subprime Financial Crisis under Asymmetric Dynamics
Selmi, Nadhem; Chihi-Bouaziz, Meriam; Hachicha, Nejib; … - HAL - 2013
Within a forward forecast test on Dynamic Conditional Correlation (DCC), we investigate the contagion of the subprime financial crisis between American, European and Asian stocks under asymmetry. In order to study this phenomenon we will follow these stages: Firstly we will use the Iterated...
Persistent link: https://www.econbiz.de/10010933789
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Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain
Million, Nicolas - HAL - 2006
Dans cet article, nous analysons le taux d'intérêt réel pour les bons du Trésor américain à trois mois par l'intermédiaire d'une représentation SETAR (Self Exciting Threshold AutoRegressive). Dans le but de distinguer la non linéarité de la non-stationnarité, nous utilisons des tests...
Persistent link: https://www.econbiz.de/10010750759
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The impact of the European Union Emission Trading Scheme on electricity generation sectors
Kirat, Djamel; Ahamada, Ibrahim - HAL - 2009
In order to comply with their commitments under the Kyoto Protocol, France and Germany participate to the European Union Emission Trading Scheme (EU ETS) which concerns predominantly electricity generation sectors. In this paper we seek to know if the EU ETS gives appropriate economic incentives...
Persistent link: https://www.econbiz.de/10010750988
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The impact of the European Union Emission Trading Scheme on electricity generation sectors
Kirat, Djamel; Ahamada, Ibrahim - HAL - 2009
In order to comply with their commitments under the Kyoto Protocol, France and Germany participate to the European Union Emission Trading Scheme (EU ETS) which concerns predominantly electricity generation sectors. In this paper we seek to know if the EU ETS gives appropriate economic incentives...
Persistent link: https://www.econbiz.de/10010738700
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A flexible approach to parametric inference in nonlinear and time varying time series models
Koop, Gary; Potter, Simon - HAL - 2010
Many structural break and regime-switching models have been used with macroeconomic and financial data. In this paper, we develop an extremely flexible modeling approach which can accommodate virtually any of these specifications. We build on earlier work showing the relationship between...
Persistent link: https://www.econbiz.de/10010570531
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A flexible approach to parametric inference in nonlinear and time varying time series models
Koop, Gary; Potter, Simon - HAL - 2010
Many structural break and regime-switching models have been used with macroeconomic and financial data. In this paper, we develop an extremely flexible modeling approach which can accommodate virtually any of these specifications. We build on earlier work showing the relationship between...
Persistent link: https://www.econbiz.de/10010821083
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Politiques énergétiques et accès aux services urbains en réseau à Istanbul : une ambition métropolitaine au détriment de l'intérêt général
Arik, Elvan - HAL - 2011
À partir de la thématique énergétique à Istanbul, ce mémoire apporte des éléments de réponse à la double interrogation suivante : comment les structures de gouvernance locale se sont-elles adaptées aux injonctions du développement urbain durable ? ; dans une métropole déjà...
Persistent link: https://www.econbiz.de/10009369212
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Do banking crises enhance efficiency ? A case study of 1994 Turkish and 1997 Indonesian crises
Reynaud, Julien; Rokhim, Rofikoh - HAL - 2005
Drawing together the concepts of inefficiency and banking crisis is directly inspired by business cycles theory where a crisis is the turning point from which the market/economy is recovering. If inefficiency plays a role in the occurrence of banking crisis, the post-crisis period should be the...
Persistent link: https://www.econbiz.de/10010750383
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Gender wage discrimination in the Turkish labor market
Cudeville, Elisabeth; Gurbuzer, Leman Yonca - HAL - 2007
While the topic of gender equality turns out to be an important element in the preparation of Turkey to join the … toward filling this gap. We propose an estimate of the wage discrimination in Turkey relying on different decompositions of … the gender waga differential. The data set used is the 2003 Turkish Household Budget Survey. In Turkey, the observed …
Persistent link: https://www.econbiz.de/10010750920
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THE GLASS CEILING: STRUCTURAL, CULTURAL AND ORGANIZATIONAL CAREER BARRIERS FOR FRENCH AND TURKISH WOMEN EXECUTIVES
Akpinar-Sposito, Cansu - HAL - 2013
executives based on the findings of a cross-country comparative study between Turkey and France. Prior to collecting the required … their career background and the glass ceiling syndrome with staff from 12 international companies in both France and Turkey …
Persistent link: https://www.econbiz.de/10010667517