Showing 1 - 10 of 14
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
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
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
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
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
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
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/10010898901
dollarized and indebted countries such as Turkey and Lebanon, by measuring the sterilization coefficient, and the offset … collected from the International Monetary Fund and from the Central Banks of Turkey and Lebanon between January 1994 and …
Persistent link: https://www.econbiz.de/10010899390
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
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