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PKB a upadłość
Staszkiewicz, Piotr W. - Volkswirtschaftliche Fakultät, … - 2013
The correlation analysis was conducted on dynamic of GDP and company failure rate for Poland, Europe and USA for the … period 2003-2011; it was found a negative correlation. An analysis was undertaken for the relation between the rate of … significant correlation was observed. An alternative significant variable was pointed out for a linear regression model. Results …
Persistent link: https://www.econbiz.de/10011259056
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Un Test sulle Ipotesi delle Proiezioni a Medio-Lungo Termine della Spesa Farmaceutica
SALERNO, Nicola Carmine - Volkswirtschaftliche Fakultät, … - 2013
We use the same methodology, that Ecofin-Oecd apply for projecting expenditure in the medium-long term, to reconstruct expenditure in the medium-long past. It is possible to compare the effective expenditure with the reconstructed one. The effective expenditure is of course influenced by policy...
Persistent link: https://www.econbiz.de/10011114476
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The instability of the correlation structure of the S&P 500
Lyócsa, Štefan; Výrost, Tomáš; Baumöhl, Eduard - Volkswirtschaftliche Fakultät, … - 2011
Using weekly returns of S&P 500 constituents, we study the time-varying correlation structure during the period of 2006 … to mid-2011. Contrary to most of the previous correlation studies of many assets, we do not use rolling correlations but … correlation structure tends to change significantly during the periods of high volatility and market downturns. …
Persistent link: https://www.econbiz.de/10009325633
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Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades
Antonakakis, Nikolaos - Volkswirtschaftliche Fakultät, … - 2012
-movements. Estimation results from a multivariate DCC-GARCH model on daily BYS data for nine Euro zone countries over the period 2007 …
Persistent link: https://www.econbiz.de/10011113760
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Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis
Khalfaoui, R; Boutahar, M - Volkswirtschaftliche Fakultät, … - 2012
comparing the performance of several multivariate volatility models, namely Constant Conditional Correlation (CCC), Dynamic … Conditional Correlation (DCC) and consistent DCC (cDCC) models. To evaluate the performance of models we used four statistical …
Persistent link: https://www.econbiz.de/10011114145
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Introducing the GED-Copula with an application to Financial Contagion in Latin America
Mendoza-Velázquez, Alfonso; Galvanovskis, Evalds - Volkswirtschaftliche Fakultät, … - 2009
demonstrated a sound flexibility in the estimation process, there is so far no attempt to use this function in the construction of …
Persistent link: https://www.econbiz.de/10011110913
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Copulas for finance
Bouye, Eric; Durlleman, Valdo; Nikeghbali, Ashkan; … - Volkswirtschaftliche Fakultät, … - 2000
Copulas are a general tool to construct multivariate distributions and to investigate dependence structure between random variables. However, the concept of copula is not popular in Finance. In this paper, we show that copulas can be extensively used to solve many financial problems.
Persistent link: https://www.econbiz.de/10011114301
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Participation in pro poor agro based enterprises in Malawi: do households’ poverty levels change automatically?
Pangapanga, Phiriinnocent; Thangalimodzi, Lucy Tembo - Volkswirtschaftliche Fakultät, … - 2012
This paper explores factors that influence households’ engagement in pro poor agro enterprises and examines the impacts of such small and medium scale enterprise on households’ poverty reduction. The paper approaches the objective by estimating a multivariate and data censoring analyses on...
Persistent link: https://www.econbiz.de/10011257995
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Exploring environmental urban policies: a methodological proposal to build a composite indicator measuring urban environmental virtuosity
Ercolano, Salvatore; Romano, Oriana - Volkswirtschaftliche Fakultät, … - 2011
Synthesizing the complex phenomenon of “environment” into a single indicator could leads to a loss of information, which inhibit his use as a reference for the resolution of several issues such as, for example, the allocation of resources. On the other hand it allows to represent the overall...
Persistent link: https://www.econbiz.de/10008866109
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Socioeconomic correlates of mortality in Pakistan
Mohammad, Irfan; Alam, I. - Volkswirtschaftliche Fakultät, … - 1986
This paper disc;usses socioeconomic mortality differentials in Pakistan on the basis of data collected in 1979 from a nationally representative sample of over lO,OOO households in a survey carried out for the Population, Labour Force and Migration (PLM) project of Pakistan Institute of...
Persistent link: https://www.econbiz.de/10011110066