Narrow search
Showing 1 - 10 of 1,115
Cover Image
International energy R&D spillovers and the economics of greenhouse gas atmospheric stabilization
Bosetti, Valentina; Carraro, Carlo; Massetti, Emanuele; … - 2007
Persistent link: https://www.econbiz.de/10003624058
Cover Image
Optimal energy investment and R&D strategies to stabilise Greenhouse Gas atmospheric concentrations
Bosetti, Valentina; Carraro, Carlo; Massetti, Emanuele; … - 2007
Persistent link: https://www.econbiz.de/10003630439
Cover Image
EU banks rating assignments : is there heterogeneity between new and old member countries?
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2010
We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … aim is to assess whether "old" and "new" EU countries are rated differently and to determine whether "new" ones are … intercepts) are a crucial determinant of ratings. Whilst "new" EU countries typically have lower ratings than "old" ones, after …
Persistent link: https://www.econbiz.de/10003974520
Cover Image
Exchange rate forecasters' performance : evidence of skill?
McDonald, Ronald H.; Menkhoff, Lukas; Rebitzky, Rafael R. - 2009
This paper sheds new light on a long-standing puzzle in the international finance literature, namely, that exchange rate expectations appear inaccurate and even irrational. We find for a comprehensive dataset that individual forecasters' performance is skill-based. 'Superior' forecasters show...
Persistent link: https://www.econbiz.de/10003832110
Cover Image
Rating assignments : lessons from international banks
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2009
This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to capture country-specific variation. The empirical findings provide support to the hypothesis that the individual international bank ratings assigned by Fitch Ratings are...
Persistent link: https://www.econbiz.de/10003832133
Cover Image
What "hides" behind sovereign debt ratings?
Afonso, António (contributor); Gomes, Pedro (contributor);  … - 2007
In this paper we study the determinants of sovereign debt credit ratings using rating notations from the three main international rating agencies, for the period 1995-2005. We employ panel estimation and random effects ordered probit approaches to assess the explanatory power of several...
Persistent link: https://www.econbiz.de/10003410549
Cover Image
Ranking economists on the basis of many indicators : an alternative approach using RePEc data
Seiler, Christian; Wohlrabe, Klaus - 2011
In socio-economic sciences the RePEc network (Research Papers in Economics) has become an essential source for the gathering and the spread of both existing and new economic research. Furthermore, it is currently the largest bibliometric database in economic sciences containing 33 different...
Persistent link: https://www.econbiz.de/10009489290
Cover Image
Selectivity, Market Timing and the Morningstar Star-Rating System
Antypas, Antonios; aporale, Guglielmo Maria; … - 2009
to STAR1). We then perform an unconditional and conditional portfolio performance evaluation. In both cases the evidence …-Rating System ; CAPM ; conditional and unconditional portfolio performance evaluation …
Persistent link: https://www.econbiz.de/10003817961
Cover Image
Analysing and combining multiple credit assessments of financial institutions
Tabakis, Evangelos; Vinci, Anna - 2002
Persistent link: https://www.econbiz.de/10001670884
Cover Image
Who is the "journal grand master"? : a new ranking based on the Elo rating system
Lehmann, Robert; Wohlrabe, Klaus - 2016
In this paper we transfer the Elo rating system, which is widely accepted in chess, sports and other disciplines, to rank scientific journals. The advantage of the Elo system is the explicit consideration of the factor time or the history of a journal's performance. Most other rankings that are...
Persistent link: https://www.econbiz.de/10011580615