Showing 1 - 10 of 797
Persistent link: https://www.econbiz.de/10003354593
In this paper we perform a meta-analysis on empirical estimates of the impact between investment and uncertainty. Since the outcomes of primary studies are largely incomparable with respect to the magnitude of the effect, our analysis focuses on the direction and statistical significance of the...
Persistent link: https://www.econbiz.de/10011349194
Persistent link: https://www.econbiz.de/10010358426
Persistent link: https://www.econbiz.de/10010496098
Persistent link: https://www.econbiz.de/10014513772
Persistent link: https://www.econbiz.de/10014444153
Persistent link: https://www.econbiz.de/10000952485
Persistent link: https://www.econbiz.de/10003934266
We propose to pool alternative systemic risk rankings for financial institutions using the method of principal components. The resulting overall ranking is less affected by estimation uncertainty and model risk. We apply our methodology to disentangle the common signal and the idiosyncratic...
Persistent link: https://www.econbiz.de/10010532581
This paper describes a forecasting exercise of close-to-open returns on major global stock indices, based on price patterns from foreign markets that have become available overnight. As the close-to-open gap is a scalar response variable to a functional variable, it is natural to focus on...
Persistent link: https://www.econbiz.de/10011379456