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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
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The trade-off between foreign direct investments and exports : the role of multiple dimensions of distance
Lankhuizen, Maureen; Groot, Henri L. F. de; Linders, … - 2009
Investment (FDI). The conventional proximity-concentration theory suggests that FDI substitutes for trade if distance between …
Persistent link: https://www.econbiz.de/10011378320
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Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2016
Persistent link: https://www.econbiz.de/10011618479
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Untangling real gravity
Klaassen, Franc; Teulings, Rutger - 2017
all variables proposed by theory, despite a broad set of fixed effects (FE). We find that both REERs are important and … multilateral resistances. Untangling normalization helps to get a better view of what is still unexplained by theory. …
Persistent link: https://www.econbiz.de/10011791519
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Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2015
area sovereign debt crises. We find that macro and default-specific world factors are a primary source of default …
Persistent link: https://www.econbiz.de/10010484886
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No single currency regime is right for all countries or at all times
Frankel, Jeffrey A. - 1999
Persistent link: https://www.econbiz.de/10001415127
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The trade-off between foreign direct investments and exports : the role of multiple dimensions of distance
Lankhuizen, Maureen; Groot, Henri L. F. de; Linders, … - 2009
Persistent link: https://www.econbiz.de/10003851203
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Space and growth
Abreu, Maria; Groot, Henri L. F. de; Florax, Raymond J. … - 2004
literature. In contrast, studies on relative location tend to be weakly linked to theory, but apply relatively sophisticated … appropriateness of such models, and identify areas of potential concern. The rather weak linkage between theory and operational models …
Persistent link: https://www.econbiz.de/10011342567
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Decoupling economic growth and energy use : an empirical cross-country analysis for 10 manufacturing sectors
Mulder, Peter; Groot, Henri L. F. de - 2004
This paper provides an empirical analysis of decoupling economic growth and energy use and its various determinants by exploring trends in energy- and labour productivity across 10 manufacturing sectors and 14 OECD countries for the period 1970-1997. We explicitly aim to trace back aggregate...
Persistent link: https://www.econbiz.de/10011334858
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1997
Accurate prediction of the frequency of extreme events is of primary importance in many financialapplications such as Value-at-Risk (VaR) analysis. We propose a semi-parametric method for VaRevaluation. The largest risks are modelled parametrically, while smaller risks are captured by the...
Persistent link: https://www.econbiz.de/10010533206