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On policy evaluation with aggregate time-series instruments
Arkhangelsky, Dmitry; Korovkin, Vasily - 2024
Persistent link: https://www.econbiz.de/10014507747
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Non-random exposure to exogenous shocks : theory and applications
Borusyak, Kirill; Hull, Peter - 2020
Persistent link: https://www.econbiz.de/10012306198
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Filtered and unfiltered treatment effects with targeting instruments
Lee, Sokbae; Salanié, Bernard - 2020
Persistent link: https://www.econbiz.de/10012251945
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Granular credit risk
Galaasen, Sigurd; Jamilov, Rustam; Juelsrud, Ragnar Enger; … - 2020
Persistent link: https://www.econbiz.de/10012314224
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Intergenerational transmission of unemployment : causal evidence from Austria
Winter-Ebmer, Rudolf; Grübl, Dominik; Lackner, Mario - 2020
Persistent link: https://www.econbiz.de/10012215719
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The effect of index option trading on stock market volatility in China : an empirical investigation
Wu, Kai; Liu, Yi; Feng, Weiyang - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-19
, including principal component analysis, GARCH-family model, and LASSO regression. The results of this paper suggest that the …
Persistent link: https://www.econbiz.de/10013168752
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Eurozone stock market reaction to monetary policy interventions and other covariates
Petrakis, Nikolaos; Lemonakis, Christos; Floros, Christos; … - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-19
panel regression econometric analysis to study the influence of euro area monetary authority policy interventions, along …
Persistent link: https://www.econbiz.de/10012820682
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Financial performance of Iranian banks from 2013 to 2019 : a panel data approach
Ebrahimi, Pejman; Fekete-Farkas, Maria; Bouzari, Parisa; … - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-15
It is widely believed that the financial system is dependent on the banking industry, and its strength and development are vital for economic prosperity. This paper tried to show the financial performance of Iranian banks listed on the Tehran Stock Exchange (TSE) during 2013-2019, as the...
Persistent link: https://www.econbiz.de/10012588164
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Second-order least squares method for dynamic panel data models with application
Salamh, Mustafa; Wang, Liqun - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-19
to the first-differenced GMM and the random effects pseudo ML estimators. We also propose a new diagnostic test to check …
Persistent link: https://www.econbiz.de/10012628187
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Tourism activity as an engine of growth : lessons learned from the European Union
Matzana, Velisaria; Oikonomou, Aikaterina; Polemis, Michael - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-15
model. For this purpose, generalized method of moments (GMM) and Granger causality tests are applied within a panel data …
Persistent link: https://www.econbiz.de/10013273046