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A new nonparametric quantile estimate for length-biased data with competing risks
Zhang, Feipeng; Tan, Zhong - In: Economics letters 137 (2015), pp. 10-12
Persistent link: https://www.econbiz.de/10011436181
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Estimating stochastic production frontiers : a one-stage multivariate semiparametric Bayesian concave regression method
Preciado Arreola, José Luis; Johnson, Andrew L.; Chen, … - In: European journal of operational research : EJOR 287 (2020) 2, pp. 699-711
Persistent link: https://www.econbiz.de/10012293942
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Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116
Persistent link: https://www.econbiz.de/10012121248
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Macroeconomic effects of inflation target uncertainty shocks
Arbex, Marcelo; Caetano, Sidney Martins; Correa, Wilson - In: Economics letters 181 (2019), pp. 111-115
Persistent link: https://www.econbiz.de/10012121853
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Inflation and output growth uncertainty and their relationship with inflation and output growth
Fountas, Stilianos; Karanasos, Menelaos; Kim, Jinki - In: Economics letters 75 (2002) 3, pp. 293-301
Persistent link: https://www.econbiz.de/10001667162
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Re-examining inflation and inflation uncertainty in developed and emerging countries
Daal, Elton; Naka, Atsuyuki; Sanchez, Benito - In: Economics letters 89 (2005) 2, pp. 180-186
Persistent link: https://www.econbiz.de/10003172032
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Assessing the causality relationship between the geopolitical risk index and the agricultural commodity markets
Micallef, John; Grima, Simon; Spiteri, Jonathan; … - In: Risks : open access journal 11 (2023) 5, pp. 1-15
The aim of this study was to investigate the Granger causality between geopolitical risk (GPR) sub-indices in order to examine the implications of geopolitical risk on ten agricultural commodities classified as softs or grains. The Granger causality test was used to determine the causal...
Persistent link: https://www.econbiz.de/10014332047
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The effects of direct democracy on stock market risk and returns : an event study from Switzerland
Morley, Bruce - In: Risks : open access journal 11 (2023) 2, pp. 1-13
The aim of this study was to determine whether referendums affect stock price risks and returns, using an event study approach. Daily end period data for the Swiss stock market index, the STOXX European market index, and the Swiss/US exchange rate running from the beginning of 2004 to June 2021,...
Persistent link: https://www.econbiz.de/10014233147
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Model efficiency and uncertainty in quantile estimation of loss severity distributions
Brazauskas, Vytaras; Upretee, Sahadeb - In: Risks : open access journal 7 (2019) 2/55, pp. 1-16
estimators of quantiles at various levels. For parametric estimation, we employ the maximum likelihood and percentile-matching …
Persistent link: https://www.econbiz.de/10012019119
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A note on the impact of parameter uncertainty on barrier derivatives
Escobar, Marcos; Panz, Sven - In: Risks : open access journal 4 (2016) 4, pp. 1-25
This paper presents a comprehensive extension of pricing two-dimensional derivatives depending on two barrier constraints. We assume randomness on the covariance matrix as a way of generalizing. We analyse common barrier derivatives, enabling us to study parameter uncertainty and the risk...
Persistent link: https://www.econbiz.de/10011556565