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Recent Advances in Estimating Nonlinear Models : With Applications in Economics and Finance

Ma, Jun - 2014

Specification and Estimation: Using Mixed Frequency Datasets -- Chapter 3 Testing for Neglected Nonlinearity Using Regularized … Function in Persistent Nonlinear Times Series Models -- Chapter 10 Small Area Estimation with Correctly Specified Linking …This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights …

Persistent link: https://www.econbiz.de/10014016985

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011

This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets

Persistent link: https://www.econbiz.de/10012053890

The Politics of Exchange Rates in Developing Countries : Political Cycles and Domestic Institutions

Setzer, Ralph (contributor) - 2006

This book considers the issue of exchange rate policymaking from a political economy perspective. It illustrates both theoretically and empirically how domestic political and institutional incentives shape exchange rate policies in developing countries. Empirical analysis is based on a panel...

Persistent link: https://www.econbiz.de/10013520599

Exchange Rate Regimes : Fixed, Flexible or Something in Between?

Moosa, Imad A. - 2005

This book explores the exchange rate regime choice and the role played by the exchange rate in the economy. Approaching the classification of exchange rate regimes from theoretical, practical and historical perspectives, the book discusses pertinent case studies, including the choice of exchange...

Persistent link: https://www.econbiz.de/10012054026

The New Generation of Computable General Equilibrium Models : Modeling the Economy

Perali, Federico (ed.); Scandizzo, Pasquale Lucio (ed.) - 2018

Methodology and Estimation Issues -- 2 Demand-Driven Structural Change in Applied General Equilibrium Models -- 3 Micro …

Persistent link: https://www.econbiz.de/10013256192

Asymmetric Cost Behavior : Implications for the Credit and Financial Risk of a Firm

Reimer, Kristina - 2019

The thesis of Kristina Reimer provides a comprehensive analysis of asymmetric cost behavior (also known as cost stickiness) by discussing its origin and development in the theoretical and empirical research from the 1920s of the past century up until today. Further, using an empirical approach,...

Persistent link: https://www.econbiz.de/10012395868

North-South Globalization and Foreign Direct Investment : Essays in International Economics

Schwab, Jakob - 2018

Jakob Schwab analyzes central mechanisms in the systematic economic interaction between rich and poor countries. He focuses on the drivers and effects of investment in developing countries and shows that predictions of standard economic analysis may turn around when accounting for peculiarities...

Persistent link: https://www.econbiz.de/10012396757

The Impact of Economic Freedom on State Legitimacy : An Empirical Investigation

Hindermann, Christoph Michael - 2018

Christoph Michael Hindermann uses a statistical approach to analyze the impact of economic freedom on state legitimacy. Based on multiple regression models, the author not only extracts the determinants of legitimacy but also shows that rule of law is the most important area of economic freedom...

Persistent link: https://www.econbiz.de/10012396801

The Regulation of Systemically Relevant Banks : How Governments Should Manage Their Exposure to Banking System Risk

Moenninghoff, Sebastian C. - 2018

Sebastian Moenninghoff provides an extensive overview of the status of the ‘Too-Big-to-Fail’ doctrine post-crisis and develops the first comprehensive framework to categorize and discuss the full range of major policy options for regulating banks. Governments need to actively manage their...

Persistent link: https://www.econbiz.de/10012396879

Multivariate Modellierung operationeller Risiken in Kreditinstituten

Bayer, Verena - 2012

Operationelle Risiken betreffen nahezu jede Geschäftstätigkeit von Banken. Sie verfügen über ein hohes Schadenspotential und stellen eine große Herausforderung für das Risikomanagement der Banken dar. Verena Bayer untersucht Ansätze zur Quantifizierung operationeller Risiken und der...

Persistent link: https://www.econbiz.de/10014016438

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