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We analyze the interdependence between the government yield spread and stock returns of the banking sector in Italy …
Persistent link: https://www.econbiz.de/10012975078
The euro-area sovereign debt crisis is receding. Europe is on a recovery path, growth is broad-based and unemployment is falling. One after the other, countries hit hardest by the crisis are exiting their adjustment programmes. However, debt remains high in most countries and future debt crises...
Persistent link: https://www.econbiz.de/10012899409
broad market index. Extensive numerical results are reported using S-CoCo designs for Greece, Italy and Germany with both …
Persistent link: https://www.econbiz.de/10012935831
We develop models for portfolio diversification in the sovereign credit default swap (CDS) markets and show that, despite literature findings that sovereign CDS spreads are affected by global factors, there is sufficient idiosyncratic risk to be diversified away. However, we identify regime...
Persistent link: https://www.econbiz.de/10012968550
unsustainability. We develop risk profiles for two Eurozone countries with excessive debt, Cyprus and Italy, both in their current form …
Persistent link: https://www.econbiz.de/10013005957
The quasi-linear fuzzy modeling of Filev (1991) is used to estimate the relationship between the number of managers and employees in a firm. The results form the basis for the classification of firms into small and large businesses. Application to a data of Australian firms shows an evolution...
Persistent link: https://www.econbiz.de/10014041103
In this paper we consider several time-varying volatility and/or heavy-tailed models to explain the dynamics of return time series and to fit the volatility smile for exchange-traded options where the underlying is the main ‘Borsa Italiana' stock index. Given observed prices for the time...
Persistent link: https://www.econbiz.de/10013056568
relief in Italy and regional mapping. The data include DEM SRTM90 and datasets on regional borders of Italy embedded in R … visualization using R packages: ‘raster’ and ‘tmap’. Regional mapping of Italy was made using main package ‘ggmap’ with the ‘ggplot2 …’ as a wrapper. The results present five thematic maps (slope, aspect, hillshade, elevation and regions of Italy) created …
Persistent link: https://www.econbiz.de/10013240790
Dipartimento della Protezione Civile.We find the inflection point for Italy to have been on the 21st of March, a plausible end date …
Persistent link: https://www.econbiz.de/10014100338
The objective of this paper is to determine the cause of queues in hair dressing salons, the average time a customer spends in the salon as a result of the queue, the applicability of a mathematical model (Queuing Models) for use in the management of waiting line problems in hair-dressing salons...
Persistent link: https://www.econbiz.de/10013146366