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estimation of a GARCH (1,1) model for stock returns shows that their conditional volatility is characterised by lower persistence …
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Die IuK-Wirtschaft ist eine Schlüsselbranche für die technologische Leistungsfähigkeit. Sie gehört zum einen selbst sowohl in der Industrie als auch im Bereich der Dienstleistungen zu den besonders innovativen Sektoren, zum anderen trägt der Einsatz von innovativen IuK-Technologien zu...
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By estimating a staggered price model over the period 1980q1-2010q2, this paper documents that, after the euro changeover, Italian retailers have increased the number of price adjustments, which has translated into a higher inflation rate, with a detrimental effect on the competitiveness of the...
Persistent link: https://www.econbiz.de/10009011167
By estimating a staggered price model over the period 1980q1-2010q2, this paper documents that, after the euro changeover, Italian retailers have increased the number of price adjustments, which has translated into a higher inflation rate, with a detrimental effect on the competitiveness of the...
Persistent link: https://www.econbiz.de/10009426698
Persistent link: https://www.econbiz.de/10010520795
This paper uses data from a panel of more than 400 Italian banks for the period 2001 - 2012 to examine the main determinants of loan loss provision (LLP), which are classified as either discretionary (income smoothing, capital management, signalling) or non-discretionary (related to the business...
Persistent link: https://www.econbiz.de/10010496145
This paper uses data from a panel of more than 400 Italian banks for the period 2001 – 2012 to examine the main determinants of loan loss provision (LLP), which are classified as either discretionary (income smoothing, capital management,signalling) or non-discretionary (related to the...
Persistent link: https://www.econbiz.de/10010496914