Showing 1 - 10 of 165
__Abstract__ Given the enormous impact of the 2007-2010 worldwide financial crisis on societies, one may wonder what the impact was on individual consumer behavior concerning financial products and services. A natural expectation would be that the crisis made people aware of the risks and...
Persistent link: https://www.econbiz.de/10011149252
Regime-switching models, like the smooth transition autoregressive (STAR) model are typically applied to time series of moderate length. Hence, the nonlinear features which these models intend to describe may be reflected in only a few observations. Conversely, neglected outliers in a linear...
Persistent link: https://www.econbiz.de/10011149259
__Abstract__ Suriname witnesses a brain drain, in particular to the Netherlands. We study the determinants of this brain drain for skilled individuals, where we rely on an adaptation of the survey proposed in Gibson and McKenzie (2011). We managed to interview a unique set of 286 former top...
Persistent link: https://www.econbiz.de/10011149263
__Abstract__ This paper studies the link between stock returns and size and book-to-market equity effects for 10 companies listed at the Suriname Stock Exchange. We analyze the cross-sectional variation in average returns and we find that there is apparently no size effect, but there is a value...
Persistent link: https://www.econbiz.de/10011149276
__Abstract__ Using weekly data on the interest for 17 social media via Google trends and using quarterly data on actual users for 3 social media, it is reported in this letter that the life cycles of social media mimic those of durable consumer goods. On average, the popularity of social media...
Persistent link: https://www.econbiz.de/10011149278
Based on simple time series plots and periodic sample autocorrelations, we document that monthly river flow data display long memory, in addition to pronounced seasonality. In fact, it appears that the long memory characteristics vary with the season. To describe these two properties jointly, we...
Persistent link: https://www.econbiz.de/10011149286
__Abstract__ The empirical properties of stock returns are studied for 10 companies listed at the Suriname Stock Exchange (SSE), which is a young and growing stock market. Individual stock returns are found to be predictable from the own past to some extent, but the equal-weighted index returns...
Persistent link: https://www.econbiz.de/10011149293
__Abstract__ Over the years we see that mortgages with less risk of loss, due to more asset accumulation, have become more popular. We examine if this popularity resonates with macroeconomic features, business cycle movements and policy measures. Using detailed data from an important player in...
Persistent link: https://www.econbiz.de/10011149297
We analyze the behavior of experts who quote forecasts for monthly SKU-level sales data where we compare data before and after the moment that experts received different kinds of feedback on their behavior. We have data for 21 experts located in as many countries who make SKUlevel forecasts for...
Persistent link: https://www.econbiz.de/10011204325
This paper reports on simulation results for the Wald test for ∝1=∝2=0 in the regression model [Please open the additional file (8526_math.png) to see the regression model] for the case ĸ is known and for the case where ĸ has to be estimated using nonlinear least squares (NLS). This last...
Persistent link: https://www.econbiz.de/10011205397