In this paper an index of financial competitiveness is calculated that corresponds to the market-to-book ratio of … inflation rates and registered patents have a positive impact on the index. Institutional factors like EMU membership or Anglo …

This paper describes a new, industry-adjusted index of state environmental compliance costs from 1977 to 1994. The … index has two principal advantages: it controls for states' industrial compositions, and it can be calculated for 17 years … and 1994. Third, this cost index is negatively correlated with subjective indices of state environmental efforts compiled …

understated. ETFs track and attempt to replicate the performance of a specific index. Numerous studies have demonstrated a strong … relationship between the S&P500 Composite Index and the Volatility Index (VIX), but few empirical studies have focused on the … heteroskedasticity in the VAR estimates of ETF returns. Daily data on ETF returns that follow different stock indexes in the USA and …

This paper performs a thorough statistical examination of the time-series properties of the market volatility index … series, we run a series of preliminary analyses whose results suggest there is some long-range dependence in the VIX index …

management index in addition to the general time index of Baltagi and Griffin (1988) and use them as arguments in the translog …

elderly? What is the nature of a fiscal incidence index on a budgetary basis versus a theoretically more satisfactory index …