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Persistent link: https://www.econbiz.de/10014334703
, Rationen und Futtermengen wurden ausgewertet und mit KTBL-Daten ergänzt. Anschließend wurden die Daten in einer Kostenrechnung …
Persistent link: https://www.econbiz.de/10013413626
The paper analyses whether communication and actual interventions in FX markets are successful in moving exchange rates over the medium- to long-run. It compares empirical evidence based on time-series analysis with that obtained from an eventstudy approach. Both the time-series approach based...
Persistent link: https://www.econbiz.de/10011604574
The paper studies the persistence of profit and its determinants in emerging markets. We apply Markov chain analysis … empirical results show a moderate level of profit persistence, as well as a relatively low speed of adjustment to the steady …-state profit level, thus providing no support for the hypothesis that there is a lower persistence of profits in emerging markets …
Persistent link: https://www.econbiz.de/10010271081
Gewinn erklärt und behandelt wird, um daraus eine Arbeitsdefinition der Gewinnkomponenten abzuleiten. Andererseits wird … darauf basierend die Distribution von Gewinnen diskutiert und behauptet, dass der Gewinn zunächst einmal der Unternehmung …The paper deals with the profit of the firm and its theoretical explanations. Starting with the usual understanding of …
Persistent link: https://www.econbiz.de/10014476164
) that profit signals and rewards successful value creation, since it expresses that the customers' voluntary willingness to …
Persistent link: https://www.econbiz.de/10011815541
In this paper we want to discuss macroscopic and microscopic properties of financial markets. By analyzing quantitatively a database consisting of 13 minute per minute recorded financial time series, we identify some macroscopic statistical properties of the corresponding markets, with a special...
Persistent link: https://www.econbiz.de/10010301759
We investigate the possibility of exploiting partial correlation graphs for identifying interpretable latent variables underlying a multivariate time series. It is shown how the collapsibility and separation properties of partial correlation graphs can be used to understand the relation between...
Persistent link: https://www.econbiz.de/10010306285
We propose the method of eigenvalue filtering as a new tool to extract time series subcomponents (such as business-cycle or irregular) defined by properties of the underlying eigenvalues. We logically extend the Beveridge-Nelson decomposition of the VAR time-series models focusing on the...
Persistent link: https://www.econbiz.de/10011604595
I present empirical results on the contribution of three key drivers of inflation in Denmark: an inflation trend anchored by inflation expectations; the Danish business cycle; and an energy price cycle. All three drivers contribute significantly to the development of inflation and explain most of...
Persistent link: https://www.econbiz.de/10014563915