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Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden.

Berg, Lennart - 2000

Using daily data for the Swedish stock market for almost the last two decades no distinct and firm deterministic seasonal pattern for the conditional volatility for the Swedish stock market has been found. The daily turnover in the Swedish stock market has an impact on and eliminates to some...

Persistent link: https://www.econbiz.de/10010321733

Generalized dynamic factor model + GARCH exploiting multivariate information for univariate prediction

Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco - 2007

We propose a new model for volatility forecasting which combines the Generalized Dynamic Factor Model (GDFM) and the GARCH model. The GDFM, applied to a large number of series, captures the multivariate information and disentangles the common and the idiosyncratic part of each series of returns....

Persistent link: https://www.econbiz.de/10010328627

Stock return volatility patterns in India

Batra, Amita - 2004

Persistent link: https://www.econbiz.de/10011807534

Fiscal adjustment in Greece: In search for sustainable public finances

van Aarle, Bas; Kappler, Marcus - 2011

This paper analyses Greek fiscal sustainability from a retrospective and a prospective view. Implications of Greek fiscal (un)sustainability are discussed. In the empirical analysis econometric testing of Greek government solvency during the period 1985-2008 is combined with a scenario analysis...

Persistent link: https://www.econbiz.de/10010307840

Monetary policy before and after the euro: Evidence from Greece

Arghyrou, Michael G. - 2006

We model Greek monetary policy in the 1990s and use our findings to address two interrelated questions. First, how was monetary policy conducted in the 1990s so that the hitherto highest-inflation EU country managed to join the euro by 2001? Second, how compatible is the current ECB monetary...

Persistent link: https://www.econbiz.de/10010322776

Science and technology policy in Greece: Policy initiatives for R&D cooperation

Kastelli, Ioanna - 2000

The introduction of new elements in the Greek Science and Technology policy has not been followed to the same extent by an explicit concern for the promotion of R&D co-operation. National policy in that respect has been shaped to a large extent by the European Commission's policy initiatives....

Persistent link: https://www.econbiz.de/10011608632

Griechenland: Eine Rettungsbilanz

Schrader, Klaus; Laaser, Claus-Friedrich - 2018

Die Autoren zeigen, dass Griechenland trotz des Abschlusses der über acht Jahre dauernden Rettungsprogramme und einer … Investoren zu verbessern und neues Vertrauen in den Standort Griechenland zu schaffen. … during the last years, Greece still faces serious economic problems. Even though the debt crisis was temporarily defused by a …