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“A multivariate neural network approach to tourism demand forecasting”
Claveria, Oscar; Monte, Enric; Torra, Salvador - Facultat d'Economia i Empresa, Universitat de Barcelona - 2014
international tourism demand to Catalonia (Spain) from 2001 to 2012. By means of cointegration analysis we find that growth rates of …
Persistent link: https://www.econbiz.de/10010775223
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“A multivariate neural network approach to tourism demand forecasting”
Claveria, Oscar; Monte, Enric; Torra, Salvador - Institut de Recerca en Economia Aplicada (IREA), … - 2014
international tourism demand to Catalonia (Spain) from 2001 to 2012. By means of cointegration analysis we find that growth rates of …
Persistent link: https://www.econbiz.de/10010775250
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EMU sovereign debt market crisis: Fundamentals-based or pure contagion?
Gómez-Puig, Marta; Sosvilla-Rivero, Simón - Asociación Española de Economía y Finanzas … - 2014
fundamentals-based or pure contagion. To do so, we examine the behaviour of EMU sovereign bond yield spreads with respect to the … contagion) and episodes of significantly reduced interconnection (which we associate with immunisation). We then use an ordered … variables proxying market sentiment and of variables proxying macrofundamentals in determining contagion and immunisation …
Persistent link: https://www.econbiz.de/10010935068
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“EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”
Gómez-Puig, Marta; Sosvilla-Rivero, Simón - Facultat d'Economia i Empresa, Universitat de Barcelona - 2014
fundamentals-based or pure contagion. To do so, we examine the behaviour of EMU sovereign bond yield spreads with respect to the … contagion) and episodes of significantly reduced interconnection (which we associate with immunisation). We then use an ordered … variables proxying market sentiment and of variables proxying macrofundamentals in determining contagion and immunisation …
Persistent link: https://www.econbiz.de/10010764828
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The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization
Karathanassis, G.A.; Sogiakas, V.I. - In: Journal of Economic Integration 26 (2011), pp. 433-462
This paper investigates the relationships among the European Monetary Union capital markets taking into account possible structural changes with respect to the harmonization procedure of the International Accounting Standards (IAS). According to many analysts, IAS could possibly contribute to...
Persistent link: https://www.econbiz.de/10009421177
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Cointegration and conditional correlations among German and Eastern Europe equity markets
Guidi, Francesco; Gupta, Rakesh - Volkswirtschaftliche Fakultät, … - 2010
markets. Application of Johansen as well as Engle-Granger cointegration tests show that there is no long-term relationship … among these markets while the Gregory-Hansen cointegration test rejects the null hypothesis of no cointegration with …
Persistent link: https://www.econbiz.de/10008529235
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Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK
Guidi, Francesco - Volkswirtschaftliche Fakultät, … - 2008
investigated using the cointegration methodology. Cointegration tests show that DAX30, FTSE100, and SMI indexes move together in …
Persistent link: https://www.econbiz.de/10005789530
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Financial Stability in European Banking: The Role of Common Factors
Kool, Clemens J.M. - Money Macro and Finance Research Group - 2007
In this paper, I investigate the development and determinants of CDS spreads for 18 major European banks between December 2001 and January 2004 using daily data. I demonstrate that two nonstationary common factors can be extracted from the data that together explain most CDS spread variation...
Persistent link: https://www.econbiz.de/10004978136
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FORECASTING INTERNATIONAL TOURISM DEMAND: THE EVIDENCE OF MACEDONIA
Petrevska, Biljana - In: UTMS Journal of Economics 3 (2012) 1, pp. 45-55
The paper makes an attempt to provide estimation of foreign tourism demand by 2014, by investigating the case of Macedonia. The author applies the Box-Jenkins methodology and tests several alternative specifications in the modeling of original time series. Upon the outcomes of standard...
Persistent link: https://www.econbiz.de/10010991585
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Forecasting Based on Common Trends in Mixed Frequency Samples
Fuleky, Peter; Bonham, Carl - University of Hawai'i Economic Research Organization … - 2010
stochastic trends. The indicators are observed at various frequencies and are tied together by cointegration so that valuable …
Persistent link: https://www.econbiz.de/10010933367