new integrated treatment to this question using a panel of 44 developing and developed countries over the period 1976 …

of factor jumps. Such jump dependence is implied by standard linear factor models. Our inference is based on a panel of … restriction on the relative magnitude of these two dimensions of the panel. The test is formed from the high‐frequency returns at …

listed on Borsa Istanbul and covers the period between 2005 and 2014. Results from a firm-level panel data model indicate …

across several estimation methods. Panel Granger causality test results indicate that there indeed is a Granger … for a panel of predominantly mid- and large-cap entities. Using credit transition matrices and rating histories from 48 US …