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Testing the predictability and efficiency of securitized real estate markets
Schindler, Felix; Rottke, Nico; Füss, Roland - 2009
This paper conducts tests of the random walk hypothesis and market efficiency for 14 national public real estate markets. Random walk properties of equity prices influence the return dynamics and determine the trading strategies of investors. To examine the stochastic properties of local real...
Persistent link: https://www.econbiz.de/10003881575
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Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert - 2002
Persistent link: https://www.econbiz.de/10001671445
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An empirical analysis on the efficiency of the microfinance investment market
Inoue, Takeshi; Hamori, Shigeyuki - 2010
Persistent link: https://www.econbiz.de/10008857714
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Non-farm enterprise productivity and spatial autocorrelation in rural Africa : evidence from Ethiopia and Nigeria
Owoo, Nkechi S.; Naudé, Wim - 2014
proximate farm and non-farm enterprises. To test for the presence and significance of such spatial autocorrelation we use data … (NGHS). We find evidence of significant spatial autocorrelation. Productivity of non-farm enterprises is widely dispersed … productive. In Nigeria, we find evidence for spatial autocorrelation at the individual enterprise level but not at the community …
Persistent link: https://www.econbiz.de/10010379209
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Statistical inference in multifractal random walk models for financial time series
Sattarhoff, Cristina - 2011
Persistent link: https://www.econbiz.de/10008990625
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Point and interval forecasts of age-specific fertility rates : a comparison of functional principal component methods
Shang, Han Lin - 2012
Persistent link: https://www.econbiz.de/10009565409
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Real Exchange Rates and Fundamentals : A Cross-Country Perspective
Ricci, Luca Antonio - 2008
This paper employs newly constructed measures for productivity differentials, external imbalances, and commodity terms of trade to estimate a panel cointegrating relationship between real exchange rates and a set of fundamentals for a sample of 48 industrial countries and emerging markets. It...
Persistent link: https://www.econbiz.de/10014401826
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Increasing weather risk : fact of fiction?
Wang, Weining; Bobojonov, Ihtiyor B.; Härdle, Wolfgang; … - 2011
It is an undisputed fact that weather risk increases over time due to climate change. However, qualification of this statement with regard to the type of weather risk and geographical location is needed. We investigate the application of novel statistical tools for assessing changes in weather...
Persistent link: https://www.econbiz.de/10009379509
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Long run equilibrium relationships in international economics
Crowder, William Joseph - 1992
Persistent link: https://www.econbiz.de/10001437504