Showing 1 - 10 of 1,413
Persistent link: https://www.econbiz.de/10011979997
the traditional dominant firm - competitive fringe model allowing for the incumbent a more competitive conduct than that … effects. While the incumbent’s conduct cannot be directly estimated using this framework, the concrete estimates show that its … only compatible with a profit maximising incumbent in the case of largely competitive conduct (conduct parameter below 0 …
Persistent link: https://www.econbiz.de/10011433008
the traditional dominant firm - competitive fringe model allowing for the incumbent a more competitive conduct than that … effects. While the incumbent's conduct cannot be directly estimated using this framework, the concrete estimates show that its … only compatible with a profit maximising incumbent in the case of largely competitive conduct (conduct parameter below 0 …
Persistent link: https://www.econbiz.de/10010469434
Persistent link: https://www.econbiz.de/10011710659
Persistent link: https://www.econbiz.de/10011305352
We develop networks of international stock market indices using information and correlation based measures. We use 83 … stock market indices of a diversity of countries, as well as their single day lagged values, to probe the correlation and … one day coincides to same day correlation between them. …
Persistent link: https://www.econbiz.de/10011545240
Persistent link: https://www.econbiz.de/10010465638
Persistent link: https://www.econbiz.de/10012802098
Persistent link: https://www.econbiz.de/10012608826
This paper examines the effect of financialisation of futures markets has on the relationship between crude oil futures and equities by using the VAR-DCC-GARCH model. Specifically, by accounting for the systematic patterns of commodity price volatility, namely, seasonality and maturity effects...
Persistent link: https://www.econbiz.de/10012599014