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Persistent link: https://www.econbiz.de/10001121739
Overconfidence seems to be an essential aspect of human nature, and one way to study overconfidence is to consider students' forecasts of their exam grades. Part of a student's grade expectation is based on the student's previous academic achievements; what remains can be interpreted as...
Persistent link: https://www.econbiz.de/10012953285
This paper introduces a method based on the use of various linear and nonlinear state space models that uses non-synchronous data to extract global stochastic financial trends (GST). These models are specifically constructed to take advantage of the intraday arrival of closing information coming...
Persistent link: https://www.econbiz.de/10012971773
The paper presents an econometric study of the two bank ratings assigned by Moody's Investors Service. According to Moody's methodology, foreign currency long-term deposit ratings are assigned on the basis of Bank Financial Strength Ratings (BFSR), taking into account “external bank support...
Persistent link: https://www.econbiz.de/10013110060