Showing 1 - 10 of 12,770
Este documento presenta una aplicacion del metodo de Bell y Hillmer, basado en funciones de transferencia, para modelar las consecuencias de variaciones en los dias comerciales por mes, la influencia de la Semana Santa, y el empleo del analisis de observaciones atipicas, para detectar efectos...
Persistent link: https://www.econbiz.de/10001128766
Persistent link: https://www.econbiz.de/10001472843
Persistent link: https://www.econbiz.de/10003941712
Persistent link: https://www.econbiz.de/10011504394
Persistent link: https://www.econbiz.de/10003657861
This paper compares the long-run buy-and-hold returns of privatization initial public offerings (IPOs) to those of the … domestic stock markets of respective countries using a sample of 241 privatization IPOs from 41 countries. The evidence … indicates that the privatization IPOs significantly outperform their domestic stock markets if the returns are equally …
Persistent link: https://www.econbiz.de/10013004403
Persistent link: https://www.econbiz.de/10012609922
In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...
Persistent link: https://www.econbiz.de/10009636544
Persistent link: https://www.econbiz.de/10000882121
Persistent link: https://www.econbiz.de/10000882159