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Measuring Connectedness of Euro Area Sovereign Risk
Gätjen, Rebekka; Schienle, Melanie - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2015
We introduce a methodology for measuring default risk connectedness that is based on an out-of-sample variance … connectedness measures find distinct and complementary information from CDS and bond yield data on European area sovereign risk. The …
Persistent link: https://www.econbiz.de/10011240325
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RESPONSES OF AGRICULTURAL BIOENERGY PRODUCTION IN BRANDENBURG (GERMANY) TO ECOLOGICAL, ECONOMIC AND LEGAL CHANGES: AN APPLICATION OF HOLLING'S ADAPTIVE CYCLE
Grundmann, Philipp; Ehlers, Melf-Hinrich; Uckert, Gotz - Gesellschaft für Wirtschafts- und Sozialwissenschaften … - 2011
connectedness within the system. There are risks and opportunities for bioenergy production. Sustainable bioenergy production …
Persistent link: https://www.econbiz.de/10009326527
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Cohesion in bio-pharmacological cluster
Markov, L.S.; Teplova, I.G.; M.A.( … - In: Journal "Region: Economics and Sociology" 4 (2010)
connectedness of such cluster. We state that contacts with contractors within a cluster are of critical importance for any cluster …
Persistent link: https://www.econbiz.de/10008740790
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Volatility Connectedness of Bank Stocks Across the Atlantic
Yilmaz, Kamil - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2014
This paper presents an analysis of the dynamic measures of volatility connectedness of major bank stocks in the US and … direction of the volatility connectedness was from the US banks towards the EU banks. However, once the financial crisis became … global in the last quarter of 2008, volatility connectedness became bi-directional. The surge in volatility connectedness …
Persistent link: https://www.econbiz.de/10010859361
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Connectedness of super efficient sets in vector optimization of set-valued maps
Li, Zhong-Fei; Wang, Shou-Yang - In: Computational Statistics 48 (1998) 2, pp. 207-217
This paper deals with the super efficient sets in vector optimization of set-valued maps. It is proved that these sets are connected under an assumption of cone-convexlikeness and upper semicontinuity. Copyright Springer-Verlag Berlin Heidelberg 1998
Persistent link: https://www.econbiz.de/10010847577
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Unemployment Flows, Participation and the Natural Rate for Turkey
Sengul, Gonul; Tasci, Murat - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2014
This paper measures flow rates into and out of unemployment for Turkey and uses these rates to estimate the unemployment rate trend, that is the level of the unemployment rate the economy converges to in the long-run. In doing so, the paper explores the role of the labor force participation in...
Persistent link: https://www.econbiz.de/10010739864
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Stochastic Games with Hidden States
Yamamoto, Yuichi - Department of Economics, University of Pennsylvania - 2015
payoff set and establish the folk theorem. We also show that connectedness can be replaced with an even weaker condition …, called asymptotic connectedness. Asymptotic connectedness is satisfied for generic signal distributions, if the state …
Persistent link: https://www.econbiz.de/10011165806
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Spiritual Considerations for Managers: What Matters Most to Workforce Members in Challenging Times
Marques, Joan - In: Journal of Business Ethics 97 (2010) 3, pp. 381-390
Persistent link: https://www.econbiz.de/10008776690
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Sustainable network dynamics
Dragicevic, Arnaud; Sinclair-Desgagné, Bernard - Département Sciences Sociales, Agriculture et … - 2012
We propose a dynamic graph-theoretic model for ecosystem management as a control over networked system composed of target nodes and unmarked nodes. The network is represented by a complete graph, in which all vertices are connected by a unique edge. Target nodes are attracted by the objective...
Persistent link: https://www.econbiz.de/10010894747
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Sustainable Network Dynamics
Dragicevic, Arnaud; Sinclair-Desgagné, Bernard - Laboratoire d'Économie Forestière, Département … - 2012
We propose a dynamic graph-theoretic model for ecosystem management as a control over networked system composed of target nodes and unmarked nodes. The network is represented by a complete graph, in which all vertices are connected by a unique edge. Target nodes are attracted by the objective...
Persistent link: https://www.econbiz.de/10010902152