Narrow search
Showing 1 - 10 of 426
Cover Image
The uncertainty of systemic risk
Ilin, Thomas; Varga, Liz - In: Risk management : a journal of risk, crisis and disaster 17 (2015) 4, pp. 240-275
Persistent link: https://www.econbiz.de/10011439474
Cover Image
Vulnerable growth
Adrian, Tobias; Boyarchenko, Nina; Giannone, Domenico - 2017 - Revised November 2017
We study the conditional distribution of GDP growth as a function of economic and financial conditions. Deteriorating financial conditions are associated with an increase in the conditional volatility and a decline in the conditional mean of GDP growth, leading the lower quantiles of GDP growth...
Persistent link: https://www.econbiz.de/10011547698
Cover Image
On entropy and portfolio diversification
Pola, Gianni - In: The journal of asset management 17 (2016) 4, pp. 218-228
Persistent link: https://www.econbiz.de/10011504204
Cover Image
Modelling inter-regional trade flows : data and methodological issues in Rhomolo
Ivanova, Olga; Kancs, D'Artis; Stelder, Dirk - 2009
used for modelling purposes. We propose an augmented entropy approach, which combines the Transtools model’s inter …
Persistent link: https://www.econbiz.de/10011523989
Cover Image
The role of temperature in economic exchange : an empirical analysis
Dimitrijević, Bojan; Lovre, Ivan - In: Journal of central banking theory and practice 4 (2015) 3, pp. 65-89
Persistent link: https://www.econbiz.de/10011373218
Cover Image
Eccentricity in asset management
Kaya, Hakan - In: The journal of network theory in finance 1 (2015) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011374587
Cover Image
An entropy based analysis of the relationship between the DOW JONES Index and the TRNA sentiment series
Allen, David E.; McAleer, Michael; Singh, Abhay K - 2016
the stock prices of these companies using entropy measures. The entropy and Mutual Information (MI) statistics permit an …
Persistent link: https://www.econbiz.de/10011456716
Cover Image
The diet problem, nutrient supply, and the cost of diversity applied to livestock feeds
Komarek, Adam M.; Robinson, Sherman; Mason-D'Croz, Daniel - 2018
Persistent link: https://www.econbiz.de/10012131454
Cover Image
Analysis of causal relationship between factors affecting the successful implementation of enterprise resource planning using intuitionistic fuzzy DEMATEL
Sayyadi Tooranloo, Hossein; Sadat, Arezoo; Karami, Mohsen - In: International journal of business information systems : … 29 (2018) 4, pp. 436-458
Persistent link: https://www.econbiz.de/10011981348
Cover Image
Dynamics of randomness and efficiency in the Indian stock markets
Kumar, S. Sujeesh; Nandamohan, V. - In: International journal of financial markets and derivatives 6 (2018) 4, pp. 287-320
Persistent link: https://www.econbiz.de/10011996872