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This note studies the risk-management decisions of a risk-averse farmer. The farmer faces multiple sources of price …
Persistent link: https://www.econbiz.de/10010436060
change was observed both in the correlation and volatility levels for specific market segments, as well as in the market … wider assessment of the systemic risk in the financial markets. The key results point towards a decreased uncertainty in … estimated correlation levels during the post-crisis period. Such findings are consistent with the hypothesis that intermarket …
Persistent link: https://www.econbiz.de/10011984362
, the paper analyzes the returns correlation, serial correlation and heteroscedasticity on the NSE All-share Index, Banking … from the ACF and LB-Q statistics indicate evidence of serial correlation in majority of the sectors' returns. Furthermore …
Persistent link: https://www.econbiz.de/10011984744
In three different ways of lead-lag causal relationship, covariance/correlation and coherence, we apply the wavelets …
Persistent link: https://www.econbiz.de/10011988773
manufacturing enterprises are considered. Data analysis and presentation was made using SPSS tools (correlation, proximity, and T … test) and impact-effort analysis matrix tool. The correlation analysis shows that politico-legal with infrastructure … correlation with Pearson correlation values of r = 0.988, 0.983, and 0.939, respectively. The study investigates that the most …
Persistent link: https://www.econbiz.de/10011995833
22 December 2015-29 February 2016); and (3) for non-bear markets, gold does not offer good risk hedging. …
Persistent link: https://www.econbiz.de/10011996051
We analyze the optimal allocation of experts to teams, where experts differ in the precision of their information, and study the assortative matching properties of the resulting assignment. The main insight is that in general it is optimal to diversify the composition of the teams, ruling out...
Persistent link: https://www.econbiz.de/10012010030
In this paper we evaluate the influence of the modification of public investment level and unemployment rate on the general government deficit at the European Union level. We create a regression model that shows that a sustained and increased investment policy and the reduction of unemployment...
Persistent link: https://www.econbiz.de/10012016926
This paper focuses on investment in research and development as a factor of labour productivity and economic growth. Our analysis confirms the link between expenditure for research and development (expressed in % of GDP) and labour productivity (expressed in the number of hours worked) based on...
Persistent link: https://www.econbiz.de/10012117597
Applicability of Wagner's hypothesis to six East Asian countries is studied for a period of nearly a half-century during which their economic growth has often been termed as a "miracle". Despite the high rates of growth in most cases, there is little indication to support the hypothesis except...
Persistent link: https://www.econbiz.de/10011708708