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Threshold asymmetries in equity return distributions : statistical tests and investment implications

Yoldas, Emre - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 5, pp. 1-35

Persistent link: https://www.econbiz.de/10009679665

Testing for nonstationarity using maximum entropy resampling : a misspecification testing perspective

Koutris, Andreas; Heracleous, Maria S.; Spanos, Aris - In: Econometric reviews 27 (2008) 4/6, pp. 363-384

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Investment and uncertainty in the G7

Byrne, Joseph P.; Davis, E. Philip - In: Review of world economics 141 (2005) 1, pp. 1-32

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Investment and uncertainty in the G7

Byrne, Joseph P. (contributor); Davis, E. Philip (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001678785

Threshold Asymmetries in Equity Return Distributions : Statistical Tests and Investment Implications

Yoldas, Emre - 2011

In this paper we investigate asymmetries in time-varying means, volatilities, correlations, and betas of equity returns in a multivariate threshold framework. We consider alternative specifications in which the threshold variable is based on well-established equity pricing factors and...

Persistent link: https://www.econbiz.de/10013118202

The limits of accommodative monetary policy in practice

Heim, John J. - 2021

finds statistical evidence that using commercial and savings banks instead of investment banks when implementing …

Persistent link: https://www.econbiz.de/10012406113

Why Fiscal Stimulus Programs Fail, Volume 1 : The Limits of Accommodative Monetary Policy in Practice

Heim, John J. - 2021 - 1st ed. 2021.

mechanisms through which loanable funds affects consumption and investment -- Chapter 21: Do Consumer Borrowing, Inflation and … failed;…Furthermore, it appears that the use of investment banks, rather than commercial and savings and loans banks … they were undertaken at all. It finds statistical evidence that using commercial and savings banks instead of investment …

Persistent link: https://www.econbiz.de/10012496216

Testing for slope heterogeneity bias in panel data models

Campello, Murillo; Galvão Júnior, Antônio Fialho; … - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 749-760

Persistent link: https://www.econbiz.de/10012179380

Family economy

Reiger, Kerreen - 1991

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Leaving home : what economics has to say about the living arrangements of young Australians

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Persistent link: https://www.econbiz.de/10003712672