The paper analyses academic journal quality and impact using quality weighted citations that are based on the widely-used Thomson Reuters ISI Web of Science citations database (ISI). A recently developed Index of Citations Quality (ICQ), based on quality weighted citations, is used to analyse...

Economic theory implies that research and development (R&D) efforts increase firm productivity and ultimately profits. In particular, R&D expenses lead to the development of intangible assets in the form of intellectual property (IP) and these assets command a return that increases overall...

Financial risk management is difficult at the best of times, but especially so in the presence of economic uncertainty and financial crises. The purpose of this special issue on “Advances in Financial Risk Management and Economic Policy Uncertainty” is to highlight some areas of research in...

This paper features the application of a novel and recently developed method of statistical and mathematical analysis to the assessment of financial risk: namely Regular Vine copulas. Dependence modeling using copulas is a popular tool in financial applications, but is usually applied to pairs...

The purpose of the paper is to discuss ten things potential users should know about the limits of the Dynamic Conditional Correlation (DCC) representation for estimating and forecasting time-varying conditional correlations. The reasons given for caution about the use of DCC include the...

This paper investigates the stock returns and volatility size effects for firm performance in the Taiwan tourism industry, especially the impacts arising from the tourism policy reform that allowed mainland Chinese tourists to travel to Taiwan. Four conditional univariate GARCH models are used...

This paper analyzes the unconditional measurement of default risk and proposes an alternative modeling approach. We begin the analysis by showing that when conducted under non-stationarity, the objective of the unconditional measurement changes and that some relevant problems appear as a...

En este documento se ofrece unas primeras conclusiones sobre lo que ha sido la práctica reciente de la política de transferencia de tecnología en España y con una referencia directa al sector electrónico. Dichas conclusiones van encaminadas a sintetizar la evaluación realizada sobre la...

El espectacular auge de la Economía matemática, que no se ha desmentido desde las postrimerías de la primera guerra mundial, impulsa a plantearse el problema epistemológico de la relación entre las matemáticas (o la Matemática) y la Economía. Se plantea, así, la cuestión de saber hasta...

El presente trabajo realizará un análisis comparativo del sector de bienes de equipo de España y Alemania, con el objeto de desentrañar los determinantes de la competitividad de esta industria. La hipótesis central es la siguiente: la industria de bienes de equipo de Alemania es más...