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The IWG Forecasting Dashboard : from forecasts to evaluation and comparison

Heinisch, Katja; Behrens, Christoph; Döpke, Jörg; … - In: Jahrbücher für Nationalökonomie und Statistik 244 (2024) 3, pp. 277-288

The paper describes the "Halle Institute for Economic Research (IWH) Forecasting Dashboard (ForDas)". This tool aims at providing, on a non-commercial basis, historical and actual macroeconomic forecast data for the Germany economy to researchers and interested audiences. The database renders it...

Persistent link: https://www.econbiz.de/10014555568

Portfolio optimization and risk management through Hierarchical Risk Parity and Logic Learning Machine : a case study applied to the Turkish stock market

Gaggero, Giacomo; Giribone, Pier Giuseppe; Muselli, Marco; … - In: Risk management magazine 19 (2024) 1, pp. 26-49

This study explores an innovative approach to portfolio optimization, bridging traditional Modern Portfolio Theory (MPT) with advanced Machine Learning techniques. We start by recognizing the significance of Markowitz's model in MPT and quickly proceed to focus on the Hierarchical Risk Parity...

Persistent link: https://www.econbiz.de/10014555705

ESG score uncertainty and excess stock returns : European stock market case

Vyletelka, Michal - In: Prague economic papers : a bimonthly journal of … 33 (2024) 2, pp. 137-163

The study explores a relationship between divergence in ESG scores (measurements of a company's performance in environmental, social and governance issues) and excess stock returns on the European equity market. The sample consists of 851 European stocks in the period from January 2015 to May...

Persistent link: https://www.econbiz.de/10014555765

Risk-return portfolio level trade-off for Czech banks

Jankulár, Pavel - In: Prague economic papers : a bimonthly journal of … 33 (2024) 2, pp. 187-219

This paper examines the validity of the risk-return trade-off for a sample of Czech banks over the period 2002-2022 by analysing the relationship between the bank risk and risk-adjusted returns. I find evidence of a significant negative association between the regulatory risk measure and...

Persistent link: https://www.econbiz.de/10014555768

Long-term relationship between investment and economic growth : a cointegration analysis of OECD countries

Morina, Fisnik; Misiri, Valdrin; Gashi, Fitore - In: European journal of government and economics : EJGE 12 (2023) 2, pp. 175-195

This article investigates the impact of domestic investments on economic growth in OECD countries from 2000 to 2020. It identifies factors affecting economic growth and analyzes the relationship between domestic investments and economic growth using econometric models. Empirical data from the...

Persistent link: https://www.econbiz.de/10014445439

The influence of three digital divide levels on financial advisor demand and engagement among Chinese residents : an investigation based on China

Li, Peng; Li, Qinghai; Li, Xing - In: Journal of innovation & knowledge : JIK 9 (2024) 2, pp. 1-13

In the era of advancing digital transformation, the impact of the digital divide on residents' financial behavior has garnered considerable attention, yet there exists a gap in understanding its implications for financial advisors. Employing the analytical framework of "access gap-usage...

Persistent link: https://www.econbiz.de/10014581329

Optimal taxation with endogenous return on capital

2024

. When the government observes wealth and capital income, the optimal marginal tax rate on capital income is positive …, whereas the rate on wealth is negative in the baseline model. When wealth is not observed, the optimal marginal tax rate on … ability, the marginal tax rate on labour income exceeds the rate on capital income, and vice versa. …

Persistent link: https://www.econbiz.de/10014581245

Optimal taxation with endogenous return on capital

Arnaldur Sölvi Kristjánsson - 2024

Persistent link: https://www.econbiz.de/10014577552