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Contagio vía cópulas dinámicas en los mercados de capitales del TLCAN (2000-2016)

Bucio Pacheco, Christian; Jesús Gutiérrez, Raúl <de>; … - In: EconoQuantum : Revista de Economía y Negocios 16 (2019) 2, pp. 65-87

Persistent link: https://www.econbiz.de/10012211556

B2B purchase engagement : examining the key drivers and outcomes in professional services

Nyadzayo, Munyaradzi W.; Casidy, Riza; Thaichon, Park - In: Industrial marketing management : the international … 85 (2020), pp. 197-208

Persistent link: https://www.econbiz.de/10012212139

Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market

Boako, Gideon; Tiwari, Aviral Kumar; Roubaud, David - In: International economics : a journal published by CEPII … 158 (2019), pp. 77-90

Persistent link: https://www.econbiz.de/10012318740

Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models

Yu, Lean; Zha, Rui; Stafylas, Dimitrios; He, Kaijian; … - In: International review of financial analysis 68 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012301075

The education sector in Mozambique : from access to epistemic quality in primary education

Mário, Mouzinho; Monjane, Celso Marcos; Santos, Ricardo - 2020

capacity; (ii) excessive dependence on external aid; and (iii) poor community involvement and participation in school …

Persistent link: https://www.econbiz.de/10012301893

Is the Hhusing market in the United States really weakly-efficient?

Tiwari, Aviral Kumar; Gupta, Rangan; Wohar, Mark E. - In: Applied economics letters 27 (2020) 14, pp. 1124-1134

Persistent link: https://www.econbiz.de/10012267071

Modeling joint lives within families

Cabrignac, Olivier; Charpentier, Arthur; Gallic, Ewen - 2020

Persistent link: https://www.econbiz.de/10012387206

Overreaction in the REITs market : new evidence from quantile autoregression approach

Ngene, Geoffrey M.; Manohar, Catherine Anitha; Julio, … - In: Journal of risk and financial management : JRFM 13 (2020) 11/282, pp. 1-28

, and inflation hedging to investors. This study employs a quantile autoregression model to investigate the dependence … aggregate effects of the sign and size of returns, business cycles, volatility, and REIT eras on the dependence structure of … daily, weekly, and monthly REIT returns. The study documents asymmetric and misaligned dependence patterns. A bad market …

Persistent link: https://www.econbiz.de/10012388741

The Lithium industry and analysis of the beta term structure of oil companies

Monge, Manuel; Gil-Alaña, Luis A. - In: Risks : open access journal 8 (2020) 4/130, pp. 1-17

results indicate that there is a period of dependence between late 2013 and 2016 that occurs in the long-run frequencies of … market. In the second part of the paper, we study the dynamics of the beta series by using long-run dependence approaches …

Persistent link: https://www.econbiz.de/10012391557

Examining the effects of gradual catastrophes on capital modelling and the solvency of insurers: the case of COVID-19

Tamturk, Muhsin; Cortis, Dominic; Farrell, Mark - In: Risks : open access journal 8 (2020) 4/132, pp. 1-13

This paper models the gradual elements of catastrophic events on non-life insurance capital with a particular focus on the impact of pandemics, such as COVID-19. A combination of actuarial and epidemiological models are handled by the Markovian probabilistic approach, with Feynman's path...

Persistent link: https://www.econbiz.de/10012391664