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  • Search: subject:"Absolute convergence"
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Year of publication
Subject
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absolute convergence 8 conditional convergence 5 EU-Staaten 3 Economic convergence 3 Greeks 3 Monte Carlo method 3 Wirtschaftliche Konvergenz 3 effective convexity (CNVX) 3 effective duration (DUR) 3 mortgage-backed securities (MBS) 3 option-adjusted spread (OAS) 3 relative convergence 3 Absolute Convergence 2 Absolute convergence 2 Conditional convergence 2 Convergence 2 EU countries 2 Unit Root Tests 2 coefficient of variation (CV) 2 economic growth 2 inflation differentials 2 stability 2 Asian economies 1 Asset-Backed Securities 1 Asset-backed securities 1 Economic growth 1 Globalisierung 1 Globalization 1 Greece 1 Griechenland 1 Growth theory 1 Hypothek 1 Indonesia 1 Indonesien 1 Inflationskonvergenz 1 Inflationsrate 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Mortgage 1 Option pricing theory 1
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Online availability
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Free 12
Type of publication
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Article 8 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Article 1 Working Paper 1
Language
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English 8 Undetermined 4
Author
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Pang, Tao 3 Yang, Yipeng 3 Zhao, Dai 3 Busetti, Fabio 2 Forni, Lorenzo 2 Harvey, Andrew 2 Venditti, Fabrizio 2 Haider, Adnan 1 Hameed, Shahzad 1 Kagitci, Meral 1 Ozerna, Iryna 1 Pereira, Elisabeth T. 1 Sousa, Cândido T. 1 Sri Kurniawati 1 Tatu, Delia 1 Tatu, Lucian 1 Vasyliev, Sergii 1 Vitvickii, Serhii 1 Wajid, Abdul 1 Yilanci, Veli 1 Zeren, Fatma 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 European Central Bank 1
Published in...
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International Journal of Financial Studies 2 MPRA Paper 2 Theoretical and Applied Economics 2 Baltic Journal of Economic Studies 1 Business and Economics Research Journal 1 ECB Working Paper 1 International Journal of Financial Studies : open access journal 1 International journal of economics and financial issues : IJEFI 1 Working Paper Series / European Central Bank 1
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Source
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RePEc 7 ECONIS (ZBW) 3 EconStor 2
Showing 1 - 10 of 12
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Convergence in the field of economics and law : correlation of processes
Vitvickii, Serhii; Vasyliev, Sergii; Ozerna, Iryna - In: Baltic Journal of Economic Studies 10 (2024) 1, pp. 30-38
Persistent link: https://www.econbiz.de/10015152601
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Regional income and its convergence in Indonesia
Sri Kurniawati - In: International journal of economics and financial issues … 9 (2019) 6, pp. 77-83
Persistent link: https://www.econbiz.de/10012150708
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Convergence studies on Monte Carlo methods for pricing mortgage-backed securities
Pang, Tao; Yang, Yipeng; Zhao, Dai - In: International Journal of Financial Studies 3 (2015) 2, pp. 136-150
instruments. We further define two new concepts, absolute convergence and relative convergence, and show that while the … convergence of OAS requires thousands of simulation paths (absolute convergence), only hundreds of paths may be needed to obtain …
Persistent link: https://www.econbiz.de/10011708977
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Convergence Studies on Monte Carlo Methods for Pricing Mortgage-Backed Securities
Pang, Tao; Yang, Yipeng; Zhao, Dai - In: International Journal of Financial Studies 3 (2015) 2, pp. 136-150
instruments. We further define two new concepts, absolute convergence and relative convergence, and show that while the … convergence of OAS requires thousands of simulation paths (absolute convergence), only hundreds of paths may be needed to obtain …
Persistent link: https://www.econbiz.de/10011274551
Saved in:
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Convergence studies on Monte Carlo methods for pricing mortgage-backed securities
Pang, Tao; Yang, Yipeng; Zhao, Dai - In: International Journal of Financial Studies : open … 3 (2015) 2, pp. 136-150
instruments. We further define two new concepts, absolute convergence and relative convergence, and show that while the … convergence of OAS requires thousands of simulation paths (absolute convergence), only hundreds of paths may be needed to obtain …
Persistent link: https://www.econbiz.de/10011308463
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A Contribution to the Empirics of Convergence: the Case of the European State Members
Sousa, Cândido T.; Pereira, Elisabeth T. - Volkswirtschaftliche Fakultät, … - 2012
absolute convergence σ occurs only in the 12 most recent member states. The conditional convergence is verified in general and …
Persistent link: https://www.econbiz.de/10011167233
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Convergence among the Regions of Turkey: Evidence from Random Coefficient Models
Zeren, Fatma; Yilanci, Veli - In: Business and Economics Research Journal 2 (2011) 1, pp. 143-143
, there is absolute convergence for 17 regions and conditional convergence for 25 regions. Also, we found that the deposits …
Persistent link: https://www.econbiz.de/10008788402
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Income Convergence Hypothesis: A Regional Comparison of selected East and South Asian Economies
Haider, Adnan; Hameed, Shahzad; Wajid, Abdul - Volkswirtschaftliche Fakultät, … - 2010
convergence results of South Asian economies with its parallel East Asian region. The empirical analysis test both absolute … convergence hypothesis (using beta and sigma convergence methodologies as well as Theil’s inequality based approach) and …
Persistent link: https://www.econbiz.de/10008534266
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EFFECTIVENESS OF COHESION POLICY IN REDUCING REGIONAL DISPARITIES. DIVERGENCE BETWEEN NATIONAL AND REGIONAL CONVERGENCE
Kagitci, Meral - In: Theoretical and Applied Economics 12(541)(supplement) (2009) 12(541)(supplement), pp. 161-165
The aim of this paper is to reveal once again the how important is the aid offered by the European Union to the Member States as European funds. Rationally used, these funds will lead to the regional convergence and to socio-economical and territorial cohesion. Furthermore, I showed the factors...
Persistent link: https://www.econbiz.de/10008675978
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FISCAL POLICY AND REAL CONVERGENCE. THE CASE OF CENTRAL AND EASTERN EUROPEAN COUNTRIES
Tatu, Delia; Tatu, Lucian - In: Theoretical and Applied Economics 11(528)(supplement) (2008) 11(528)(supplement), pp. 36-42
policy of each country. This study analyzed both absolute convergence (all countries will reach the same steady state level …
Persistent link: https://www.econbiz.de/10005581580
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