Search Results - subject:"Bayesian Model Averaging"

A Bayesian stochastic discount factor for the cross-section of individual equity options

Käfer, Niclas; Mörke, Mathis; Weigert, Florian; … - 2025 - This version: April 23, 2024

We utilize Bayesian model averaging to estimate a stochastic discount factor (SDF) for single-stock options. A Bayesian … model averaging SDF outperforms reduced-form benchmark models in-sample and out-of-sample in pricing option return anomalies …

Persistent link: https://www.econbiz.de/10015204018

Combining the pieces : identifying key determinants of export diversification in Africa amidst model uncertainty

Vogel, Tim - In: Review of world economics 161 (2025) 1, pp. 257-307

Persistent link: https://www.econbiz.de/10015484812

Global footprint, local imprint : how institutions and distance influence the corporate social performance of foreign subsidiaries across service industries

Avloniti, Anthi; Anaxagorou, Christiana; Stylianou, Ioanna - In: Management international review : MIR ; journal of … 65 (2025) 3, pp. 539-589

Persistent link: https://www.econbiz.de/10015458201

Everyday cash usage and corruption perception : evidence from a panel of countries

Kotkowski, Radosław; Dybka, Piotr; Piotrowska, Anna Iwona - 2025 - First version: July 2025, this version: September 2025

Persistent link: https://www.econbiz.de/10015458455

Forecasting the future : applying Bayesian model averaging for exchange rates drivers in Ghana

Agyapong, Joseph; Ayamga, Eric Atanga; Anyars, Suleman … - In: Applied economics 57 (2025) 27, pp. 3876-3900

Persistent link: https://www.econbiz.de/10015443017

What really drives financial inclusion? : evidence from a meta-analysis of 3,817 estimates

Eshun, Samuel Fiifi; Kočenda, Evžen - 2025

We present a comprehensive meta-analysis of the determinants of financial inclusion, synthesizing 3,817 estimates from 102 studies published between 2013 and 2024. To reconcile divergent findings, we convert all results to a common unbiased metric-the partial correlation coefficient corrected...

Persistent link: https://www.econbiz.de/10015515563

Deconstructing the environmental innovation-governance-firm value nexus : evidence from European industrial and technology companies

Horobet, Alexandra; Kostakis, Ioannis; Banerjee, Arindam; … - In: Journal of innovation & knowledge : JIK 10 (2025) 5, pp. 1-16

a broader framework that includes governance and macroeconomic variables. This study employs Bayesian model averaging …

Persistent link: https://www.econbiz.de/10015472185

How heterogeneous are the inflation expectations?

Moučka, Jakub; Němec, Daniel - In: Danube : law and economics review 16 (2025) 2, pp. 88-125

14 economies. Using Bayesian model averaging and panel data regressions, we identify key determinants of inflation …

Persistent link: https://www.econbiz.de/10015437353

The causal impact of school-meal programmes on children in developed economies : a meta-analysis

Ayllón, Sara; Lado, Samuel - 2025

Bayesian model averaging to study heterogeneous effects and address model uncertainty. The results are consistent with small …

Persistent link: https://www.econbiz.de/10015438028

Uncertainty in heteroscedastic Bayesian model averaging

Jessup, Sébastien; Mailhot, Mélina; Pigeon, Mathieu - In: Insurance : mathematics and economics 121 (2025), pp. 63-78

Persistent link: https://www.econbiz.de/10015432031