Search Results - subject:"Breakpoints"

A fast and effective breakpoints heuristic algorithm for the quadratic knapsack problem

Hochbaum, Dorit S.; Baumann, Philipp; Goldschmidt, O.; … - In: European journal of operational research : EJOR 323 (2025) 2, pp. 425-440

Persistent link: https://www.econbiz.de/10015415757

Do volatility spillover effects vary across stock market crashes? : an empirical analysis

Kalai, Lamia - In: Afro-Asian Journal of Finance and Accounting : AAJFA 15 (2025) 4, pp. 459-490

Persistent link: https://www.econbiz.de/10015447282

Examining the response of house prices to supply using a Markov regime switching approach: The case of the Irish housing market

Egan, Paul; McQuinn, Kieran - 2022

Understanding the impact of housing supply on housing price inflation is a particularly important issue from a policy-maker's perspective. Notwithstanding the impact of the great financial crisis (GFC) in 2007/08, the past 25 years has seen a significant increase in housing prices across a...

Persistent link: https://www.econbiz.de/10014304162

External factors and economic growth in Tunisia : ARDL approach with structural change analysis

Ayouni, Saif E.; Farhani, Ramzi; Hamdaoui, Mekki - In: Arab economic and business journal 14 (2022) 2, pp. 99-115

Persistent link: https://www.econbiz.de/10013433560

A trade hierarchy of cities based on transport cost thresholds

Díaz-Lanchas, Jorge; Zofío, José L.; Llano Verduras, … - In: Regional studies : official journal of the Regional … 56 (2022) 8, pp. 1359-1376

Persistent link: https://www.econbiz.de/10013375085

Examining the response of house prices to supply using a Markov regime switching approach : the case of the Irish housing market

Egan, Paul; McQuinn, Kieran - 2022

Persistent link: https://www.econbiz.de/10013362190

Towards understanding MILA stock markets integration beyond MILA : new evidence between the pre-Global Financial Crisis and the COVID19 periods

Lukanima, Benedicto Kulwizira; Sanchez-Barrios, Luis Javier - In: International review of economics & finance : IREF 89 (2024) 1, pp. 478-497

international markets. Third we identify and verify structural breakpoints prior to modeling stock returns through dynamic …

Persistent link: https://www.econbiz.de/10014446479

Break a peg! : a study of stablecoin co-instability

Gregory, Gadzinski; Alessio, Castello; Vito, Liuzzi; … - In: International review of financial analysis 96 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015591497

On the analysis of food and oil markets in Nigeria : what prices tell us from asymmetric and partial structural change modeling?

Gummi, Umar Muhammad; Rong, Yang; Bello, Utiya; Umar, … - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 1, pp. 52-64

Persistent link: https://www.econbiz.de/10012587083

How robust are empirical factor models to the choice of breakpoints?

Hollstein, Fabian; Prokopczuk, Marcel; Voigts, Victoria - In: The Quarterly Journal of Finance : QJF 13 (2023) 4, pp. 1-68

Persistent link: https://www.econbiz.de/10014490274