Search Results - subject:"Probabilities."

Overextrapolation of disaster probabilities and asset pricing in a production economy

Gao, Han; Lin, Chunpeng; Peng, Juan; Zhao, Siqi - In: International review of economics & finance : IREF 89 (2024) 1, pp. 845-854

Persistent link: https://www.econbiz.de/10014446606

Pareto and probability distributions

Tusset, Gianfranco - In: International review of economics : RISEC 71 (2024) 3, pp. 521-535

Persistent link: https://www.econbiz.de/10015056851

Subjective beliefs, health, and health behaviors

Sloan, Frank A. - In: Journal of risk and uncertainty 69 (2024) 2, pp. 105-144

Persistent link: https://www.econbiz.de/10015123316

Credit risk correlation and the cost of bank loans

Javadi, Siamak; Osah, Theophilus Teye - In: Financial management : FM 53 (2024) 4, pp. 795-832

Persistent link: https://www.econbiz.de/10015130700

Generalized binary vector autoregressive processes

Jentsch, Carsten; Reichmann, Lena - In: Journal of Time Series Analysis 43 (2021) 2, pp. 285-311

probabilities. In particular, classical Yule–Walker equations hold that facilitate parameter estimation in gbVAR models. In …

Persistent link: https://www.econbiz.de/10014485925

Parteienwettbewerb und Wahrscheinlichkeit verschiedener Koalitionsoptionen bei der Bundestagswahl 2021

Debus, Marc - In: Politische Vierteljahresschrift 63 (2021) 1, pp. 73-88

Das komplexer gewordene bundesdeutsche Parteiensystem und die Angleichung in der Stärke der Parteien bei Wahlen führt zu einem ebenfalls komplexeren Koalitions- und Regierungsbildungsprozess auf Bundes- wie Landesebene. Diese Kurzanalyse präsentiert die programmatischen Profile der im...

Persistent link: https://www.econbiz.de/10014501683

Vulnerability and mutual insurance

Eisen, Roland - In: The Geneva Papers on Risk and Insurance - Issues and … 46 (2021) 2, pp. 224-235

relevant, in particular when risks are large, probabilities uncertain or unknown, and events interrelated or correlated. In … probabilities connected with unforeseeable events, correlated risks and macroeconomic or demographic risks. …

Persistent link: https://www.econbiz.de/10014501874

Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US

Haase, Felix; Neuenkirch, Matthias - 2021

. Second, we estimate one-step Markov-switching models with time-varying transition probabilities using the diffusion indices …

Persistent link: https://www.econbiz.de/10012492974

Young People between Education and the Labour Market during the COVID-19 Pandemic in Italy

Fiaschi, Davide; Tealdi, Cristina - 2021

We analyse the distribution and the flows between different types of employment (self-employment, temporary, and permanent), unemployment, education, and other types of inactivity, with particular focus on the duration of the school-to-work transition (STWT). The aim is to assess the impact of...

Persistent link: https://www.econbiz.de/10012597625

Tracking Weekly State-Level Economic Conditions

Baumeister, Christiane; Leiva-León, Danilo; Sims, Eric R. - 2021

In this paper, we develop a novel dataset of weekly economic conditions indices for the 50 U.S. states going back to 1987 based on mixed-frequency dynamic factor models with weekly, monthly, and quarterly variables that cover multiple dimensions of state economies. We show that there is...

Persistent link: https://www.econbiz.de/10012599252