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  • Search: subject:"Quantile autoregression model"
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Year of publication
Subject
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Regression analysis 3 Regressionsanalyse 3 Aktienmarkt 2 Autocorrelation 2 Autokorrelation 2 Capital income 2 Global stock markets 2 Investor psychology 2 Kapitaleinkommen 2 Legal environment 2 Quantile autoregression model 2 Return autocorrelation 2 Stock market 2 Welt 2 World 2 external debt 2 quantile autoregression model 2 sustainability 2 Debt management 1 Hofstede's cultural dimensions 1 Hofstede’s cultural dimensions 1 International sovereign debt 1 Internationale Staatsschulden 1 Nachhaltigkeit 1 OECD countries 1 OECD-Staaten 1 Schuldenmanagement 1 Sustainability 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 3 Undetermined 1
Author
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Jain, Pawan 2 Lin, Mei-Yin 2 Xue, Wenjun 2
Published in...
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Pacific-Basin finance journal 1 Research in World Economy 1 Research in world economy 1 Working papers / Florida International University, Department of Economics 1
Source
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ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
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Global investigation of return autocorrelation and its determinants
Jain, Pawan; Xue, Wenjun - 2017
Persistent link: https://www.econbiz.de/10011714586
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The Sustainability of External Debt in OECD Countries: Evidence from Quantile Autoregression
Lin, Mei-Yin - In: Research in World Economy 5 (2014) 2, pp. 31-42
This paper will investigate the sustainability of external debt for 21 OECD countries. We modify the solvency condition in an open economy derived by Sawada (1994). The quantile autoregression (QAR) model is applied to test the stationary property of the net external surplus process. The...
Persistent link: https://www.econbiz.de/10011267351
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Cover Image
Global investigation of return autocorrelation and its determinants
Jain, Pawan; Xue, Wenjun - In: Pacific-Basin finance journal 43 (2017), pp. 200-217
Persistent link: https://www.econbiz.de/10011800703
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The sustainability of external debt in OECD countries : evidence from quantile autoregression
Lin, Mei-Yin - In: Research in world economy 5 (2014) 2, pp. 31-42
Persistent link: https://www.econbiz.de/10010462805
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