Search Results - subject:"Variance decomposition"

Dynamic credit default swaps curves in a network topology

Xu, Xiu; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl - 2016

Systemically important banks are connected and have dynamic dependencies of their default probabilities. An extraction of default factors from cross-sectional credit default swaps (CDS) curves allows to analyze the shape and the dynamics of the default probabilities. Extending the Dynamic Nelson...

Persistent link: https://www.econbiz.de/10011663441

Does bilateral market and financial integration explains international co-movement patterns

Rehman, Mobeen Ur; Shah, Syed Muhammad Amir - In: International Journal of Financial Studies 4 (2016) 2, pp. 1-13

level of convergence speed is measured by the introduction of error correction term (ECT) followed by variance decomposition …

Persistent link: https://www.econbiz.de/10011709003

The role of the firm in worker wage dispersion: an analysis of the Ghanaian manufacturing sector

Chatterjee, Somdeep - In: IZA Journal of Labor & Development 5 (2016) 16, pp. 1-21

variance decomposition approaches to understand the underlying factors that led to such a pattern in earnings inequality. I …

Persistent link: https://www.econbiz.de/10011725541

The casual nexus between child mortality rate, fertility rate, GDP, household final consumption expenditure, and food production index

Asumadu-Sarkodie, Samuel; Owusu, Phebe Asantewaa - In: Cogent Economics & Finance 4 (2016) 1, pp. 1-15

causality, and Variance Decomposition Analysis using Cholesky technique. There was evidence of long-run equilibrium relationship …. Evidence from the Variance Decomposition Analysis shows that, almost 6% of future fluctuations in mortality rate are due to …

Persistent link: https://www.econbiz.de/10011559223

Do CAP direct payments stabilise farm income? Empirical evidences from a constant sample of Italian farms

Severini, S.; Tantari, A.; Di Tommaso, G. - In: Agricultural and Food Economics 4 (2016) 6, pp. 1-17

is analysed by mean of variance decomposition by income components. Variability of farm income over time is high and most …

Persistent link: https://www.econbiz.de/10011850161

Does bilateral market and financial integration explains international co-movement patterns

Ur Rehman, Mobeen; Shah, Syed Muhammad Amir - In: International Journal of Financial Studies : open … 4 (2016) 2, pp. 1-13

level of convergence speed is measured by the introduction of error correction term (ECT) followed by variance decomposition …

Persistent link: https://www.econbiz.de/10011474476

Monetary policy and corporate bond returns

Kontonikas, Alexandros; Maio, Paulo; Zekaite, Zivile - 2016

Persistent link: https://www.econbiz.de/10011449972

Do CAP direct payments stabilise farm income? : empirical evidences from a constant sample of Italian farms

Severini, Simone; Tantari, A.; Di Tommaso, G. - In: Agricultural and Food Economics : AFE 4 (2016) 6, pp. 1-17

is analysed by mean of variance decomposition by income components. Variability of farm income over time is high and most …

Persistent link: https://www.econbiz.de/10011455103

The casual nexus between child mortality rate, fertility rate, GDP, household final consumption expenditure, and food production index

Asumadu-Sarkodie, Samuel; Owusu, Phebe Asantewaa - In: Cogent economics & finance 4 (2016) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10011487830

Export performance and economic growth in East Asian economies : application of cointegration and vector error correction nodel

Malhotra, Neena; Kumari, Deepika - In: Eurasian journal of business and economics : EJBE 9 (2016) 18, pp. 135-152

Persistent link: https://www.econbiz.de/10011603292