Search Results - subject:"country index"

MNE and where to find them: An intertemporal perspective on the global ownership network

Grosskurth, Philipp - 2019

This paper introduces a simple procedure to construct ownership maps in Stata, uses a new method to map the development of the global network of multinational business groups over time and investigates the development of core components of the network. Based on Bureau van Dijk's ORBIS database,...

Persistent link: https://www.econbiz.de/10012112950

MNE and where to find them : an intertemporal perspective on the global ownership network

Grosskurth, Philipp - 2019

Persistent link: https://www.econbiz.de/10012112488

Risks, Returns, and Portfolio Diversification Benefits of Country Index Funds in Bear and Bull Markets

Meric, Ilhan; Gishlick, Herbert E.; Taga, Leonore S.; … - In: Business and Economics Research Journal 2 (2011) 1, pp. 1-1

In this paper, we study the risk-return performance of 23 Ishares country index funds in the U.S. during the May 19 … portfolio performance measures indicate that the Malaysia, Japan, U.S., and Switzerland country index funds had the best … funds had the worst performance. Exchange-traded country index funds make it easy for investors to achieve global …

Persistent link: https://www.econbiz.de/10008788406

Rating assignments: lessons from international banks

Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2009

This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to …

Persistent link: https://www.econbiz.de/10010264612

Rating assignments: lessons from international banks

Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2009

This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to …

Persistent link: https://www.econbiz.de/10010271091

Rating Assignments: Lessons from International Banks

Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009

This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to …

Persistent link: https://www.econbiz.de/10004963735

Rating Assignments: Lessons from International Banks

Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - CESifo - 2009

This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to …

Persistent link: https://www.econbiz.de/10005000371

Stochastic Dominance Analysis of iShares

Gasbarro, Dominic; Wong, Wing-Keung; Zumwalt, J. Kenton - Department of Economics, National University of Singapore - 2007

Country indices as represented by iShares exhibit non-normal return distributions with both skewness and kurtosis. Davidson and Duclos (2000) and Memmel (2003) provide procedures for determining the statistical significance of stochastic dominance measures and the Sharpe Ratio, respectively....

Persistent link: https://www.econbiz.de/10005749181

Stochastic Dominance Analysis of iShares

Gasbarro, Dominic; Wong, Wing-Keung; Zumwalt, J. Kenton - East Asian Bureau of Economic Research (EABER) - 2007

Persistent link: https://www.econbiz.de/10009365418

Ratings assignments: Lessons from international banks

Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - In: Journal of International Money and Finance 31 (2012) 6, pp. 1593-1606

This paper estimates ordered logit models for bank ratings which include a country index to capture country …

Persistent link: https://www.econbiz.de/10010599329