Search Results - subject:"generalized method of" - EconBiz

Robust inference in the capital asset pricing model using the multivariate t-distribution

Galea, Manuel; Cademártori Rosso, David; Curci, Roberto; … - In: Journal of risk and financial management : JRFM 13 (2020) 6/123, pp. 1-22

In this paper, we consider asset pricing models under the multivariate t-distribution with finite second moment. Such a distribution, which contains the normal distribution, offers a more flexible framework for modeling asset returns. The main objective of this work is to develop statistical...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012309041

The conundrum of bank capital structure : empirical evidence from Pakistan

Sarwar, Bilal; Noor, Muhammad; Uz Zaman, Nadeem; Ur … - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

This paper aims to analyze factors explaining the capital structure puzzle in the banking sector of Pakistan. Capital Adequacy Ratio (CAR) is used as a proxy for bank capital structure. Secondary data has been collected from the publications of the State Bank of Pakistan and the annual reports...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013179668

Reinsurance demand and liquidity creation : a search for bi-causality

Desjardins, Denise; Dionne, Georges; Koné, N'Golo - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012232687

Finite-sample corrected inference for two-step GMM in time series

Hwang, Jungbin; Valdés, Gonzalo - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012214073

The Calvo parameter revisited : an unbiased insight

Elminejad, Ali - In: Applied economics letters 32 (2025) 2, pp. 210-217

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015195247

Unlocking innovation : exploring the determinants of research and development using panel data analysis

Neves, Elisabete Duarte; Neves, Beatriz; Tavares, Lara - In: Navigating Economic Uncertainty - Vol. 1 : Proceedings …, (pp. 19-33). 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015173798

Idiosyncratic risk and capital structure : the mediating role of corporate reputation and moderating role of corporate social responsibility

Kong, Yu-Sheng; Siddiqui, Faiza; Kumar, Vikesh - In: Middle East journal of management : MEJM 12 (2025) 1, pp. 98-123

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015326093

Business group affiliation and firm performance : the role of organizational psychological capital

Tiwari, Santosh Kumar; Ghulyani, Swati; Shaik, Rihana; … - In: Journal of business research : JBR 186 (2025), pp. 1-12

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015157898

Causality in empirical analyses with emphasis on asymmetric information and risk management

Dionne, Georges - In: Handbook of Insurance : Volume I, (pp. 361-400). 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015185049

Unraveling Dutch disease : remittances and exchange rate dynamics pre and post-GFC trends in 199 countries

Sadiq, Ramla; Nosheen, Safia; Yasser, Farah - In: Managerial finance 51 (2025) 2, pp. 299-320

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015199611

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