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Les méthodes de l'économétrie spatiale visent à traiter les deux grandes particularités des données spatiales : l'autocorrélation spatiale qui se réfère à l'absence d'indépendance entre observations géographiques et l'hétérogénéité spatiale qui est liée à la différenciation...
Persistent link: https://www.econbiz.de/10005587835
Les méthodes de l'économétrie spatiale visent à traiter les deux grandes particularités des données spatiales : l'autocorrélation spatiale qui se réfère à l'absence d'indépendance entre observations géographiques et l'hétérogénéité spatiale qui est liée à la différenciation...
Persistent link: https://www.econbiz.de/10005587847
Cet article expose la problématique de la volatilité des prix des matières premières, montre quels sont les moyens pour s’en protéger et explique comment les employer. Les instruments de couverture sont présentés en première section, en distinguant le type de besoin auquel ils...
Persistent link: https://www.econbiz.de/10008532326
In this paper, we try to build an efficient portfolio among four possible portfolios based on the some 31 Casablanca listed shares. Our analysis concerns the risk which arises from the Markowitz mean-variance approach. Our work method will be implemented as following: first of all, we will test...
Persistent link: https://www.econbiz.de/10015219831
This article describes the application to an operational medium-size econometric model, mini-DMS, of methods associating, to deterministic forecasts, a measure of the uncertainty due to the stochastic nature of behavioural equations. After having described the theoretical and practical...
Persistent link: https://www.econbiz.de/10015221495
One of the most important instruments of economic policy of the opened countries is the exchange rate. It is considered both a mean of monetary regulation and a tool of outside competitiveness. Morocco plans to adopt the floating exchange rate regime, in the end of 2009. Indeed, the question...
Persistent link: https://www.econbiz.de/10015222476
The management of financial risks, which is a branch of financial theory, is defined as a process that begins with risk factors identification, continues with measurement of risk and concludes with the coverage of that risk. This work focuses on the second phase of management process, namely the...
Persistent link: https://www.econbiz.de/10015224909
This paper deals with statistics�and econometrics�properties of fractionally integra- ted GARCH (FIGARCH). We compare these characteristics with those of traditional models. We insist on the GARCH exponential/IGARCH in�nite decrease of volatility impact. Then, we apply it on three Tunisian...
Persistent link: https://www.econbiz.de/10015225544
This study empirically verifies the effect of terrorism on financial development and how globalisation and governance modulate the incidence of terrorism on financial development in Africa. Two terrorism indicators are adopted for this study, namely, the: number of terrorism incidences and...
Persistent link: https://www.econbiz.de/10015256853
The purpose of this paper is to test the mechanism of automatic stabilization between the dynamics of real GDP-growth and budget deficit by using structural VAR methodology with quarterly macroeconomic data of Moroccan economy. The SVAR model allows us to test and evaluate the extent of those...
Persistent link: https://www.econbiz.de/10015242794