Showing 1 - 10 of 27
In this paper we try to model the adoption pattern of mobile telecommunication services into the Greek market for the period from 1993 to 2005. Two separate sigmoid curves, the Gompertz and the Logistic, are fitted to the observed number of subscribers by means of non-linear least squares. The...
Persistent link: https://www.econbiz.de/10004969783
This paper contributes to the understanding of the non-linear causal linkage between investors' sentiment dynamics and stock returns for the US economy. Employing the sentiment index developed by Baker and Wurgler (J. Econ. Perspect. 16: 129-151, 2007) and within a non-linear causality...
Persistent link: https://www.econbiz.de/10011109467
The objective of this paper is to contribute to the understanding of the linear and non-linear causal linkages between total energy consumption and economic activity, making use of annual time series of Greece for the period 1960-2008. Two are the salient features of our study: first, the total...
Persistent link: https://www.econbiz.de/10011111742
This paper contributes to the understanding of the non-linear causal linkage between investors' sentiment dynamics and stock returns for the US economy. Employing the sentiment index developed by Baker and Wurgler (J. Econ. Perspect. 16: 129-151, 2007) and within a non-linear causality...
Persistent link: https://www.econbiz.de/10010729120
We examine whether the information contained in social media (Twitter & Facebook) and web search queries (Google) influences financial markets. Using a multivariate system and focussing on Eurozone’s peripheral countries, the GIIPS (Greece, Ireland, Italy, Portugal and Spain), we show that...
Persistent link: https://www.econbiz.de/10010735151
We examine whether the information contained in social media (Twitter, Facebook & Google Blogs) and web search intensity (Google) influences financial markets. Using a multivariate system and focussing on Eurozone’s peripheral countries, the GIIPS (Greece, Ireland, Italy, Portugal and Spain)...
Persistent link: https://www.econbiz.de/10010838299
The existence of non-linear dynamics in the prices of financial commodities is an endemic feature and one of the most fundamental stylized facts in the literature. This study, conditioning on weather shocks, investigates the nature of the existing predictive power between natural gas spot and...
Persistent link: https://www.econbiz.de/10010840283
The study examines the possible effects of a recent policy change in Greece on students’ graduation rates. Our study mainly concentrates on the potential impact that the reform may have on the various categories of students, as these are classified by the way they enter the university. Records...
Persistent link: https://www.econbiz.de/10010868542
We examine whether the information contained in social media (Twitter & Facebook) and web search queries (Google) influences financial markets. Using a multivariate system and focussing on Eurozone’s peripheral countries, the GIIPS (Greece, Ireland, Italy, Portugal and Spain), we show that...
Persistent link: https://www.econbiz.de/10010745713
In a continuous time model, a representative household has to allocate its investment and consumption in an optimal manner under conditions of uncertainty. In the present study it is hypothesized that there are two types of assets: a risk-free and a risky asset. The risk-free asset is assumed to...
Persistent link: https://www.econbiz.de/10010577075