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Nonlinear mixed modeling of basal area growth for shortleaf pine.

Budhathoki, Chakra B.; Lynch, Thomas B.; Guldin, James M. - 2008

Mixed model estimation methods were used to fit individual-tree basal area growth models to tree and stand … heterogeneous errors, the effects of which could be corrected by using a variance function in the estimation process. The revised …

Persistent link: https://www.econbiz.de/10009429425

Financial Incentives and the Timing of Retirement - Empirical Evidence from Switzerland and Germany

Hanel, Barbara - 2010

natürliche Experimente ausgewertet, die sich aus Reformen der Alterssicherungssysteme in Deutschland und der Schweiz ergeben … estimation methods for panel data and for duration analyses are applied to administrative microdata and survey microdata. In line …

Persistent link: https://www.econbiz.de/10009451168

Asymmetrische Effekte der Geldpolitik auf die Industrie in der Bundesrepublik Deutschland - eine Untersuchung auf Branchenebene

Hock, Thorsten - 2003

subsectors, at least not given the used identification strategy. This could be due to the fact that this theory regards the …

Persistent link: https://www.econbiz.de/10009433722

Network effects, compatibility, and adoption of standards

Grajek, Michał - 2005

standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …

Persistent link: https://www.econbiz.de/10009467122

Das Management des Zinsrisikos bei Banken

Nicoletti, Marcello - 2002

Element des Zinsrisiko-Managements wird im Anschluss kurz besprochen. …

Persistent link: https://www.econbiz.de/10009449363

A modelling process of short-term interest rate risk management for the South African commercial banking sector

Sun, Jiaqi - 2011

Thesis (MComm (Business Management))--University of Stellenbosch, 2011.

Persistent link: https://www.econbiz.de/10009429600

Market, interest rate and foreign exchange rate risk in Australian banking: A GARCH-M approach

Ryan, Suzanne K.; Worthington, Andrew C. - 2004

This study employs an extended version of the Generalised Autoregressive Conditional Heteroskedasticity in Mean (GARCH-M) model to consider the time-series sensitivity of Australian bank stock returns to market, interest rate and foreign exchange rate risks. Daily Australian bank portfolio...

Persistent link: https://www.econbiz.de/10009437451

A comparative analysis of oil as a risk factor in Australian industry stock returns, 1980-2006

McSweeney, E.; Worthington, A. C. - 2007

This paper uses a multifactor model to examine the role of crude oil as a pricing factor in Australian excess industry returns over the period January 1980 to August 2006. A dynamic model is also specified to provide insights into the relationship between the stock market and past oil price...

Persistent link: https://www.econbiz.de/10009457366

Macroeconomic risk factors in Australian commercial real estate, listed property trust and property sector stock returns: A comparative analysis using GARCH-M

West, T.; Worthington, A. C. - 2006

This paper employs a Generalised Autoregressive Conditional Heteroskedasticity in Mean (GARCH-M) model to consider the effect of macroeconomic factors on Australian property returns over the period 1985 to 2002. Three direct (office, retail and industrial property) and two indirect (listed...

Persistent link: https://www.econbiz.de/10009457497

Rinkos palūkanų normos pokyčio įtakos komercinių bankų grynosioms palūkanų pajamoms analizė

Likus, Aurimas - 2010

Magistro darbe išanalizuoti ir aprašyti pajamų ir vidutinės svertinės perkainojimo laiko trukmės spragos analizės metodai, galintys įvertinti komercinių bankų palūkanų normos riziką bei vykdomą aktyvų ir pasyvų valdymo politiką terminų suderinamumo atžvilgiu. Remiantis...

Persistent link: https://www.econbiz.de/10009478532