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An Alternative Conditional Asymmetry Specification for Stock Returns

Brännäs, Kurt; Nordman, Niklas - 2001

The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a skewness that varies between sizeable negative skewness...

Persistent link: https://www.econbiz.de/10010315189

Nonlinearities and the Determinants of Inequality: New Panel Evidence

Gravina, Antonio Francesco; Lanzafame, Matteo - 2020

Relying on data for a panel of 90 economies over 1970-2015 and System-GMM estimates, we extend the standard Kuznets-curve empirical framework to investigate how financial development, globalisation and technology affect income inequality. Our findings reveal the presence of significant...

Persistent link: https://www.econbiz.de/10012419723

The octograph and the delight of understanding organizational artistry: How to enjoy social interaction and stimulate job performance?

Al-Araki, Abdel Magid - In: Open Economics 2 (2019) 1, pp. 92-108

This paper proposes the Octograph, a cube-like model of leadership and organizational performance. Eight concepts, placed on eight corners of the cube, create eight triangular models and four processes of Decision-making, Communication, Production and Innovation. The eight concepts are nested...

Persistent link: https://www.econbiz.de/10012598238

A Bitcoin price prediction model assuming oscillatory growth and lengthening cycles

Wang, Guizhou; Hausken, Kjell - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-29

This article's motivation is to understand the volatile Bitcoin price increase. The objective is to develop price estimation methods. The methodology is to present five differential equation models estimated against the 23 July 2010-21 June 2021 Bitcoin data. The findings are that Gompertz...

Persistent link: https://www.econbiz.de/10015074081

The scarring effects of deep contractions

Aikman, David; Drehmann, Mathias; Juselius, Mikael; … - 2022

We find that deep contractions have highly persistent scarring effects, depressing the level of GDP at least a decade hence. Drawing on a panel of 24 advanced and emerging economies from 1970 to the present, we show that these effects are nonlinear and asymmetric: there is no such persistence...

Persistent link: https://www.econbiz.de/10013408678

On the relation between government expenditure and revenue in South Africa: An empirical investigation in a nonlinear framework

Sanusi, Kazeem Abimbola - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-21

The study explores the nonlinear linkage between government expenditure and government revenue using quarterly data from the first quarter of 1965 to the second quarter of 2019. Linear models are first deployed to determine the order of integration of the variables, cointegration, granger...

Persistent link: https://www.econbiz.de/10014001375

Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach

Ho, Tin H.; Le, Tu D. Q.; Nguyen, Dat T. - In: Cogent Business & Management 8 (2021) 1, pp. 1-11

We empirically investigate and present evidence of nonlinearity and heterogeneity in the impact of abnormal loan growth …

Persistent link: https://www.econbiz.de/10014001712

Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?

Charfeddine, Lanouar; Klein, Tony; Walther, Thomas - 2018

growth, when taking into consideration mixed data sampling technique. Finally, it puts particular focus on nonlinearity and a …

Persistent link: https://www.econbiz.de/10014284449

Does the relationship between entrepreneurial orientation and subjective financial firm performance have an inverted U-shape? Evidence from Southeast European SMEs

Šlogar, Helena; Morić Milovanović, Bojan; Hrvatin, Stella - In: Administrative Sciences 13 (2023) 2, pp. 1-16

indicated a need to further test the possibilities concerning the nonlinearity between EO and firm performance. Moreover, since … existence of nonlinearity between EO and subjective financial performance among SMEs in southeastern European countries. Data … growth and profit-to-sales ratio. On the other hand, results have not confirmed existence of nonlinearity effects that EO has …

Persistent link: https://www.econbiz.de/10014333171

Institutional ownership, earnings management and earnings surprises: Evidence from 39 years of U.S. data

Davis, Justin G.; García Cestona, Miguel Angel - In: Journal of Economics, Finance and Administrative Science 28 (2023) 56, pp. 218-236

that the relation is dynamic and heavily context-dependent with evidence of nonlinearity. The authors also find evidence …, this is the first study of the IO-EM relation to consider evidence of nonlinearity in the U.S. context, measuring changes …

Persistent link: https://www.econbiz.de/10014516395