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The purpose of this paper is to determine the factors that shape the liquidity levels of euro area sovereign bonds. The values of liquidity measure and explanatory variables were calculated from the limitorder book dataset for almost five hundred bonds from six largest euro area sovereign bond...
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This paper introduces Information Theoretic - based methods for estimating a target variable in a set of small … level, and then of employing the estimated coefficients to obtain the sub-group level indicators. The Information Theoretic …-sample information from theory and/or empirical evidence can be introduced in the form of known probabilities by means of the cross …
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:1091-1096, 2018) that is able to generate realistic stock-price dynamics (in terms of level trajectories and volatility paths …
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-related information be stored. These companies understand well that large amount of the user's movement and physiological monitoring data … are valuable, because each user's information can be a unique sample. As soon as the smart bracelet companies collect …
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For many analysts, the Chinese economy is spurred by a bubble in the housing market, probably driven by the fiscal stimulus package and massive credit expansion, with possible adverse effects to the real economy. For example, the stock of loans increased by more than 50 percent since the end of...
Persistent link: https://www.econbiz.de/10011550681