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Measuring European financial integration

Baele, Lieven; Ferrando, Annalisa; Hördahl, Peter; … - In: Oxford review of economic policy 20 (2004) 4, pp. 509-530

Persistent link: https://www.econbiz.de/10002504581

Measuring Financial Integration : The Network Approach

Xu, Ying - 2015

While deeper financial integration is often considered conducive to the efficient allocation of resources and risk sharing, an increasingly important policy concern is whether it brings greater vulnerability to shocks. To address the latter concern, this paper uses a different approach to...

Persistent link: https://www.econbiz.de/10013021103

How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market

Sattarhoff, Cristina - 2018

This paper proposes a new measure for the evaluation of financial market efficiency, the so-called intermittency coefficient. This is a multifractality measure that can quantify the deviation from a random walk within the framework of the multifractal random walk model by Bacry et al. (2001b)....

Persistent link: https://www.econbiz.de/10012913274

The ESS-Indicator : A New Measure of Systemic Risk Applied to the European Financial Sector

Lahmann, Wolfgang - 2012

In this paper we propose a measure of systemic risk in the financial sector, the expected systemic shortfall (ESS) indicator. The ESS-indicator is the product of the probability of a systemic default event and the expected tail loss in case this systemic event occurs. We compute the indicator...

Persistent link: https://www.econbiz.de/10013114931

A survey of literature on measurement of financial integration : need, challenges, and classification

Padhan, Rakesh; Prabheesh, K. P. - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 3, pp. 790-811

Persistent link: https://www.econbiz.de/10012821607

Evaluation and performance measurement of research and development : techniques and perspectives for multi-level analysis

Chiesa, Vittorio (contributor); … - 2009

R & D function / F. Frattini, V. Lazzarotti and R. Manzini -- R & D projects / F. Frattini and D. Chiaroni -- R & D people / A. Di Minin and A. Piccaluga -- R & D and financial investors / A. Grandi, B.H. Hall and R. Oriani -- R & D information / S. Morricone and R. Oriani -- Technology platform...

Persistent link: https://www.econbiz.de/10003795422

Measuring European financial integration

Baele, Lieven; Ferrando, Annalisa; Hördahl, Peter; … - In: Handbook of European financial markets and institutions, (pp. 165-194). 2008

Persistent link: https://www.econbiz.de/10003605435

Comparison of European capital markets

Kompa, Krzysztof; Witkowska, Dorota - In: Acta scientiarum polonorum / Oeconomia : czasopismo … 15 (2016) 1, pp. 27-40

Persistent link: https://www.econbiz.de/10011477060

Evaluation and performance measurement of research and development : techniques and perspectives for multi-level analysis

Chiesa, Vittorio - 2009

&D activities and the measurement of their performances. The framework encompasses a set of hierarchical, interrelated levels at … which R&D evaluation and performance measurement could be undertaken. This enlightening book focuses on the single … industrial firm to study performance measurement of R&D functions, projects and individual researchers or engineers. It also …

Persistent link: https://www.econbiz.de/10011851892

Measuring Financial Integration : Lessons from the Correlation

Billio, Monica - 2015

This paper evaluates and compares the dynamics of the financial integration process as described by different empirical approaches. To this end, a wide range of methods accounting for several dimensions of integration and a novel evaluation scheme – based on the positive association between...

Persistent link: https://www.econbiz.de/10013019522