Similar Search Results

Mafia risk perception : evaluating the effect of organized crime on firm technical efficiency and investment proclivity

Forgione, Antonio Fabio; Migliardo, Carlo - In: Socio-economic planning sciences : the international … 88 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014369403

Forecasting distress in cooperative banks : the role of asset quality

Forgione, Antonio Fabio; Migliardo, Carlo - In: International journal of forecasting 34 (2018) 4, pp. 678-695

Persistent link: https://www.econbiz.de/10012031082

Spatial dependence in the technical efficiency of local banks

Algeri, Carmelo; Anselin, Luc; Forgione, Antonio Fabio; … - In: Papers in regional science : the journal of the … 101 (2022) 3, pp. 685-716

Persistent link: https://www.econbiz.de/10013280134

Extracting a common cycle from series with different frequency : an application to the Italian economy

Otranto, Edoardo - In: Journal of business cycle measurement and analysis : a … 2 (2005) 3, pp. 407-429

Persistent link: https://www.econbiz.de/10003317051

A vector multiplicative error model with spillover effects and co-movements

Otranto, Edoardo - 2024 - Prima edizione

Persistent link: https://www.econbiz.de/10014519167

A nonparametric Bayesian approach to detect the number of regimes in Markov switching models

Otranto, Edoardo; Gallo, Giampiero M. - In: Econometric reviews 21 (2002) 4, pp. 477-496

Persistent link: https://www.econbiz.de/10001718228

Supplementary Appendix to 'Modeling the Dependence of Conditional Correlations on Market Volatility'

Bauwens, Luc - 2017

This Appendix contains details on several technical points and additional empirical results. Sections in this Appendix are indexed by letters and formulas/tables/figures by a letter followed by a number (e.g. A.1). Sections and formulas/tables/figures of the paper are referenced by numbers. In...

Persistent link: https://www.econbiz.de/10012956778

Volatility Spillovers, Interdependence and Comovements : A Markov Switching Approach

Gallo, Giampiero M. - 2009

The transmission mechanisms of volatility between markets can be characterized within a new Markov Switching bivariate model where the state of one variable feeds into the transition probability of the state of the other. A number of model restrictions and hypotheses can be tested to stress the...

Persistent link: https://www.econbiz.de/10013160209

A realistic model for official interest rate movements and their consequences

Tena Horrillo, Juan de Dios; Otranto, Edoardo - In: Applied economics 43 (2011) 28/30, pp. 4431-4447

Persistent link: https://www.econbiz.de/10009388121

Volatility transmission across currencies and commodities with US uncertainty measures

Khalifa, Ahmed A. A.; Otranto, Edoardo; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 37 (2016), pp. 63-83

Persistent link: https://www.econbiz.de/10011672897