Showing 1 - 10 of 178
Persistent link: https://www.econbiz.de/10010392170
Persistent link: https://www.econbiz.de/10011965362
Persistent link: https://www.econbiz.de/10010237351
Persistent link: https://www.econbiz.de/10012815122
The capacity of input-output tables to reflect the structural peculiarities of an economy and to forecast, on this basis, its evolution, depends essentially on the characteristics of the matrix A—matrix of I-O (or technical) coefficients. However,the temporal behaviour of these coefficients is...
Persistent link: https://www.econbiz.de/10011261042
The capacity of input-output tables to reflect the structural peculiarities of an economy and to forecast, on this basis, its evolution, depends essentially on the characteristics of the matrix A—matrix of I-O (or technical) coefficients. However, the temporal behaviour of these coefficients...
Persistent link: https://www.econbiz.de/10010993746
We study the impact of volatility on intraday serial correlation, at time scales of less than 20 minutes, exploiting a data set with all transactions on SPX500 futures from 1993 to 2001. We show that, while realized volatility and intraday serial correlation are linked, this relation is driven...
Persistent link: https://www.econbiz.de/10004966876
The capacity of input-output tables to reflect the structural peculiarities of an economy and to forecast, on this basis, its evolution, depends essentially on the characteristics of the matrix A—matrix of I-O (or technical) coefficients. However, the temporal behaviour of these coefficients...
Persistent link: https://www.econbiz.de/10010678167
The capacity of input-output tables to reflect the structural peculiarities of an economy and to forecast, on this basis, its evolution, depends essentially on the characteristics of the matrix A—matrix of I-O (or technical) coefficients. However, the temporal behaviour of these coefficients...
Persistent link: https://www.econbiz.de/10010680556
Persistent link: https://www.econbiz.de/10001433207