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The analysis of co-movements of stock market returns is a fundamental issue in finance. The aim of this paper is to examine the co-movement between Germany and major International Stock Markets in the time-frequency space. Our sample period goes from 01 June 1992 to 26 March 2013 and includes...
Persistent link: https://www.econbiz.de/10013077634
We consider 1927 borrowers from 54 countries who had a credit rating by both Moody's and S&P at the end of 1998, and their subsequent default history up to the end of 2002. Viewing bond ratings as predicted probabilities of default, we consider partial orderings among competing probability...
Persistent link: https://www.econbiz.de/10010264293
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The data on JIFs provided by Thomson Scientific can only be considered as a sample since they do not cover the entire universe of those documents that cite an intellectual output (paper, article, etc) or are cited by others. Then, questions arise if the empirical distribution (best fit to the...
Persistent link: https://www.econbiz.de/10014197738
This paper discusses a paradigm for rating college presidents that stresses factors that provide long-term value such as vision, faculty engagement, building a learning organization, providing ethical leadership, increasing student satisfaction, and enhancing the reputation of the organization....
Persistent link: https://www.econbiz.de/10014124125
This paper investigates the impact of COVID-19 on travel behavior in different socio-economic segments in the USA using integrated mobile device location data over the period 1 Jan 2020 ~ 20 Apr 2021. A fixed-effect panel regression model is estimated to statistically identify the relationship...
Persistent link: https://www.econbiz.de/10014078261
This Article addresses the question of whether cultural property laws, which require archaeological artifacts to remain in countries of origin, have been a boon for nations with extensive archaeological records, as most archaeologists and lawmakers presume, or have hampered archaeological...
Persistent link: https://www.econbiz.de/10012998692
The world has become more interconnected over the past few decades. Against this backdrop, economic and financial contagion following adverse shocks can have a severe impact on the global economy. How systemic can the effects of contagion be? What specific transmission channels are involved?...
Persistent link: https://www.econbiz.de/10013491953
This paper uses fractional integration methods to measure the degree of persistence in historical annual data on the world population over the period 1800-2016. The analysis is carried out for the original series, and also for its log transformation and its growth rate. The results indicate that...
Persistent link: https://www.econbiz.de/10013550205