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Modelling profitability of private equity : a fractional integration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2022

This paper analyses the stochastic behaviour of Private Equity returns (a measure of profitability) applying fractional …

Persistent link: https://www.econbiz.de/10013285647

Optimal time series momentum

He, Xue-zhong; Li, Kai; Li, Youwei - 2015

Persistent link: https://www.econbiz.de/10011344325

A forecasting framework for core domestic banks in Malta

Andreani, Michele - 2024

, with a particular emphasis on bank profitability. Methodologically, it employs two multivariate time series models, namely … comprehensive profitability outlook for the Maltese core banking sector. Key findings are summarized as follows: (i) neither of the …

Persistent link: https://www.econbiz.de/10015053640

Nonlinear time series models in empirical finance

Franses, Philip Hans; Dijk, Dick van - 2000 - 1. publ.

Persistent link: https://www.econbiz.de/10001484071

Modelling Profitability of Private Equity : A Fractional Integration Approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2022

This paper analyses the stochastic behaviour of Private Equity returns (a measure of profitability) applying fractional …

Persistent link: https://www.econbiz.de/10014080230

Reconsidering the investment-profit nexus in finance-led economies : an ARDL-based approach

Treeck, Till van - 2007

A simple Post Keynesian growth model is developed, in which financial variables are explicitly taken into account. Different possible accumulation regimes are derived with respect to changes of these variables. Several variants of an investment function are estimated econometrically. The...

Persistent link: https://www.econbiz.de/10003771254

Profitability of time series momentum

He, Xue-zhong; Li, Kai - In: Journal of banking & finance 53 (2015), pp. 140-157

Persistent link: https://www.econbiz.de/10011377714

Review of the banking sector profit persistence

Abel, Sanderson; Hlalefang, Khobai; Le Roux, Pierre; … - In: International journal of economics and financial issues … 8 (2018) 1, pp. 54-63

Persistent link: https://www.econbiz.de/10011955421

Revisiting profit persistence and the stock market in Japan

Tsoulfidis, Lefteris; Alexiou, Constantinos; … - In: Structural change and economic dynamics : SC+ED 33 (2015), pp. 10-24

Persistent link: https://www.econbiz.de/10011563961

Profit persistence and stock returns

Gschwandtner, Adelina; Hauser, Michael A. - In: Applied economics 48 (2016) 37/39, pp. 3538-3549

Persistent link: https://www.econbiz.de/10011620804