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Dario Costanzo and Clemente Irigaray
Forward logistic regression and conditional analysis have been compared to assess landslide susceptibility across the whole territory of the Sicilian region (about 25,000 km2) using previously existing data and a nested tiered approach. These approaches ...
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Nessrine Hamzaoui,Boutheina Regaieg
Pág. 1608 - 1615
This paper empirically investigates the volatility dynamics of the EUR/USD forward premium via GARCH-M (1,1) and GJR-GARCH(1,1) and GJR-GARCH(1,1)-M models. Our empirical analysis is based on daily data related to the EUR/USD forward premiums. Our daily ...
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Nessrine Hamzaoui,Boutheina Regaieg
Pág. 694 - 702
This paper empirically examines the interdependence between the foreign exchange forward premiums and the spot exchange return through a Multivariate GARCH type framework. The purpose of this study is to test the correlation sensitivity to shocks a...
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