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Dean Fantazzini
In this paper, we analyzed a dataset of over 2000 crypto-assets to assess their credit risk by computing their probability of death using the daily range. Unlike conventional low-frequency volatility models that only utilize close-to-close prices, the da...
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Zisheng Song
In China, the capitalization of education resources in housing prices has been widely discussed. However, insufficient attention is paid to it in rents. Thus, this paper mainly aims to identify the capitalization of school quality in rents. It estimates ...
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Gloria Alarcón-García, José Daniel Buendía-Azorín and María del Mar Sánchez-de-la-Vega
Mainstreaming gender analysis into all aspects of policy making, including infrastructure and economic policy, is a key aspect to achieving gender equality. The main objective of this paper is to examine the impact of several public infrastructures on we...
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Monica Defend, Aleksey Min, Lorenzo Portelli, Franz Ramsauer, Francesco Sandrini and Rudi Zagst
This article considers the estimation of Approximate Dynamic Factor Models with homoscedastic, cross-sectionally correlated errors for incomplete panel data. In contrast to existing estimation approaches, the presented estimation method comprises two exp...
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Bachar FAKHRY
Pág. 1 - 42
We review market participants' actions and the EU afterthe introduction of the euro and during the crises period and Brexit process. The crucial factor is the feedback effect in the reactions of the market participants and the EU. The euro was introduced...
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Firna Varina,Sri Hartoyo,Nunung Kusnadi,Amzul Rifin
Pág. 89 - 93
The main objective of the present study is to analyze the technical efficiency (TE) and evaluate its determinant in smallholder oil palm farming in Indonesia. The stochastic frontier analysis was applied to 20,409 selected oil p...
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Thierno Thioune
Pág. 182 - 192
The concepts of potential output and output gap are important tools for central banks and in particular CBWAS to forecast inflation in pursuit of its priority objective of controlling inflation. In this sense, the choice of a method for their estimation ...
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Mohammad Nazim Uddin, Mohammed Shamim Uddin Khan and Mosharrof Hosen
This paper examines the regulation of corporate governance on leverage structure decision-making in Bangladesh from 2003 to 2017. Appropriate panel methods are employed to control the problems of serial correlation, heteroskedasticity, and the cross-sect...
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Woon Leong Lin
A political involvement in any organisation has often proved to be profitable for such firms that are seeking support and favourable regulatory conditions. Though many studies have investigated the effect of the corporate lobbying activities on the organ...
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Anelisa Nomatye,Andrew Phiri
Pág. 62 - 69
Following the 2007 global financial crisis, the understanding of the relationship between debt and other economic indicators has become crucial for policymakers worldwide. In this study, we investigated the macroeconomic determinants of household debt fo...
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