Search results for " correlation"

showing 10 items of 1380 documents

TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS

2005

Abstract In this paper, we test for contagion within the East Asian region, contagion being defined as a significant increase in the degree of comovement between stock returns in different countries. For this purpose, we use a parameter stability test, and, following [Rigobon, R., 2003a. On the measurement of the international propagation of shocks: is the transmission stable?, Journal of International Economics], we control for three types of bias, resulting from heteroscedasticity, endogeneity and omitted variable, respectively. The null of interdependence against the alternative of contagion is then tested as an overidentifying restriction. Unlike other studies, our approach is based on …

Economics and EconometricsHeteroscedasticityContagionStability testFinancial economicsConditional correlationAsset marketOmitted-variable biascontagion; identification; heteroscedasticityheteroscedasticityEast asian regioncontagionCorrelation analysisEconometricsEconomicsjel:F3Contagion Financial Crises Conditional Correlationidentificationjel:F4EndogeneityFinancial criseFinanceStock (geology)
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Heterogeneous effects of sustainable agriculture practices: micro-evidence from Malawi

2020

Abstract Are the effects of sustainable agricultural practices heterogeneous across agro-ecology and wealth in Malawi? Would a wealth-enhancing policy be associated with increased effectiveness of these practices? Focusing on a nationally representative set of Malawian agricultural households, the article answers the above questions by employing plot-level panel data matched with a set of geo-referenced rainfall and temperature records. The findings suggest a positive correlation between aggregate yield and the adoption of organic fertilizer. A similar result holds for legume intercropping and for hybrid seeds, which are associated to reductions in yield volatility between the two waves. Ne…

Economics and EconometricsS1010504 meteorology & atmospheric sciencesYield (finance)Agro-ecology Malawi Heterogeneity Productivity Safety nets Sustainable agricultureDevelopmentPositive correlation01 natural sciencesAgricultural economicsH0502 economics and businessSustainable agricultureEconomics0105 earth and related environmental sciencesbiologybusiness.industry05 social sciencesIntercroppingbiology.organism_classificationAgriculture050202 agricultural economics & policyVolatility (finance)businessOrganic fertilizerS560Panel data
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Keep the faith in banking : New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks

2021

This paper analyses the profitability of Finnish cooperative banks during the period of negative nominal interest rates. Contrary to expectations, the continuous decline in money market interest rates between 2009 and 2014, and the following negative rate era, did not have adverse effects on the profitability of banks at the beginning of negative interest rate period. Based on especially using a risk-adjusted measure for bank profitability, these results contrast with previous findings. In our findings, the increasing wholesale funding (WSF) ratio seems to be an important factor. However, after 2017 the banks have not been able to improve especially their risk-adjusted profitability so stro…

Economics and Econometricsmedia_common.quotation_subjectMonetary economicskannattavuusbankskorkorahamarkkinatFaith0502 economics and businessWholesale fundingEconomicsprofitability050207 economicshealth care economics and organizationsriskitmedia_commonnegative interest ratesMoney market050208 financepankitNet interest margin05 social sciencesMonetary policyvoitot (talous)rahapolitiikkaInterest rateNominal interest rateProfitability indexdynamic conditional correlationsosuuspankitFinance
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Studies on the Correlation of Putrescine and Potassium Contents in the Needles of Spruce Trees

1995

Summary The correlation between the polyamine putrescine and the nutritional element potassium was examined in Picea abies trees at numerous natural stands in Germany. The amounts of potassium and putrescine in needles was analyzed and a linear negative correlation between the K + and putrescine contents was found, which is significant in the bulk of all stands as well as in subsets. The negative correlation becomes even more pronounced when only sites situated over 600 m with trees older than 60 years are included. While former investigations were concerned with experimental conditions of potassium concentrations in soil or nutrient solutions, the data presented here derive from natural ha…

EcophysiologybiologyPhysiologyPotassiumchemistry.chemical_elementPicea abiesPlant Sciencebiology.organism_classificationHorticulturechemistry.chemical_compoundNutrientchemistryBotanyPutrescineNegative correlationPolyamineAgronomy and Crop ScienceJournal of Plant Physiology
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Integrating Computational Linguistic Analysis of Multilingual Learning Data and Educational Measurement Approaches to Explore Learning in Higher Educ…

2017

This chapter develops a computational linguistic model for analyzing and comparing multilingual data as well as its application to a large body of standardized assessment data from higher education. The approach employs both an automatic and a manual annotation of the data on several linguistic layers (including parts of speech, text structure and content). Quantitative features of the textual data are explored that are related to both the students’ (domain-specific knowledge) test results and their level of academic experience. The respective analysis involves statistics of distance correlation, text categorization with respect to text types (questions and response options) as well as lang…

Educational measurementHigher educationbusiness.industryComputer scienceStandardized testPart of speechcomputer.software_genrelanguage.human_languageTest (assessment)GermanDistance correlationlanguageText typesArtificial intelligencebusinesscomputerNatural language processing
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Online Detection and Removal of Eye Blink Artifacts from Electroencephalogram

2020

The most prominent type of artifact contaminating electroencephalogram (EEG)signals are the eyeblink (EB) artifacts, which could potentially lead tomisinterpretation of the EEG signal. Online detection and removal of eyeblink artifacts from EEG signals are essential in applications such a Brain-Computer Interfaces (BCI), neurofeedback and epilepsy diagnosis. In this thesis, algorithms that combine unsupervised eyeblink artifact detection (eADA) with enhanced Empirical Mode Decomposition (FastEMD) and Canonical Correlation Analysis (CCA) are proposed,i.e. FastEMD-CCA2 and FastCCA, to automatically identify eyeblink artifacts andremove them in an online setting. FastEMD-CCA2 and FastCCA have …

ElectroencephalogramDécomposition modale empirique[INFO.INFO-TI] Computer Science [cs]/Image Processing [eess.IV]Canonical Correlation AnalysisÉlectroencéphalogrammeClignement de l'œilEmpirical Mode DecompositionEyeblink ArtifactsAnalyse par corrélation canonique
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Electroluminescence TPCs at the thermal diffusion limit

2019

Artículo escrito por un elevado número de autores, solo se referencian el que aparece en primer lugar, el nombre del grupo de colaboración, si le hubiere, y los autores pertenecientes a la UAM

ElectroluminiscènciaNuclear and High Energy PhysicsPhysics - Instrumentation and DetectorsDark Matter and Double Beta DecayFOS: Physical scienceschemistry.chemical_elementElectronAtomic01 natural sciences7. Clean energyMathematical SciencesHigh Energy Physics - ExperimentTECNOLOGIA ELECTRONICAHigh Energy Physics - Experiment (hep-ex)Particle and Plasma PhysicsXenonIonization0103 physical sciencesDark Matter and Double Beta Decay (experiments)Nuclearlcsh:Nuclear and particle physics. Atomic energy. RadioactivityDiffusion (business)010306 general physicsMathematical PhysicsPhysicsQuantum Physics010308 nuclear & particles physicsResolution (electron density)MolecularFísicaNuclear energyInstrumentation and Detectors (physics.ins-det)Nuclear & Particles PhysicsParticle correlations and fluctuations85-05ElectroluminescencechemistryRare decayYield (chemistry)Photon productionPhysical SciencesScintillation counterEnergia nuclearlcsh:QC770-798Atomic physicsEnergy (signal processing)
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Nonlocal properties of dynamical three-body Casimir-Polder forces

2005

We consider the three-body Casimir-Polder interaction between three atoms during their dynamical self-dressing. We show that the time-dependent three-body Casimir-Polder interaction energy displays nonlocal features related to quantum properties of the electromagnetic field and to the nonlocality of spatial field correlations. We discuss the measurability of this intriguing phenomenon and its relation with the usual concept of stationary three-body forces.

Electromagnetic fieldPhysicsQuantum PhysicsGeneral Physics and AstronomyFOS: Physical sciencesSpatial field correlationsRelativistic quantum mechanicsCasimir effectQuantization (physics)Open quantum systemQuantum nonlocalityClassical mechanicsQuantum mechanicsNonlocalityThree-body forcePhysics::Atomic and Molecular ClustersPhysics::Atomic PhysicsQuantum dissipationQuantum Physics (quant-ph)Introduction to quantum mechanics
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Nonlocal properties of entangled two-photon generalized binomial states in two separate cavities

2007

We consider entangled two-photon generalized binomial states of the electromagnetic field in two separate cavities. The nonlocal properties of this entangled field state are analyzed by studying the electric field correlations between the two cavities. A Bell's inequality violation is obtained using an appropriate dichotomic cavity operator, that is in principle measurable.

Electromagnetic fieldPhysicsQuantum PhysicsSettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciBinomial (polynomial)Field (physics)Operator (physics)Electric fields Electromagnetic fields Optical correlation Optical propertiesPhysics::OpticsFOS: Physical sciencesState (functional analysis)Quantum PhysicsAtomic and Molecular Physics and OpticsSettore FIS/03 - Fisica Della MateriaElectronic Optical and Magnetic MaterialsQuantum mechanicsElectric fieldPhysics::Accelerator PhysicsQuantum Physics (quant-ph)
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Modelling of silver adhesion on MgO(100) surface with defects

1999

We show how surface defects (especially Fs 0 and Vs 0 centres) can play a major role in the adhesion of Ag (at 1:4 and 1:1 coverages) on the MgO(100) surface. Our calculations use a periodic (slab) model and an ab initio Hartree-Fock approach with a posteriori electron correlation corrections. We are able to analyse the interatomic bond populations, effective charges and multipole moments of ions, in combination with the interface binding energy and the equilibrium distances. Both surface defects cause strong redistributions of the electron density which increase the binding energy of metal atoms by more than an order of magnitude. This implies radiation-induced strengthening of metal adhes…

Electron densityElectronic correlationAb initio quantum chemistry methodsChemistryChemical physicsBinding energyAb initioGeneral Materials ScienceElectronic structureAtomic physicsCondensed Matter PhysicsCrystallographic defectOrder of magnitudeJournal of Physics: Condensed Matter
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