Search results for "Anàlisi"
showing 10 items of 207 documents
A systematic review of sovereign connectedness on emerging economies.
2019
This article systematically reviews the academic literature on emerging market contagion in order to summarize what we have learnt about the transmission channels existing in these countries. Given the large body of academic research focused on this topic, we especially direct our attention to the strand of the literature that defines and empirically analyses this topic as the significant increase in the cross-market correlations between asset returns during crisis periods or when a shock occurs. The survey covers the findings on financial contagion in the stock, bond, exchange and credit default swap markets during a large period that covers several crises that have characterized the relat…
Is the leadership of the Brent-WTI threatened by China's new crude oil futures market?
2020
Abstract The recent listing of a new crude oil futures contract on the Shanghai International Energy Exchange (INE) has reopened the debate over whether crude oil produced in different countries or locations constitutes a unified world oil market. The aim of this paper is to study the information flows among Brent, West Texas Intermediate (WTI) and the new Medium Sour Crude Oil (SC) futures contract listed on INE futures markets to assess whether the trading of this new futures contract has altered the dominant role of the most traded oil benchmarks in the world. A multiple regression model identifies the Brent futures market as the most influential market in the oil price discovery process…
Holidays, weekends and range-based volatility
2020
Abstract This study analyses the effect of non-trading periods on the forecasting ability of S&P500 index range-based volatility models. We find that volatility significantly diminishes on the first trading day after holidays and weekends, but not after long weekends. Our findings indicate that models that include autoregressive terms that interact with dummies that allow us to capture changes in volatility levels after interrupting periods provide greater explanatory power than simple autoregressive models. Therefore, the shorter the length of the non-trading periods between two trading days, the higher the overestimation of the volatility if this effect is not considered in volatility for…
Crowding-out effect and sorting in competitive labour markets with motivated workers
2018
ABSTRACTThis article makes a contribution to the economics literature by inducing proper self-selection into contracts based on workers’ motivation. The novelty of our results is that it points out the alternative potential role of the crowding-out effect to separate workers based on their motivation.
Arbitrage opportunities and event impacts on Spanish rights issues
2022
In equity offerings in which pre-emptive subscription rights are issued, there are two ways of acquiring the company's shares: either by buying them directly on the market, or by subscribing to the new shares using the subscription rights. This could lead to the existence of arbitrage opportunities. In addition, the announcement of these processes incorporates very relevant information to the market, which could generate abnormal returns for the shares. This paper analyses both hypotheses simultaneously on the same sample and concludes that there are indeed arbitrage opportunities and also abnormal returns can be detected. Furthermore, it is also concluded that these effects are especially …
Nudos en el acompañamiento y la formación en las Empresas de Inserción: agenda de temas pendientes
2020
Las Empresas de Inserción son organizaciones complejas que afrontan diversos desafíos para lograr sus objetivos económicos y sociales. En el contexto español, han experimentado un desarrollo notable en los últimos años, en la medida que se están mostrando como un programa de inserción sociolaboral eficaz para responder a necesidades complejas de inserción laboral.En este artículo, adoptando un enfoque holístico, se describen las prácticas de formación y acompañamiento y su relación con otras dimensiones del funcionamiento de las EI. A partir de ello, se identifican los principales retos que tanto profesionales como investigadores tienen que afrontar para mejorar la empleabilidad de las pers…
Proceso de diseño y validación de un instrumento para evaluar la competencia lingüística en escolares de educación infantil (segundo ciclo) y primari…
2022
El desarrollo adecuado del lenguaje y, dentro de la competencia comunicativa, de la expresión oral, es fundamental para un buen desarrollo personal y escolar en la infancia. Presentamos un estudio cuya finalidad es diseñar y validar un instrumento para evaluar la expresión oral en Castellano y en Valenciano, basado en estrategias narrativas, dirigido a escolares de segundo ciclo de educación infantil y primer ciclo de educación primaria. Se analizan las tareas narrativas como medio de evaluación de la expresión oral. Se plantea un proceso metodológico, para su diseño y validación, de carácter mixto (cuantitativo/cualitativo), con la finalidad de establecer criterios que permitan definir rúb…
Measurement Invariance and Construct Validity of the Satisfaction With Life Scale (SWLS) in Community Volunteers in Vietnam.
2022
Worldwide, the Satisfaction With Life Scale (SWLS) has become the most widely used measure of life satisfaction. Recently, an authorized Vietnamese-language version has been introduced. Using a convenience sample comprising community volunteers from Ho Chi Minh City (N = 1073), confirmatory support was found for the cross-national constancy of the one-dimensional structure underlying the SWLS. Corrected item–total polyserial correlations and Omega coefficient were satisfactory. Using multi-group confirmatory factor analysis, configural, metric, and scalar invariance of the SWLS factorial structure were tested by gender, age, marital status, income, and educational level. Strong evidence of …
Bayesian classification for dating archaeological sites via projectile points
2021
Dating is a key element for archaeologists. We propose a Bayesian approach to provide chronology to sites that have neither radiocarbon dating nor clear stratigraphy and whose only information comes from lithic arrowheads. This classifier is based on the Dirichlet-multinomial inferential process and posterior predictive distributions. The procedure is applied to predict the period of a set of undated sites located in the east of the Iberian Peninsula during the IVth and IIIrd millennium cal. BC.
Biaix de publicació en meta-anàlisi: revisió dels mètodes de detecció i avaluació
2018
espanolLos estudios de meta-analisis se consideran actualmente como las mejores herramientas para sintetizar las pruebas cientificas respecto a que tratamientos, intervenciones o programas de prevencion deberian aplicar para un determinado problema psicologico. Sin embargo, los estudios de meta-analisis tambien estan sometidos a limitaciones, como el sesgo de publicacion. Asi pues, los psicologos deben saber como pueden hacer valoraciones criticas. El objetivo de este articulo es presentar los metodos de deteccion del sesgo de publicacion mas utilizados, asi como alguna guia orientativa sobre como hacer una lectura critica. Los procedimientos mas utilizados para la valoracion del sesgo de p…