Search results for "Coin"
showing 10 items of 612 documents
Common fixed point theorems for families of occasionally weakly compatible mappings
2011
We prove some common fixed point theorems in probabilistic semi-metric spaces for families of occasionally weakly compatible mappings. We also give a common fixed point theorem for mappings satisfying an integral-type implicit relation.
Coincidence and fixed points for contractions and cyclical contractions in partial metric spaces
2012
Abstract We prove some coincidence and common fixed point results for three mappings satisfying a generalized weak contractive condition in ordered partial metric spaces. As application of the presented results, we give a unique fixed point result for a mapping satisfying a weak cyclical contractive condition. We also provide some illustrative examples. MSC:47H10, 54H25.
Common fixed points of mappings satisfying implicit contractive conditions
2012
In this article we obtain, in the setting of metric spaces or ordered metric spaces, coincidence point, and common fixed point theorems for self-mappings in a general class of contractions defined by an implicit relation. Our results unify, extend, generalize many related common fixed point theorems from the literature. Mathematics Subject Classification (2000): 47H10, 54H25.
Set-valued mappings in partially ordered fuzzy metric spaces
2014
Abstract In this paper, we provide coincidence point and fixed point theorems satisfying an implicit relation, which extends and generalizes the result of Gregori and Sapena, for set-valued mappings in complete partially ordered fuzzy metric spaces. Also we prove a fixed point theorem for set-valued mappings on complete partially ordered fuzzy metric spaces which generalizes results of Mihet and Tirado. MSC:54E40, 54E35, 54H25.
U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach
2020
This paper explores the long‐run relationship and the associated short‐run dynamics between the U.S. stock market and three major macroeconomic fundamentals, namely the U.S. industrial production index, the U.S. 10‐year Treasury bond yield and the West Texas Intermediate oil price, for the time period covering 1985–2015. The quantile autoregressive distributed lag (QARDL) model presented by Cho et al. (2015) Journal of Econometrics, 188, 281–300, which combines the autoregressive distributed lag model of Pesaran and Shin (1998), Cambridge University Press, and Pesaran et al. (2001) Journal of Applied Econometrics, 16, 289–326, and the quantile regression methodology of Koenker and Bassett (…
The quality of life of residents of a satellite degraded city district as part of urban development policy
2017
The purpose of this article is to assess the quality of life of the residents of a degraded satellite area of a city. It is considered in the context of urban development policy – as the result of decisions and as a challenge for long-term development. The research was based on a case study, which is the district of Opole referred to as Metalchem. It is characterized by an isolated location in the city structure as well as economic transformations. The study was based primarily on an analysis of source materials and results of a survey. The results show that the assessment of the quality of life is inconsistent. The living conditions are good, but satisfactory fulfilment of social needs is …
Bitcoin through the Lenses of Complexity Theory: Some Non-Orthodox Implications for Economic Theorizing
2016
A paraître; International audience
Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach
2017
Abstract This paper investigates the presence of asymmetries in the short- and long-run relationships between the 5-year CDS index spreads at the U.S. industry level and a set of major macroeconomic and financial variables, namely the corresponding industry stock indices, the VIX index, the 5-year Treasury bond yield and the crude oil price, using the NARDL approach. The empirical results provide significant evidence of both short-run and long-run asymmetries in the linkage between ten industry CDS spreads and the potential driving factors common for all industries, confirming the importance of asymmetric nonlinearity in this context. It is also shown that the industry equity prices, the VI…
Stock prices, dividends, and structural changes in the long-term: The case of U.S.
2020
Abstract According to several empirical studies, the Present Value model fails to explain the behaviour of stock prices in the long-run. In this paper we consider the possibility that a linear cointegrated regression model with multiple structural changes would provide a better empirical description of the Present Value model of U.S. stock prices. Our methodology is based on instability tests recently proposed in Kejriwal and Perron (2008, 2010) as well as the cointegration tests developed in Arai and Kurozumi (2007) and Kejriwal (2008). The results obtained are consistent with the existence of linear cointegration between the log stock prices and the log dividends. However, our empirical r…
- EL EFECTO FISHER Y LA PARIDAD DE INTERÉS REAL. EVIDENCIA PARA LA ECONOMÍA ESPAÑOLA
1999
This paper provides an empirical test of the Fisher effect and of the real interest parity. The objetive is to determinate the behavior of the ex-ante real interest that condicionate the intertemporal savings and investment decisions. The method used is the time series properties of the data, which allows to separate estimation of the long-run equilibrium relationship from the nuisance parameters that characterize the short-run dynamics. The results find support inthe long run for a tax-adjusted Fisher hypothesis but not for the real interest parity. En este trabajo se contrasta empíricamente el cumplimiento de la hipótesis de Fisher y de la paridad de interés real para el caso español. El …