Search results for "finances"
showing 10 items of 1041 documents
Volatility transmission patterns and terrorist attacks
2009
The objective of this study is to analyze volatility transmission between the US and Eurozone stock markets considering the effects of the September 11, March 11 and July 7 financial crises. In order to do this, we use a multivariate GARCH model and take into account the asymmetric volatility phenomenon, the non-synchronous trading problem and the crises themselves. Moreover, a graphical analysis of the Asymmetric Volatility Impulse-Response Functions (AVIRF) is introduced, which takes into consideration the crisis effect. Results suggest that there is bidirectional and asymmetric volatility transmission and show the different impact that terrorist attacks had on both markets. El objetivo d…
Estimacion de modelos de eleccion cualitativa
1983
International audience; En su expresión más simple, los modelos de respuesta cualitativa asocian la realización de una elección binaria o dicotómica a un cierto número de características exógenas juzgadas «a priori» pertinentes. El tratamiento de estos modelos, que se generaliza fácilmente para tener en cuenta una realidad más compleja (elección múltiple), obstaculiza las hipótesis usuales de la estimación econométrica. debido a que la variable explicada se identifica con una probabilidad. Para paliar estos inconvenientes lo más usual es sustituir la especificación lineal clásica por la función de distribución logística estandarizada, que se estima por el método de máxima verosimilitud o po…
Estimation de la relation de salaires de Mincer : choix de specification et enjeux économétriques
2012
In the present doctoral thesis, we estimated Mincer’s (1974) semi logarithmic wage function for the French and Pakistani labour force data. This model is considered as a standard tool in order to estimate the relationship between earnings/wages and different contributory factors. Despite of its vide and extensive use, simple estimation of the Mincerian model is biased because of different econometric problems. The main sources of bias noted in the literature are endogeneity of schooling, measurement error, and sample selectivity. We have tackled the endogeneity and measurement error biases via instrumental variables two stage least squares approach for which we have proposed two new instrum…
Dealing with spatial data pooled over time in statistical models
2012
Recent developments in spatial econometrics have been devoted to spatio-temporal data and how spatial panel data structure should be modeled. Little effort has been devoted to the way one must deal with spatial data pooled over time. This paper presents the characteristics of spatial data pooled over time and proposes a simple way to take into account unidirectional temporal effect as well as multidirectional spatial effect in the estimation process. An empirical example, using data on 25,357 single family homes sold in Lucas County, OH (USA), between 1993 and 1998 (available in the MatLab library), is used to illustrate the potential of the approach proposed.
Escolarización, trabajo infantil y satisfacción en el empleo: evidencia para Etiopía 2008
2008
08088 - ISBN : 978-84-691-651
ESEMAJ : étude socio-économique portant sur les malades Alzheimer jeunes
2014
rapport d’étude de la Fondation Médéric Alzheimer;
L’euro est-il vraiment durable ?
2010
National audience
Fractions of cardiovascular diseases and mental disorders attributable to psychosocial work exposures in 31 countries in Europe
2014
International audience
L’évolution récente de l’exposition aux risques psychosociaux en Europe
2010
National audience
Quelles solutions pour assurer la sécurité des approvisionnements gaziers de l’Europe ?
2011
National audience