Auflistung nach JEL-Klassifizierung "C31"

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    • Estimation and Model-Based Combination of Causality Networks 

      Bonaccolto, Giovanni; Caporin, Massimiliano; Panzica, Roberto Calogero (2017-01-31)
      Causality is a widely-used concept in theoretical and empirical economics. The recent financial economics literature has used Granger causality to detect the presence of contemporaneous links between financial institutions ...

    • Kenneth French 

      Unbekannter Autor
      The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy ...