نتایج جستجو برای: bai and perron method

تعداد نتایج: 17045141  

Journal: :Financial Innovation 2021

Abstract This study examines the pricing of municipal bonds before and after a currency shock in Switzerland. Two approaches are used to decompose treasuries bond spreads into liquidity, maturity, default risk premiums. The first approach is model cross-sectional instrumental variables, second variables with panel data. composition for both approaches, three scenarios: before, throughout, shock...

Journal: :Yönetim ve Ekonomi 2021

Bank of England, one the leading examples modern banking, has been established at end 17th century. Economic and social turmoils wars that broke up in first half 19th century have led to a serious debate between Currency School Banking regarding primary function BoE. The Charter Act dated 1844 enacted eliminate ongoing instabilities British economy. act was suspended 1847, 1857, 1866 because de...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شیراز - دانشکده علوم 1391

in this research we have studied the effect of some transition-metals (cu, ag and au) substitutions on two-electron reduction potential of flavins by application of dft method. all geometries have been optimized at blyp level of theory and “6-31+g** + lanl2dz” mixed basis set. the frequency job at the same method and basis sets has been performed to obtain gibbs free energy of compounds. it h...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه مازندران - دانشکده علوم انسانی 1390

iv abstract this study examined the linguistic behaviors of two iranian efl teachers each of them teaching learners of two similar proficiency levels, a beginner level and an intermediate level, to investigate the relationship between the learners proficiency levels and the amounts and purposes for l1 use by the two teachers. the study was carried out to investigate whether there were differe...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان - دانشکده ریاضی 1390

abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...

Journal: : 2023

Enflasyon hem gelişmiş de gelişmekte olan ülkelerde üzerinde durulan ve tartışılan makroekonomik göstergeler arasında yer almaktadır. Reel döviz kurları yükselen piyasa ekonomileri olumsuz bir etkiye sahiptir. Kanıtlar, kuru enflasyon risklerinin ülkeler sahip olduğunu göstermektedir. Bu çalışmada, Türkiye'nin oranı ile reel arasındaki ilişki 2010M04-2022M10 dönemi verileri kullanılarak analiz ...

2002
Georgios Sakoulis Eric Zivot

It is a well accepted empirical result that forward exchange rate unbiasedness is rejected in tests using the “differences regression” of the change in the logarithm of the spot exchange rate on the forward discount. The result is referred to in the International Finance literature as the forward discount puzzle. Competing explanations of the negative bias of the forward discount coefficient in...

2014
Shilpi Gupta Satwanti Kapoor

Background. One of the limitations of body mass index is its accuracy to assess body fatness. To address this limitation, a new index, body adiposity index, has been developed. However its validity needs to ascertained. Objective. Our aim was to investigate sex-specific relationship between BAI, BMI, and percent body fat in an endogamous population of Delhi, India. Method. Data was collected fr...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه گیلان - دانشکده علوم انسانی 1392

the purpose of the present study was to investigate the effect of instruction through debate on male and female efl learners’ reading comprehension, to examine the differences between the performance of male and female participants on the five dimensions of cctst including analysis, evaluation, inference, deductive reasoning, and inductive reasoning, and to examine the differences between male ...

2011
Abhishek Halder Raktim Bhattacharya

We compare computational cost and accuracy between two different approaches of dispersion analysis. One is the conventional Monte Carlo method and the other being the Perron-Frobenius operator approach, that directly propagates the joint probability density function using Liouville equation. It is shown that with same computational budget, Perron-Frobenius operator approach rewards better accur...

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