排序方式: 共有55条查询结果,搜索用时 15 毫秒
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In this article, we extract common factors from a cross-section of U.S. macro-variables and Treasury zero-coupon yields. We find that two macroeconomic factors have an important predictive content for government bond yields and excess returns. These factors are not spanned by the cross-section of yields and are well proxied by economic growth and real interest rates. 相似文献
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Domenico Piccolo 《Statistical Methods and Applications》2012,21(3):363-369
We discuss the scientific contribution of Battaglia and Protopapas?? paper concerning the debate on global warming supported by an extensive analysis of temperature time series in the Alpine region. In the work, Authors use several exploratory and modelling tools for assessing and discriminating the presence of different patterns in the data. We add some general and specific considerations mainly devoted to the modelling stage of their analysis. 相似文献
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Luigi Lepore Francesco Paolone Domenico Rocco Cambrea 《Journal of Management and Governance》2018,22(4):829-862
Research on the effect of ownership structure on firm performance shows no convergent evidence concerning the sign and form of the above-mentioned relationship. Similarly, there is no homogeneous evidence documenting family ownership concentration is always positively or negatively correlated with firm value, or irrelevant. This paper analyses whether and how the de facto investor protection provided by the judicial system affects the relationship between corporate performance and ownership structure in 1314 firms operating in four European countries (Germany, France, Italy, and Spain) over a five-year period, 2010–2014. Moreover, we analyse whether judicial system efficiency influences if and how family firms in the controlling coalition collude for expropriating minority shareholders. Our findings show that the level of shareholder protection, derived from judicial efficiency, is relevant to the relationship between ownership structure and firm performance, thus corroborating literature in that institutional contexts matter in explaining such relations. The results suggest the need for more efficient external mechanisms of corporate governance to facilitate investment in equity capital, thus decreasing the country risk perceived by investors. 相似文献
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Fabbricatore Rosa Iannario Maria Romano Rosaria Vistocco Domenico 《AStA Advances in Statistical Analysis》2023,107(1-2):343-367
AStA Advances in Statistical Analysis - Recent studies have pointed out the effect of personality traits on athletes’ performance and success; however, fewer analyses have focused the... 相似文献
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Statistics and Computing - This paper proposes an extension of Periodic AutoRegressive (PAR) modelling for time series with evolving features. The large scale of modern datasets, in fact, implies... 相似文献
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Cristiana Parisi 《Journal of Management and Governance》2013,17(1):71-97
Sustainability is becoming a mainstream issue for many organisations. A limited number of studies exist, however, on integrating sustainability into daily practices. Indeed, most of the research to date addresses only the definition and motivation for companies’ interest in environmental and social concerns. This paper contributes to the research on integrating sustainability into companies’ daily activities both directly and indirectly. It analyses the extent to which top management’s commitment to sustainability directly affects structural and social alignment and the effectiveness of measurement systems that monitor sustainability strategic performance and indirectly impacts firms’ social and environmental performance. Based on a quantitative analysis of survey responses from 405 large European companies, this paper documents the limited impact of social alignment to firms’ social and environmental performance. More specifically, the results challenge the diffuse belief that the alignment and commitment of middle managers to sustainability strategies as defined by the upper echelons have a relevant impact on the company’s social and environmental performance. 相似文献
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