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1.
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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In this article three unit root tests that allow for a break in both the seasonal mean and linear trend of the data are proposed. The tests, which can be seen as small-sample corrected versions of already known asymptotic tests, are shown to perform very well in simulations, and much better than their asymptotic counterparts. 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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This note provides the asymptotic distribution of a Perron-type innovational outlier unit root test developed by Popp (J Stat
Comput Sim 78:1145–1161, 2008) in case of a shift in the intercept for non-trending data. In Popp (J Stat Comput Sim 78:1145–1161,
2008), only critical values for finite samples based on Monte Carlo techniques are tabulated. Using similar arguments as in
Zivot and Andrews (J Bus Econ Stat 10:251–270, 1992), weak convergence is shown for the test statistics. 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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Cescon Franco Costantini Antonio Grassetti Luca 《Journal of Management and Governance》2019,23(3):605-636
Journal of Management and Governance - This study examines the relationship between strategic choices and the use of strategic management accounting (SMA) techniques in large manufacturing... 相似文献
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The aim of this paper is to analyse, which is the current situation of gender disparities in Italy and how such disparities are distributed among Italian regions. In order to quantify such disparities a comprehensive framework for assessment is required by using a human development approach. A gender-oriented investigation of effective available capabilities for men and women in the Italian regions reveals that gender inequality in Italy seems to be a persistent phenomenon. Finally, the gender disparities in the empowerment dimension and in the other social dimensions seem to be mutually reinforcing with the economic dimensions, especially in the labour market. 相似文献