Listar por tema "C11"

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    • closedAccess   Non-homogeneous volatility correlations in the bivariate multifractal model 

      Liu, Ruipeng; Lux, Thomas Taylor & Francis (2015)
      In this paper, we consider an extension of the recently proposed bivariate Markov-switching multifractal model of Calvet, Fisher, and Thompson [2006. “Volatility Comovement: A Multifrequency Approach.” Journal of Econometrics ...

    • closedAccess   The geography of Spanish bank branches 

      Alamá Sabater, Luisa; Conesa, David; Forte Deltell, Anabel; Tortosa-Ausina, Emili © 2015 Taylor & Francis (2014-12)
      This article analyzes the determinants of bank branch location in Spain taking the role of geography explicitly into account. After a long period of intense territorial expansion, especially by savings banks, many of these ...