Browsing ECO_Articles by Keyword "C11"
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Non-homogeneous volatility correlations in the bivariate multifractal model
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 ... -
The geography of Spanish bank branches
© 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 ...