Visualitza ECO_Articles per paraule clau "quantile regression"
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Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour
Elsevier (2022-07-21)This study explores whether and to what extent cryptocurrency ecosystem network connectivity predicts Bitcoin returns across quantiles of the return distribution. The facets of cryptocurrency ecosystem network connectivity ... -
Do political connections matter for bank efficiency in times of crisis?
John Wiley and Sons Ltd (2024-01-23)Do political connections affect bank efficiency during crises? This study addresses this question by adopting a two-stage approach that performs a quantile regression analysis on a unique dataset of listed banks in a region ... -
Firm Heterogeneity and Export Activity of European Firms: A Quantile Analysis
Sociedad de Economía Mundial (2018)This paper examines the extent to which firms’ characteristics are related to export activity behaviour. Using a dataset comprised of harmonized and detailed firm-level data from six European countries ... -
Has the relationship between the real exchange rate and its fundamentals changed over time?
Taylor and Francis (2022-07-11)In this paper we contribute to the literature on determining the real exchange rate by using models that incorporate structural breaks and nonlinearities. We estimate cointegrated dynamic ordinary least squares regressions ... -
Is full banking integration desirable?
Elsevier (2017-08)We analyze the links between banking integration and economic development for a sample of OECD countries. We measure banking integration considering indicators that merge not only openness but also connectedness with ... -
Panel cointegration, quantile regressions, asymmetric adjustments and crises: The case of EU current accounts
Elsevier (2021-10-07)This paper investigates the relationships between the current account and several fundamentals, including the real exchange rate, government consumption, investment, openness, terms of trade and real income in the EU28 ... -
The cluster is not flat. Uneven impacts of brokerage roles on the innovative performance of firms
Elsevier (2018)This paper investigates whether and to what extent individual firms improve their innovation from behaving as brokers connecting other actors in the Spanish ceramic tile cluster. The effects of the brokerage roles are ...