Review on behavioral economics and behavioral finance

WK Wong - Studies in economics and finance, 2020 - emerald.com
Purpose This paper aims to give a brief review on behavioral economics and behavioral
finance and discusses some of the previous research on agents' utility functions, applicable …

The dynamic effects of non-performing loans on banks' cost of capital and lending supply in the Eurozone

G Chiesa, JM Mansilla-Fernández - Empirica, 2021 - Springer
This paper analyses the transmission channel from non-performing loans to the cost of
capital, credit provision and liquidity creation in the banks of the Eurozone. The empirical …

Private and public debt convergence: a fractional cointegration approach

M Malmierca-Ordoqui, LA Gil-Alana, L Bermejo - Empirica, 2024 - Springer
The devastating effects of the financial and economic recessions within the last two decades
have led researchers to question whether there is a connection between the public and …

Integration or fragmentation? A closer look at euro area financial markets

M Feldkircher, K Klieber - Handbook of Financial Integration, 2024 - elgaronline.com
The creation of the European Monetary Union sparked interest in the effects of the common
currency on euro area financial markets. Without exchange rate risks and based on the law …

Research and development of economic crisis data simulation teaching analysis system based on fractional calculus equation

Y Zhao - Chaos, Solitons & Fractals, 2020 - Elsevier
This paper uses fractional-order calculus equations to analyze corporate investment
behavior in the micro-domain to examine the impact of economic crisis and monetary policy …

Long memory linkages amongst Latin American stock markets. A fractional cointegration approach

JC Vides - Spanish Journal of Finance and Accounting/Revista …, 2022 - Taylor & Francis
This paper examines long-run relationships amongst six Latin American stock markets as
possible evidence for their economic development, by using fractional cointegration which is …

Essays in financial econometrics: long-run, persistence and common trends

JC Vides González - 2020 - dspace.unia.es
Tesis doctoral (Lectura 23/03/2020). Director: Antonio Aníbal Golpe Moya. Tribunal: Emilio
Congregado Ramírez de Aguilera (presidente); Jesús Rodríguez López (secretaria); …