نتایج جستجو برای: jarque
تعداد نتایج: 84 فیلتر نتایج به سال:
The Central Bank of Kenya advised commercial banks to take precautions for the growth banking industry. In Imperial and Chase were placed under liquidation due liquidity problems. CBK established performance Banks whereby 8 obtained a negative ROA as result poor investments. main objective this research was establish moderating effect size on relationship between financial distress factors Comm...
The study investigated the effect of fiscal policy on poverty in Nigeria. covered 35-year period, spanning from 1986 to 2020 being a liberalized era Nigerian economy. Fiscal explanatory variables, was disaggregated into federal government retained revenue (FRR), capital expenditure (GCE), recurrent (GRE),non-oil (NOR), and public debt (PD). Poverty index as dependent variable, unit measure for ...
I study a problem of repeated moral hazard in which the effect of effort is persistent over time: each period’s outcome distribution is a function of a geometrically distributed lag of past efforts. I show that when the utility of the agent is linear in effort, a simple rearrangement of terms in his lifetime utility translates this problem into a related standard repeated moral hazard. The solu...
Several Kenyan mutual funds' financial performance has recently been on the downturn. Overall, variations in critical criteria reveal variable economic over time among Kenya's funds. It was crucial to assess whether portfolio pattern may be attributed behavioral investing traps. The objective of this study determine how disposition effect affected performance, and closely fund size relationship...
Vast amount of literature has well-established FDI as an important determinant technology acquisition and modernization, economic development, capital accumulation, employment. Economists are too engrossed in how positively affects the growth both home host countries; only a few have been associated with investigating actually improved living standards people. This paper examined impact FDI, In...
1. Methods and application Several studies in empirical finance literature have highlighted the importance of allowing for skewness, tail-fatness, non normality of returns for asset allocation and pricing models. Moreover, the dependence between returns, that can impact portfolio decisions, often exhibits nonlinear structures and asymmetric extremal behavior that the usual correlation coefficie...
Introduction: Sex hormones’ fluctuations during the menstrual cycle, influence asthma and lung function. Information on the changes in exercise-induced sex hormones in mid luteal phase associated with lung function changes is not available. The aim of this study was to investigate the effect of the regular aerobic exercise on the lung function indices and serum levels of sex hormones in t...
تحقیق حاضر به مقایسه دو مدل Reward Beta و مدل سه عامله CAPM جهت پیش بینی بازده مورد انتظار در بورس اوراق بهادار تهران پرداخته است. آزمون مدلها در دو مرحله انجام گرفت: 1- تعیین پارامتر های مدلها به صورت آینده نگر(1/1/1379- 29/12/1382) بر اساس رگرسیون سری زمانی و 2- استفاده از پارامترهای تعیین شده در مرحله قبل بهعنوان متغییر های توضیحی در رگرسیون مقطعی به صورت گذشته نگر(1/1/1383-29/12/1386). ...
This paper examines the fit of three different statistical distributions to the returns of the S&P 500 Index from 1950-2005. The normal distribution is a poor fit to the daily percentage returns of the S&P 500. The lognormal distribution is a poor fit to single period continuously compounded returns for the S&P 500, which means that future prices are not lognormally distributed. However, sums o...
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