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Outputs (25)

Asymmetric Dependence in International Currency Markets (2012)
Journal Article
Paltalidis, N., & Patsika, V. (2012). Asymmetric Dependence in International Currency Markets. European Journal of Finance, 26(10), 994-1017. https://doi.org/10.1080/1351847x.2019.1650089

We find new channels for the transmission of shocks in international currencies, by developing a model in which shock propagations evolve from domestic stock markets, liquidity, credit risk and growth channels. We employ symmetric and asymmetric copu... Read More about Asymmetric Dependence in International Currency Markets.

Logit regression based bankruptcy prediction of Korean firms. (2012)
Journal Article
Han, C., Kang, H., Kim, K., & Yi, J. (2012). Logit regression based bankruptcy prediction of Korean firms. Asia-Pacific Journal of Risk and Insurance, 7(1), https://doi.org/10.1515/2153-3792.1159

In this article, we develop a bankruptcy prediction model for Korean firms that utilize logit regression. We find that not only financial accounting ratios but equity market inputs and macro-economic variables are also important predictors of bankrup... Read More about Logit regression based bankruptcy prediction of Korean firms..

Why Don't You Two Get a Room? A Puzzle and Pricing Model of Extra Services in Hotels (2012)
Journal Article
Damianov, D., & Sanders, S. (2012). Why Don't You Two Get a Room? A Puzzle and Pricing Model of Extra Services in Hotels. Journal of Industrial Organization Education, 6(1), Article 1035. https://doi.org/10.1515/1935-5041.1035

This case study focuses on the following “rational riddle” raised in a recent popular economics book: Hotels in Britain usually charge per guest while hotels in the US typically charge per room. What is the reason for this difference? We propose a pr... Read More about Why Don't You Two Get a Room? A Puzzle and Pricing Model of Extra Services in Hotels.