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Deep integration, global firms, and technology spillovers / / Naoto Jinji, Xingyuan Zhang, Shōji Haruna
| Deep integration, global firms, and technology spillovers / / Naoto Jinji, Xingyuan Zhang, Shōji Haruna |
| Autore | Jinji Naoto |
| Pubbl/distr/stampa | Singapore, : Springer Singapore Pte. Limited, 2021 |
| Descrizione fisica | 1 online resource (xviii, 178 pages) : illustrations (some color) |
| Disciplina | 337.52 |
| Altri autori (Persone) |
ZhangXueying <1956-.>
HarunaShōji <1950-.> |
| Collana | Advances in Japanese business and economics |
| Soggetto topico |
International economic integration
Technology transfer - Economic aspects |
| Soggetto non controllato |
deep integration
regional trade agreement technology spillovers global firms Tobin’s q foreign direct investment globalization strategy offshore outsourcing firm heterogeneity Open Access |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface About the Authors Chapter 1 Introduction and Overview Chapter 2 The Trend of Deep Regional Integration Chapter 3 Which Aspect of Firm Performance is Important for the Choice of Globalization Mode?.-Chapter 4 Does Tobin's q Matter for a Firm's Choice of Globalization Mode? Chapter 5 Trade Patterns and International Technology Spillovers: Theory and Evidence from Japanese and European Patent Citations Chapter 6 Vertical versus Horizontal Foreign Direct Investment and Technology Spillovers Chapter 7 Do Deep Regional Trade Agreements Enhance International Technology Spillovers? Depth, Breadth, and Heterogeneity Chapter 8 Conclusion and Policy Implications References |
| Record Nr. | UNINA-9910508504103321 |
Jinji Naoto
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| Singapore, : Springer Singapore Pte. Limited, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Quantitative Methods for Economics and Finance
| Quantitative Methods for Economics and Finance |
| Autore | Trinidad-Segovia J.E |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (418 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
academic cheating
tax evasion informality pairs trading hurst exponent financial markets long memory co-movement cointegration risk delay decision-making process probability discount detection mean square error multicollinearity raise regression variance inflation factor derivation intertemporal choice decreasing impatience elasticity GARCH EGARCH VaR historical simulation approach peaks-over-threshold EVT student t-copula generalized Pareto distribution centered model noncentered model intercept essential multicollinearity nonessential multicollinearity commodity prices futures prices number of factors eigenvalues volatility cluster Hurst exponent FD4 approach volatility series probability of volatility cluster S& P500 Bitcoin Ethereum Ripple bitcoin deep learning deep recurrent convolutional neural networks forecasting asset pricing financial distress prediction unconstrained distributed lag model multiple periods Chinese listed companies cash flow management corporate prudential risk the financial accelerator financial distress induced risk aversion liquidity constraints liquidity risk macroeconomic propagation multiperiod financial management non-linear macroeconomic modelling Tobin’s q precautionary savings pharmaceutical industry scale economies profitability biotechnological firms non-parametric efficiency productivity DEA dispersion trading option arbitrage volatility trading correlation risk premium econometrics computational finance ensemble empirical mode decomposition (EEMD) autoregressive integrated moving average (ARIMA) support vector regression (SVR) genetic algorithm (GA) energy consumption cryptocurrency gold P 500 DCC copula copulas Markov Chain Monte Carlo simulation local optima vs. local minima SRA approach foreign direct investment bilateral investment treaties regional trade agreements structural gravity model policy uncertainty stock prices dynamically simulated autoregressive distributed lag (DYS-ARDL) threshold regression United States |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557564003321 |
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Trinidad-Segovia J.E
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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