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GENDER DIFFERENCES IN EXIT RATES FROM UNEMPLOYMENT IN POLAND

100%
Landmesser J.
Metody Ilościowe w Badaniach Ekonomicznych
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2014
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vol. 15
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issue 1
66-75
EN
The behaviour of women and men in the labour market is diverse. Traditionally, men have closer attachment to the labour market. Women, however, have more family responsibilities. In the paper, we analyse the exit rates from unemployment for each sex separately, and find out that the effects of the explanatory variables in estimated duration models depend upon gender. We begin our study with a single risk hazard model. These estimations are extended to a competing risks model with two destinations: employment and non-participation.
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Price duration versus trading volume in high-frequency data for selected DAX companies

100%
Gurgul H., Robert S., Mitterer C.
Managerial Economics
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2016
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vol. 17
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issue 2
241-260
EN
The main goal of this paper is to gain insights into the dependence structure between the duration and trading volume of selected stocks listed on the Frankfurt Stock Exchange. We demonstrate the usefulness of the copula function to describe the dependence of specific unevenly spaced time series. The properties of the time series of price durations and trading volumes under study are in line with common observations from other empirical studies. We observe clustering, overdispersion, and diurnality. For most of the stocks, the seminal model (linear parametrization with exponential or Weibull distribution) can be replaced by a logarithmic specification with more-flexible conditional distributions. The price duration and trading volume associated with this duration exhibit dependence in the tails of distribution. We may conclude that high cumulative trading volumes are associated with long duration. However, changes of price over short times are related to low cumulative volume.
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