Titlebook: Quantitative Wirtschafts- und Unternehmensforschung; Ergebnisband des St. Rudolf Henn,Bernd Schips,Paul St?hly Conference proceedings 1980

輕推

Marek Gruszczynskintribution to the development of the national economy. The aim of this paper is to investigate the influence of the firm-specific factors and external factors on profitability of insurance companies in the Republic of Serbia. In order to achieve this objective, multiple regression analysis is applie

receptors

Abbreviate

煩躁的女人

微生物

Peter Kischka the term . has been developing more and more in the economic sciences, lately being associated with .. More and more authors among non-economists believe that attitude and opportunity are the main motivations for committing economic crimes..In this context, this chapter is focused on behaviour fact

無(wú)能性

Christian Marfelscurity on three types of cryptocurrencies (Bitcoin, Ethereum and Litecoin). Our methodology is based on time series regressions using cyber-attack data; for the analysis, we consider realised returns, realised volatilities, trading volumes and risk-adjusted returns. Stronger cyber security is found

郊外

Kurt Schiltknechtto protect the forests represent a serious alarm for the general population regarding the extent to which corruption can go. As one of the three pillars of economic and financial crimes, corruption represents the core of illegal logging, which brings ultra-high incomes to those involved. Interested

一致性

Heinz K?nigvariables (Aghajanian and Mehryar 2005; Mirzaei 2005; Abbasi-Shavazi et al. 2009). In any case, the fertility transition in Iran gained full force in the 1990s and ran its course through the 2000s, whereby total fertility rate of 6.53 births per woman, registered for the 1980–1985 period, dramatical

BROOK

Camouflage

Günter Bambergwith framing and implementing policies. It is equally important to master’s and Ph.D. students of geography, resource management, development, and environmental studies who are involved in research and development..978-3-030-36604-9978-3-030-36602-5Series ISSN 1863-5520 Series E-ISSN 1863-5539