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Financial distress and happiness of employees in times of economic crisis
Arampatzi, Efstratia; Burger, Martijn J.; Veenhoven, Ruut - 2014
Using data for 28 European countries for the 2008-2012 period, we examine whether employed individuals are affected by the economic crisis. We provide robust evidence that unfavourable macroeconomic conditions are negatively associated with the life satisfaction of employees. In addition, we...
Persistent link: https://www.econbiz.de/10010373769
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A macro-financial perspective to analyse maturity mismatch and default
Wang, Xuan - 2020
The Basel Committee proposed the Net Stable Funding Ratio (NSFR) to curb excessive maturity mismatch of the banking sector. However, it remains to be ascertained as to what are the financial and real effects of the NSFR on banks' credit quality, investment, and the pass-through of monetary...
Persistent link: https://www.econbiz.de/10012427585
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Pro-cyclicality, empirical credit cycles, and capital buffer formation
Koopman, Siem Jan; Lucas, André; Klaassen, Pieter - 2002
Persistent link: https://www.econbiz.de/10001718549
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The health returns to education - what can we learn from Twins?
Lundborg, Petter - 2008
Persistent link: https://www.econbiz.de/10003705990
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Socioeconomic differences in health over the life cycle in an egalitarian country
Kippersluis, Hans van; O'Donnell, Owen; Van Doorslaer, Eddy - 2009
Persistent link: https://www.econbiz.de/10003813768
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Socioeconomic differences in health over the life cycle in an egalitarian country
Van Kippersluis, Hans; O'Donnell, Owen; Van Doorslaer, Eddy - 2009
A strong relationship between health and socioeconomic status is firmly established. Yet, partly due to the … allows investigation of whether the socioeconomically disadvantaged, on top of a lower health level, experience a sharper … deterioration of their health over the life cycle. We show that in the Netherlands, as in the US, the socioeconomic gradient in …
Persistent link: https://www.econbiz.de/10011377547
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Model-based business cycle and financial cycle decomposition for Europe and the U.S.
Koopman, Siem Jan; Lit, Rutger; Lucas, André - 2016
We develop a multivariate unobserved components model to extract business cycle and financial cycle indicators from a panel of economic and financial time series of four large developed economies. Our model is flexible and allows for the inclusion of cycle components in different selections of...
Persistent link: https://www.econbiz.de/10011520505
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Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd; Lucas, André; Koopman, Siem Jan - 2010
Persistent link: https://www.econbiz.de/10008771823
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Crowded trades, market clustering, and price instability
Kralingen, Marc van; Garlaschelli, Diego; Scholtus, Karolina - 2020
Crowded trades by similarly trading peers influence the dynamics of asset prices, possibly creating systemic risk. We propose a market clustering measure using granular trading data. For each stock the clustering measure captures the degree of trading overlap among any two investors in that...
Persistent link: https://www.econbiz.de/10012161041
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An epidemiological model of crisis spread across sectors in the United States
Janssens, Eva; Lumsdaine, Robin L.; Vermeulen, … - 2018
This paper develops a discrete-time epidemiological model for the spread of crises across sectors in the United States for the period 1952-2015. It is the first to use an epidemiological approach with macroeconomic (Flow of Funds) data. An extension of the usual one-period Markov model to a...
Persistent link: https://www.econbiz.de/10011794328