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Reducing start-up costs for new firms : the double dividend on the labor market

Dulleck, Uwe; Frijters, Paul; Winter-Ebmer, Rudolf - 2003

insurance against unemployment caused by labor market frictions and hence increases the incentives for education. We show within … a matching model that reducing the start-up costs for new firms results in higher take-up rates of education. It also …

Persistent link: https://www.econbiz.de/10009749613

Asset return dynamics under bad environment good environment fundamentals

Bekaert, Geert; Engstrom, Eric - 2009

Persistent link: https://www.econbiz.de/10003872301

A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries

McAleer, Michael (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003460319

Asymmetry and long memory in volatility modelling

Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - 2010 - Rev.

Persistent link: https://www.econbiz.de/10008695596

Alternative asymmetric stochastic volatility models

Asai, Manabu; McAleer, Michael - 2010

The stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is a...