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The Golden Growth Law in Economic Process

dai, feng - EconWPA - 2005

Based on the partial distribution1 and the developower (development power) 2, this paper puts forward the golden growth law in economic process for the first time. The law describes the optimal relation between the economic investment and the economic growth, and could be taken as a basis to...

Persistent link: https://www.econbiz.de/10005062421

Birth Spacing and Child Survival: Comparative Evidence from India and Pakistan

Maitra, Pushkar; Pal, Sarmistha - EconWPA - 2004

This paper examines the two-way relationship between birth interval and child survival and compares the behaviour of households in the Indian and Pakistani provinces of Punjab. Birth interval and child survival are modelled here as correlated hazard processes, allowing for mother- specific...

Persistent link: https://www.econbiz.de/10005076550

Economically Active Children and Home-care Children: How Much They Differ

Khan, Rana Ejaz Ali; Ali, Karamat - EconWPA - 2005

for both groups of children in Pakistan, our study compares the determinants of the two groups to check whether they have …

Persistent link: https://www.econbiz.de/10005125745

Monitoring Banking Sector Fragility

Kibritcioglu, Aykut - EconWPA - 2002

In the financial crisis literature, it is usually argued that, contrary to the case of currency crises, building a time series index to identify banking crisis episodes is highly difficult, particularly because of the lack of reliable data on banking sector variables (non-performing loans,...

Persistent link: https://www.econbiz.de/10005126447

A PUSH TO GEORGE ( IN ) BUSH

DR.VSR.SUBRAMANIAM - EconWPA - 2005

An imperative need has arisen to provide a Constructive push to the President Bush. American population, Corporate units, Expatriates and all nations with their currency related to US $, are not happy in the current $ dipping situation. Even the currencies of poor nations are galloping upward in...

Persistent link: https://www.econbiz.de/10005556940

Introducing a scale of market shocks

Zumbach, Gilles O.; Dacorogna, Michel M.; Olsen, Jorgen L. - EconWPA - 2004

importance of the market movements. These indices are based on the price volatility and are computed by integrating mapped asset …

Persistent link: https://www.econbiz.de/10005076995

Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach

SULEIMANN, Ryan - EconWPA - 2003

ﬁnancial instruments in the portfolio and on the volatility of those returns.This task is relatively simple if the correlations … and volatilities do not change over time.But in reality both volatility and stock market indexes’ correlations do change …

Persistent link: https://www.econbiz.de/10005124892

A Self-Consistent Model for the Forward Price Dynamics

Makhankov, Vlad - EconWPA - 2003

applications in power industries. This model with stochastic volatility of the forward price is built using the ideas and equations … of stochastic differential geometry in order to close the system of equations for the forward price and its volatility …. Stationary distributions for the forward price volatility are found analytically as well as the forward price curves in the one …

Persistent link: https://www.econbiz.de/10005124894

Financial contagion, interest rates and the role of the exchange rate as shock absorber in Central and Eastern Europe

Habib, Maurizio Michael - EconWPA - 2002

affected by ‘vo- latility contagion’ coming from emerging markets. I find also some partial support for the ‘volatility …

Persistent link: https://www.econbiz.de/10005125528

Volatility, Heterogeneous Agents and Chaos

Gomes, Orlando - EconWPA - 2004

exemplifies how heterogeneity concerning the volatility of two stochastic processes may lead to chaotic motion; the second is a …

Persistent link: https://www.econbiz.de/10005125624