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Indicators of tariff and non-tariff trade barriers : [update 1997]

Organisation for Economic Co-Operation and Development - 1997

Persistent link: https://www.econbiz.de/10000642070

Do safeguard tariffs and antidumping duties open or close technology gaps?

Crowley, Meredith A. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001717051

Indicators of tariff and non-tariff trade barriers

1997 - Update

Persistent link: https://www.econbiz.de/10000972239

Unclogging the arteries : the impact of transport costs on Latin American and Caribbean trade ; special report on integation and trade

Moreira, Mauricio Mesquita; Volpe, Christian; Blyde, Juan S. - 2008

Persistent link: https://www.econbiz.de/10003814378

Testing asset pricing models with Euler equations: it's worse than you think

Neely, Christopher J. - Federal Reserve Bank of St. Louis - 1995

This paper reexamines the small sample properties of Hansen's (1982) Generalized Method of Moments (GMM) and Hansen and Jagannathan's (1989) estimation-free tests on simulated data from a more plausible consumption based asset pricing model. Previous studies are incomplete and misleading. A...

Persistent link: https://www.econbiz.de/10005360557

The cyclical relationship between output and prices: an analysis in the frequency domain

Pakko, Michael R. - Federal Reserve Bank of St. Louis - 1997

Recent research showing negative correlations between detrended output and prices during the postwar period has brought … into question the conventional wisdom that prices are procyclical. However, this finding has been shown to be sensitive to … the sample period considered. This paper examines the relationship between output and prices in the frequency domain …

Persistent link: https://www.econbiz.de/10005360577

Modelling the MIB30 implied volatility surface. Does market efficiency matter?

Cassesse, Gianluca; Guidolin, Massimo - Federal Reserve Bank of St. Louis - 2005

prices. Applications to value-at-risk and portfolio choice calculations illustrate the importance of using arbitrage …

Persistent link: https://www.econbiz.de/10005360595

Aggregate price shocks and financial instability: a historical analysis

Bordo, Michael D.; Dueker, Michael J.; Wheelock, David C. - Federal Reserve Bank of St. Louis - 2001

This paper presents empirical evidence on the hypothesis that aggregate price disturbances cause or worsen financial distress. We construct two annual indexes of financial conditions for the United States covering 1790-1997, and estimate the effect of aggregate price shocks on each index using a...

Persistent link: https://www.econbiz.de/10005360618

Population growth and asset prices

Yoo, Peter S. - Federal Reserve Bank of St. Louis - 1997

This paper explores the theoretical relationship between the population growth rate and asset prices implied by an … overlapping-generations model. The model shows that changes in a population's age distribution affect asset prices but such … changes generate low frequency movements in asset prices. The model also shows that the treatment of expectations matter; a …

Persistent link: https://www.econbiz.de/10005360624

Predictable dynamics in the S&P 500 index options implied volatility surface

Goncalves, Silvia; Guidolin, Massimo - Federal Reserve Bank of St. Louis - 2005

One key stylized fact in the empirical option pricing literature is the existence of an implied volatility surface (IVS). The usual approach consists of fitting a linear model linking the implied volatility to the time to maturity and the moneyness, for each cross section of options data....

Persistent link: https://www.econbiz.de/10005360646