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How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
Carriero, Andrea; Giacomini, Raffaella - HAL - 2011
We develop a general framework for analyzing the usefulness of imposing parameter restrictions on a forecasting model. We propose a measure of the usefulness of the restrictions that depends on the forecaster's loss function and that could be time varying. We show how to conduct inference about...
Persistent link: https://www.econbiz.de/10010820763
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How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
Carriero, Andrea; Giacomini, Raffaella - HAL - 2011
We develop a general framework for analyzing the usefulness of imposing parameter restrictions on a forecasting model. We propose a measure of the usefulness of the restrictions that depends on the forecaster's loss function and that could be time varying. We show how to conduct inference about...
Persistent link: https://www.econbiz.de/10010820791
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On the stability of a triplet of scoring rules
Diss, Mostapha; Merlin, Vincent - HAL - 2010
When choosing a voting rule to make subsequent decisions, the members of a committee may wish this rule to be self-selected when it is the object of a choice among a menu of different possible voting rules. Such concepts have recently been explored in Social Choice theory, and a menu of voting...
Persistent link: https://www.econbiz.de/10008790976
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EVI and its Use. Design of an Economic Vulnerability Index and its Use for International Development Policy
Guillaumont, Patrick - HAL - 2011
As an answer to a need expressed by the UN General Assembly an Economic Vulnerability Index (EVI) has been defined by the Committee for Development Policy. The present paper, which refers to this index, first examines how a structural economic vulnerability index can be designed, in particular...
Persistent link: https://www.econbiz.de/10008805951
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Tobin tax and trading volume tightening: a reassessment
Damette, Olivier; Goutte, Stéphane - HAL - 2014
This article extends the previous literature on the Tobin tax and financial transaction tax. We investigate the linkages between trading volumes and transaction costs using both a linear and a nonlinear methodology. In stark contrast with previous studies, we consider the possibility that our...
Persistent link: https://www.econbiz.de/10010821381
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Market Discipline and Bank Charter Value: The Case of Two Safe Banking Industries
Haq, Mamiza; Tarazi, Amine; Avkiran, Necmi; Fonceca, … - HAL - 2013
This paper analyses the relationship between market discipline and bank charter value using a panel dataset of publicly-listed domestic banks in Australia and Canada over the 1995-2011 periods, with particular focus on the 2007/2008 global financial crisis (GFC). Overall, our results show a...
Persistent link: https://www.econbiz.de/10010899406
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Strategic Interactions in Environmental Regulation Enforcement: Evidence from Chinese Provinces
Renard, Mary-Françoise; Xiong, Hang - HAL - 2012
towards China's decentralization of environment policy implementation as well as its fiscal arrangements. …
Persistent link: https://www.econbiz.de/10009651572
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Determinants of FDI into China and Vietnam: A comparative study
Pham, Thi-Hong-Hanh - HAL - 2012
Since the inception of economic reforms, China in 1978 and Vietnam in 1986, both countries have become successful … between China and Vietnam?" through a comparative study of the FDI determinants. In other words, this paper revisits the … determinants of FDI into China and Vietnam by employing an augmented gravity model and using a panel dataset containing information …
Persistent link: https://www.econbiz.de/10009651580
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The world upside down
Fabre, Guilhem; Grumbach, Stephane - HAL - 2012
R&D and innovation have become much more strategic than ever before for the growth of China as well as for its global … perspective explaining the legacy of the past in today's choices. In the second part, we illustrate China's catching up strategy …
Persistent link: https://www.econbiz.de/10009654257
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Return migrants : The rise of new entrepreneurs in rural China
Démurger, Sylvie; Xu, Hui - HAL - 2011
rural household survey conducted in Wuwei county (Anhui province, China) in 2008. We apply two complementary approaches : a …
Persistent link: https://www.econbiz.de/10009323941