market depth) or increase (due to more speculation) volatility. As the identification of these effects ultimately remains an … empirical question, we use daily data from April 2005 to April 2008 to document volatility behavior in the EU ETS. By … instrumenting various GARCH models, endogenous break tests, and rolling window estimations, our results overall suggest that the …

We decompose volatility of a stock market index both in time and scale using wavelet filters and design a probabilistic … stock market and for the detection of financial crises. …

This article unearths the determinants of the volatility of aggregate and firm-level production proxied by output and … volatility. Similarly to their conclusions, I establish that firm volatility is not driven by a compositional bias in my sample …-level and aggregate level volatility due in part to the 2007 financial crisis. …

, separating episodes of crises from those of growth. Performance is measured by the output response following recessions, rather … developing countries in the aftermath of banking and financial crises, often following significant liberalizations. In contrast …

mutations du capitalisme d'un ordre productif à l'autre en relations aux rythmes longs Kondratiev et aux grandes crises (fin du … d'un mode de régulation adapté à son caractère global. Les crises qui devraient s'ensuivre seront porteuses d …

la même. Il s'agit pour lui d'élaborer une théorie des crises commerciales tout en écartant les idées qu …'avaient soutenues Malthus et Sismondi. L'origine des crises ne doit pas être cherchée dans une accumulation trop rapide du capital mais …