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Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
Lleo, Sebastien; Ziemba, Bill - London School of Economics (LSE) - 2014
market from 1962-2012. While both models add value, the BSEYD model predicts crashes better. …
Persistent link: https://www.econbiz.de/10011170088
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A proposal for an open-source financial risk model
Ho Hwang, Jong - London School of Economics (LSE) - 2013
place. The proposed open-source financial risk model separates the dual function that internal risk models perform within …
Persistent link: https://www.econbiz.de/10011163501
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Did the national minimum wage affect UK prices?
Wadsworth, Jonathan - London School of Economics (LSE) - 2009
wage workers could have passed on any higher labour costs resulting from the minimum wage in the form of higher prices …. This study looks at the effects of the minimum wage on the prices of UK goods and services by comparing prices of goods … produced by industries in which UK minimum wage workers make up a substantial share of total costs with prices of goods and …
Persistent link: https://www.econbiz.de/10010884638
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WAGES AND HOUSE PRICES: CROSS-SECTION EVIDENCE
BLANCHFLOWER, D.; OSWALD, A. - London School of Economics (LSE) - 1989
Persistent link: https://www.econbiz.de/10005776300
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Designing carbon markets, part I: carbon markets in time
Fankhauser, Samuel; Hepburn, Cameron - London School of Economics (LSE) - 2010
This paper analyses the design of carbon markets in time (i.e., intertemporally). It is part of a twin set of papers that ask, starting from first principles, what an optimal global carbon market would look like by around 2030. Our focus is on firm-level cap-and-trade systems, although much of...
Persistent link: https://www.econbiz.de/10011126649
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Hayek on the wisdom of prices: a reassessment
Bronk, Richard - London School of Economics (LSE) - 2013
models. The recent financial crisis, however, shows that market prices can give very misleading signals for long periods, and … asymmetries and market power in distorting the wisdom of prices. …
Persistent link: https://www.econbiz.de/10011071336
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DEMAND AND EMPLOYMENT.
NICKELL, S.; KONG, P. - London School of Economics (LSE) - 1989
Persistent link: https://www.econbiz.de/10005661287
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INSIDER FORCES AND WAGE DETERMINATION
NICKELL, S.; WADHWANI, S. - London School of Economics (LSE) - 1989
Persistent link: https://www.econbiz.de/10005661292
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Monetary policy under alternative asset market structures: the case of a small open economy
De Paoli, Bianca - London School of Economics (LSE) - 2009
Can the structure of asset markets change the way monetary policy should be conducted? Following a linear-quadratic approach, the present paper addresses this question in a New Keynesian small open economy framework. Our results reveal that the configuration of asset markets significantly...
Persistent link: https://www.econbiz.de/10010884723
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Human capital and international portfolio choice
Julliard, Christian - London School of Economics (LSE) - 2004
This paper shows that in a non-representative agent model in which households face short selling constraints and labor income risk, in the form of both uninsurable shocks and a common aggregate component, small differences in the correlation between aggregate labor income shocks and domestic and...
Persistent link: https://www.econbiz.de/10010928808