Similar Search Results

Hedging Inflation Risk in a Developing Economy

Signori, Ombretta; Brière, Marie - Université Paris-Dauphine (Paris IX) - 2013

Inflation shocks are one of the pitfalls of developing economies and are usually difficult to hedge. This paper examines the optimal strategic asset allocation for a Brazilian investor seeking to hedge inflation risk at different horizons, ranging from one to 30 years. Using a...

Persistent link: https://www.econbiz.de/10010708884

Inflation-Hedging Portfolios : Economic Regimes Matter

Signori, Ombretta; Brière, Marie - Université Paris-Dauphine (Paris IX) - 2012

The exceptional rise in government deficits following the subprime crisis, the recent commodity price spikes and the increase in inflation volatility have revived the debate on medium to long-term resurgence of inflation. Using a vector-autoregressive model, this paper investigates the...

Persistent link: https://www.econbiz.de/10011072550

Inflation-hedging Portfolios in Different Regimes

Brière, Marie; Signori, Ombretta - Université Paris-Dauphine (Paris IX) - 2011

The unconventional monetary policies implemented in the wake of the subprime crisis and the recent increase in inflation volatility have revived the debate on medium to long-term resurgence of inflation. This paper presents the optimal strategic asset allocation for investors seeking to hedge...

Persistent link: https://www.econbiz.de/10011074429

Status and incentives

Renault, Régis; Auriol, Emmanuelle - Université Paris-Dauphine (Paris IX) - 2008

The paper introduces status as re ecting an agent's claim to recognition in her work. It is a scarce resource: increasing an agent's status requires that another agent's status is decreased. Higher status agents are more willing to exert e ort in exchange for money; better-paid agents would...

Persistent link: https://www.econbiz.de/10010734929

Reducing Inequality of Opportunities in the West African Urban Labour Markets: What Kind of Policy Matters?

Pasquier-Doumer, Laure - Université Paris-Dauphine (Paris IX) - 2009

Persistent link: https://www.econbiz.de/10010708447

Poverty alleviation policy targeting: a review of experiences in developing countries

Lavallée, Emmanuelle; Olivier, Anne; Pasquier-Doumer, Laure - Université Paris-Dauphine (Paris IX) - 2010

Persistent link: https://www.econbiz.de/10010707881

Is the French health insurance an efficient instrument for intragenerational income redistribution ?

Jusot, Florence - Université Paris-Dauphine (Paris IX) - 2004

Persistent link: https://www.econbiz.de/10010708770

Preferences for redistribution : normative rationality and self-interest

Le Clainche, Christine; Wittwer, Jérôme - Université Paris-Dauphine (Paris IX) - 2009

This article studies the formation of preferences regarding redistribution. Its aim is to demonstrate how preferences … for redistribution are influenced by individual beliefs on the origins of social inequality and public values. The first … section shows, through a microeconomic model, how preferences on redistribution can be understood as the outcome of “normative …

Persistent link: https://www.econbiz.de/10010717668

La redistribution est-elle encore un objectif des politiques budgétaire et sociale ?

Sterdyniak, Henri - Université Paris-Dauphine (Paris IX) - 2006

1993 à 2005. Sa première partie définit la redistribution fiscalo-sociale et discute ses fondements et les obstacles qu …’elle rencontre. La deuxième présente quelques indicateurs du poids de la redistribution. La troisième analyse les réformes survenues … importance relative diminuer. Le souci de la redistribution fait place à celui d’inciter les riches à rester en France ; celui de …

Persistent link: https://www.econbiz.de/10011072685

A system of inequalities arising in mathematical economics and connected with the Monge-Kantorovich problem

Shananin, A.A.; Levin, V.L.; Ekeland, Ivar; Carlier, … - Université Paris-Dauphine (Paris IX) - 2002

least four diﬀerent economic issues: redistribution, spatial economics, theory of incentives and utility theory. The main …

Persistent link: https://www.econbiz.de/10011073621