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The Impact of Global Warming on Rural-Urban Migrations : Evidence from Global Big Data

Peri, Giovanni - 2019

This paper examines the impact of temperature changes on rural-urban migration using a 56km×56km grid cell level dataset covering the whole world at 10-year frequency during the period 1970-2000. We find that rising temperatures reduce rural-urban migration in poor countries and increase such...

Persistent link: https://www.econbiz.de/10012479679

Particulate matter 10 (PM10): persistence and trends in eight European capitals

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2020

This paper examines the statistical properties of daily PM10 in eight European capitals (Amsterdam, Berlin, Brussels, Helsinki, London, Luxembourg, Madrid and Paris) over the period 2014-2020 by applying a fractional integration framework; this is more general than the standard approach based on...

Persistent link: https://www.econbiz.de/10012240434

On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries

Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2008

Agreements (FTAs) on trade flows. In this paper we focus on FTAs (also called European agreements) between the European Union (EU … with the EU was signed exceeded trade growth of the control group of countries which did not become members. -- Trade …

Persistent link: https://www.econbiz.de/10003763931

Inflation and inflation uncertainty in the Euro Area

Caporale, Guglielmo Maria; Onorante, Luca; Paesani, Paolo - 2009

This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the euro area, and investigates the linkages between them in a VAR framework, also allowing for the possible impact of the policy regime change associated with the start of EMU in...

Persistent link: https://www.econbiz.de/10003871923

Price formation on the EuroMTS platform

Caporale, Guglielmo Maria; Girardi, Alessandro - 2010

This paper examines the process of price discovery in the MTS system, which builds on the parallel quoting of euro-denominated government securities on a number of (relatively large) domestic markets and on a (relatively small) European marketplace (EuroMTS). Using twenty-seven months of daily...

Persistent link: https://www.econbiz.de/10003937257

EU banks rating assignments : is there heterogeneity between new and old member countries?

Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2010

We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … aim is to assess whether "old" and "new" EU countries are rated differently and to determine whether "new" ones are … intercepts) are a crucial determinant of ratings. Whilst "new" EU countries typically have lower ratings than "old" ones, after …

Persistent link: https://www.econbiz.de/10003974520

Identification of segments of European banks with a latent class frontier model

Barros, Carlos Pestana (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003599497

The euro and inflation uncertainty in the European Monetary Union

Caporale, Guglielmo Maria (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003395399

Liquidity risk, credit risk and the overnight interest rate spread : a stochastic volatility modelling approach

Beirne, John; Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010

In this paper we model the volatility of the spread between the overnight interest rate and the central bank policy rate (the policy spread) for the euro area and the UK during the two main phases of the financial crisis that began in late 2007. During the crisis, the policy spread exhibited...

Persistent link: https://www.econbiz.de/10003983199

Europe agreements and trade balance : evidence from four new EU members

Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2011

This paper analyses the trade balance effects of Europe agreements (EA) between the EU-15 and four new EU members from …

Persistent link: https://www.econbiz.de/10009010184