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Constant, Amelie - 2014

Immigrants do not fare as well as natives in economic terms; even after including many controls, an unexplained part remains. The ethnic identity entered the field of labor and migration economics in an effort to better explain the economic outcomes of immigrants, their behavior and their often...

Persistent link: https://www.econbiz.de/10010418958

Makroökonomische Bedeutung von Vermögenspreisblasen : eine Event-Studie für G4-Länder

Hülsewig, Oliver; Wollmershäuser, Timo - In: Ifo-Schnelldienst 59 (2006) 19, pp. 13-33

Der Beitrag beleuchtet im Rahmen einer Event-Studie für Deutschland, Großbritannien, Japan und die Vereinigten Staaten …

Persistent link: https://www.econbiz.de/10003381005

What do we know about recent exchange rate models? : in-sample fit and out-of-sample performance evaluated

Cheung, Yin-Wong; Chinn, Menzie David; Pascual, Antonio … - 2003

Previous assessments of nominal exchange rate determination have focused upon a narrow set of models typically of the 1970 s vintage, including monetary and portfolio balance models. In this paper we re-assess the in-sample fit and out-of-sample prediction of a wider set of models that have been...

Persistent link: https://www.econbiz.de/10011507659

Ageing and the tax implied in public pension schemes : simulations for selected OECD countries

Fenge, Robert; Werding, Martin - 2003

, this will be illustrated for the cases of France, Germany, Italy, Japan, Sweden, the UK, and the US. The results are based …

Persistent link: https://www.econbiz.de/10011514127

The structure of income in elderly households and relative poverty rates in Japan from the viewpoint of international comparisons

Murozumi, Masako (contributor); Shikata, Masato (contributor) - 2008

We examine the poverty rates and the income configurations among Japan and the LIS countries. The LIS countries are … Germany, Italy, the UK, Denmark, the US, and Taiwan. We divide household including elderly into five types: living alone … decreasing recently in Japan. In Japan and Taiwan even in households cohabiting with children, the poverty rates and income …

Persistent link: https://www.econbiz.de/10003749008

Is foreign exchange delta hedging risk priced?

Guo, Hui (contributor); Neely, Christopher J. (contributor) - 2004 - [Elektronische Ressource]

"If there is no priced risk--including volatility risk--associated with hedging an option, then expected delta hedging errors should be zero. This paper finds that delta hedging errors of a synthetic at-the-money call option on foreign exchange futures are significantly positive and cannot be...