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Firm heterogeneity and credit risk diversification

Hanson, Samuel G. (contributor); … - 2005

the U.S. and Japan across seven sectors. Ignoring parameter heterogeneity results in far riskier credit portfolios. …

Persistent link: https://www.econbiz.de/10003120648

Flexible workplace practices and labor productivity

Bauer, Thomas K. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001744080

Substitution between individual and cultural capital : pre-migration labor supply, culture and US labor market outcomes among immigrant woman

Blau, Francine D.; Kahn, Lawrence M. - 2011

In this paper we use New Immigrant Survey data to investigate the impact of immigrant women's own labor supply prior to migrating and female labor supply in their source country to provide evidence on the role of human capital and culture in affecting their labor supply and wages in the United...

Persistent link: https://www.econbiz.de/10009311482

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...

Persistent link: https://www.econbiz.de/10002421353

Is the currency risk priced in equity markets?

Giurda, Francesco (contributor); Tzavalis, Elias (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002024385

International evidence on the sources of macroeconomic fluctuations

Bergman, Michael U. - In: European economic review : EER 40 (1996) 6, pp. 1237-1258

Persistent link: https://www.econbiz.de/10001202719

Is there trend reversion in purchasing power parity?

Ardeni, Pier Giorgio - In: European economic review : EER 35 (1991) 5, pp. 1035-1055

Persistent link: https://www.econbiz.de/10001108184

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