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Time-varying spot and futures oil price dynamics
Caporale, Guglielmo Maria; Ciferri, Davide; Girardi, … - 2010
contracts. The implications of these results for hedging and forecasting crude oil spot prices are also discussed …
Persistent link: https://www.econbiz.de/10003965099
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Gold and silver as safe havens : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2022
This paper investigates whether gold and silver can be considered safe havens by examining their long-run linkages with 22 stock price indices. More specifically, the stochastic properties of the differential between gold/silver prices and 22 stock indices are analysed applying fractional...
Persistent link: https://www.econbiz.de/10013445596
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The usual suspects : does risk tolerance, altruism, and health predict the response to COVID-19?
Sheth, Ketki; Wright, Greg C. - 2020
find a quarter of students violated the order. Yet, neither risk preference, altruism, nor preexisting health conditions …
Persistent link: https://www.econbiz.de/10012213128
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Atlantic versus Pacific agreement in agri-food sectors : does the winner take it all?
Disdier, Anne-Célia; Emlinger, Charlotte; Fouré, Jean - 2015 - This version: July 27, 2015
standards within the Pacific agreement but not by its extension to additional members. …
Persistent link: https://www.econbiz.de/10011301002
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How does the market use citation data? The Hirsch Index in Economics
Ellison, Glenn - 2010
data ; economics profession …
Persistent link: https://www.econbiz.de/10008697049
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Social interaction and sickness absence
Lindbeck, Assar (contributor); Palme, Mårten (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003635259
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Consumption risk sharing over the business cycle : the role of small firms' access to credit markets
Hoffmann, Mathias; Stewen, Iryna - 2009
Consumption risk sharing among U.S. federal states increases in booms and decreases in recessions. We find that small … aggregate risk sharing are more pronounced in states in which small firms account for a large share income or employment. In … to have loosened the dependence of aggregate risk sharing on the business cycle. Not only do our result support that …
Persistent link: https://www.econbiz.de/10003807913
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Labor market regulation and the legal system
Hefeker, Carsten (contributor); Neugart, Michael (contributor) - 2007
Persistent link: https://www.econbiz.de/10003499537
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Inflation expectations and inflation uncertainty in the eurozone : evidence from survey data
Arnold, Ivo J. M. (contributor); Lemmen, Jan (contributor) - 2006
This paper uses the European Commission's Consumer Survey to assess whether inflation expectations have converged and whether inflation uncertainty has diminished following the introduction of the Euro in Europe. Consumers' responses to the survey suggest that inflation expectations depend more...
Persistent link: https://www.econbiz.de/10003301079
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - 2010
making and risk management. Over the past three decades there has been a trend towards increased asset return correlations … models proposed in the literature can be used to formally characterize and quantify market risk. In particular, we ask how … adequate these models are for modelling market risk at times of financial crisis. In doing so we consider a multivariate t …
Persistent link: https://www.econbiz.de/10003965868