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Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis

Eraslan, Sercan; Ali, Faek Menla - 2018

We use volatility impulse response analysis estimated from the bivariate GARCH-BEKK model to quantify the size and the persistence of different types of oil price shocks on stock return volatility and the covariance between oil price changes and stock returns for a wide range of net...

Persistent link: https://www.econbiz.de/10011903691

The COVID-19 insolvency gap : first-round effects of policy responses on SMEs

Dörr, Julian; Murmann, Simona; Licht, Georg - 2021

COVID-19 placed a special role to fiscal policy in rescuing companies short of liquidity from insolvency. In the first … focusing on firms’ pre-crisis financial standing, we estimate the extent to which the policy response induced an insolvency gap … measures being focused on smaller firms, we also examine whether this insolvency gap differs with respect to firm size. Based …

Persistent link: https://www.econbiz.de/10012434436

The economic evaluation of low and non-waste technologies

Pearce, David W. - 1983

Persistent link: https://www.econbiz.de/10002161068

Integrating New York City schools : the role of admission criteria and family preferences

Idoux, Clemence - 2022 - This version: April 8, 2022

Persistent link: https://www.econbiz.de/10013465355

Can selective school admission reforms increase student achievement?

Idoux, Clémence - 2022

Persistent link: https://www.econbiz.de/10013465413

Pandemic schooling mode and student test scores: evidence from US States

Halloran, Clare; Jack, Rebecca; Okun, James; Oster, Emily - 2021

Persistent link: https://www.econbiz.de/10013465528

The impact of U.S. monetary policy on capital flows to emerging market economies

Rocha, Katia; Maka, Alexis - 2022

This paper examines the potential impact of US monetary policy normalization on portfolio capital flows to Emerging Markets Economies (EME) explicitly taking into account the unconventional US monetary policy. We build an econometric model of the drivers of capital flows to EMEs and the results...

Persistent link: https://www.econbiz.de/10014429279

Depression econometrics : a FAVAR model of monetary policy during the Great Depression

Ahmadi, Pooyan Amir; Ritschl, Albrecht - 2010

Persistent link: https://www.econbiz.de/10003924635

Time variation in macro-financial linkages

Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - 2013

We analyze the contribution of credit spread, house and stock price shocks to GDP growth in the US based on a Bayesian VAR with time-varying parameters estimated over 1958-2012. Our main findings are: (i) The contribution of financial shocks to GDP growth fluctuates from about 20 percent in...

Persistent link: https://www.econbiz.de/10009739598

Pushing on a string : US monetary policy is less powerful in recessions

Tenreyro, Silvana; Thwaites, Gregory - 2013

Persistent link: https://www.econbiz.de/10009746299