Showing 1 - 10 of 100
area sovereign debt crises. We find that macro and default-specific world factors are a primary source of default …
Persistent link: https://www.econbiz.de/10010484886
The paper explores the trade competitiveness of seven major shrimp exporting countries, namely Vietnam, China, Thailand, Ecuador, India, Indonesia and Mexico, to the USA. Specifically, we investigate whether the United States (US) antidumping petitions impact upon the bilateral revealed...
Persistent link: https://www.econbiz.de/10011556155
Persistent link: https://www.econbiz.de/10010191280
Persistent link: https://www.econbiz.de/10009784942
In this paper we document that realized variation measures constructed from high-frequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in realized volatility are substantive. Even...
Persistent link: https://www.econbiz.de/10010366935
Persistent link: https://www.econbiz.de/10008771823
Persistent link: https://www.econbiz.de/10009722706
Persistent link: https://www.econbiz.de/10009724687
Persistent link: https://www.econbiz.de/10009724821
Persistent link: https://www.econbiz.de/10009724826