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Fiscal implications of pensions reforms in Italy

Brugiavini, Agar; Peracchi, Franco - 2008

Persistent link: https://www.econbiz.de/10003912609

Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH

Brännäs, Kurt; Gooijer, Jan G. de - 2000

The asymmetric moving average model (asMA) is extended to allow forasymmetric quadratic conditional heteroskedasticity (asQGARCH). Theasymmetric parametrization of the conditional variance encompassesthe quadratic GARCH model of Sentana (1995). We introduce a framework fortesting asymmetries in...

Persistent link: https://www.econbiz.de/10011303289

Just how good are the top three journals in finance? : an assessment based on quantity and quality citations

Chang, Chia-ling; McAleer, Michael - 2014

The paper is concerned with ranking academic journal quality and research impact in Finance, based on the widely … journals in the ISI category of "Business - Finance" using quantifiable Research Assessment Measures (RAMs). The analysis … the 89 ISI journals in Finance makes it clear that there are three leading journals in Finance, namely Journal of Finance …

Persistent link: https://www.econbiz.de/10010357909

On the concept of green growth and the role of policy and public finance

Sudo, Tomonori - 2016

Persistent link: https://www.econbiz.de/10011458070

Management science, economics and finance : a connection

Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2016

This paper provides a brief review of the connecting literature in management science, economics and finance, and …

Persistent link: https://www.econbiz.de/10011479822

Fiscal sustainability, volatility and oil wealth : a stochastic analysis of fiscal spending rules

Wijnbergen, Sweder van; Budina, Nina - 2011

Whether fiscal policy is sustainable depends on a government's future revenue and expenditure streams, both of which are highly uncertain. In commodity-rich countries, this problem is intensified by unpredictable and volatile commodity prices. We show how spending rules for oil income and...

Persistent link: https://www.econbiz.de/10011386438