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Capital gains taxation and the cost of capital : evidence from unanticipated cross-border transfers of tax bases

Huizinga, Harry; Voget, Johannes; Wagner, Wolf - 2012

Persistent link: https://www.econbiz.de/10010191000

Model-based business cycle and financial cycle decomposition for Europe and the U.S.

Koopman, Siem Jan; Lit, Rutger; Lucas, André - 2016

We develop a multivariate unobserved components model to extract business cycle and financial cycle indicators from a panel of economic and financial time series of four large developed economies. Our model is flexible and allows for the inclusion of cycle components in different selections of...

Persistent link: https://www.econbiz.de/10011520505

The dynamic factor network model with an application to global credit-risk

Bräuning, Falk; Koopman, Siem Jan - 2016

We introduce a dynamic network model with probabilistic link functions that depend on stochastically time-varying parameters. We adopt the widely used blockmodel framework and allow the high-dimensional vector of link probabilities to be a function of a low-dimensional set of dynamic factors....

Persistent link: https://www.econbiz.de/10011566388

Informal sector in developed and less developed countries : a literature survey

Gërxhani, Klarita - 1999

The main goal of this study is two-fold: (1) to provide a general overview of thecontributions to the literature on the informal sector, with a special focus on the PublicChoice approach; and (2) to compare these contributions across two institutionallydifferent types of countries: developed and...

Persistent link: https://www.econbiz.de/10011302624

The political economy of financial systems

Haber, Stephen H.; Perotti, Enrico C. - 2008

Persistent link: https://www.econbiz.de/10003739017

Washington meets Wall Street : a closer examination of the presidential cycle puzzle

Kräussl, Roman; Lucas, André; Rijsbergen, David; … - 2008

Persistent link: https://www.econbiz.de/10003787145

Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China

Chang, Chia-Lin; McAleer, Michael; Tian, Jiarong - 2016 - Revised: June, 2016

, namely North Sea, USA, Middle East, and South-East Asia. Associated with these regions are two major financial centers …, namely UK and USA. For these reasons, the data to be used are the returns on alternative crude oil markets, returns on crude … oil derivatives, specifically futures, and stock index returns in UK and USA. The paper will also analyze the Chinese …

Persistent link: https://www.econbiz.de/10011520514

Voting right rotation, behavior of committee members and financial market reactions : evidence from the U.S. Federal Open Market Committee

Ehrmann, Michael; Tietz, Robin; Visser, Bauke - 2021

Whether Federal Reserve Bank presidents have the right to vote on the U.S. monetary policy committee depends on a mechanical, yearly rotation scheme. Rotation is without exclusion: also nonvoting presidents attend and participate in the meetings of the committee. Does voting status change...

Persistent link: https://www.econbiz.de/10012545129

Positive expectations feedback experiments and number guessing games as models of financial markets

Sonnemans, Joep; Tuinstra, Jan - 2008

Persistent link: https://www.econbiz.de/10003762592

Interacting agents in finance

Hommes, Cars H. - 2006

Persistent link: https://www.econbiz.de/10003314796

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