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The variability and volatility of sleep: an archetypal approach
Hamermesh, Daniel S.; Pfann, Gerard A. - 2022
individuals' sleep time exhibits both variability and volatility characterized by stationary autoregressive conditional … young children at home. Volatility is greater among parents with young children, slightly greater among men than women, but … independent of other demographics. A theory of economic incentives to minimize the dispersion of sleep predicts that higher …
Persistent link: https://www.econbiz.de/10012805079
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From riches to rags, and back? : institutional change, financial development and economic growth in Argentina since the 1890s
Campos, Nauro; Karanasos, Menelaos; Tan, Bin - 2014
individual effects on economic growth and volatility using the power-ARCH framework with annual data since the 1890s. The results …
Persistent link: https://www.econbiz.de/10010440609
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Exchange rate volatility and employment growth : empirical evidence from the CEE economies
Belke, Ansgar (contributor); Setzer, Ralph (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001937672
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Volatility and growth : governments are key
Jetter, Michael - 2013
paper offers a solution to this disagreement, suggesting that volatility carries a positive direct effect, but also a … volatility is then ambiguous. The paper reveals the underlying endogeneity of government size in a balanced panel of 95 countries … increase of volatility lowers growth by up to 0.57 percentage points in a democracy, but raises growth by 1.74 percentage …
Persistent link: https://www.econbiz.de/10010228789
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Financial markets, banks' cost of funding, and firms' decisions : lessons from two crises
Balduzzi, Pierluigi; Brancati, Emanuele; Schiantarelli, … - 2013
We test whether financial fluctuations affect firms' decisions, through their impact on banks' cost of funding. We exploit two shocks to Italian bank CDS spreads and equity valuations: the 2007-2009 financial crisis and the 2010-2012 sovereign debt crisis. Using newly available data linking over...
Persistent link: https://www.econbiz.de/10010229932
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Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem - 2010
This paper is concerned with empirical and theoretical basis of the Efficient Market Hypothesis (EMH). The paper begins with an overview of the statistical properties of asset returns at different frequencies (daily, weekly and monthly), and considers the evidence on return predictability, risk...
Persistent link: https://www.econbiz.de/10003985756
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Skewness expectations and portfolio choice
Drerup, Tilman H.; Wibral, Matthias; Zimpelmann, Christian - 2022
Many models of investor behavior predict that investors prefer assets that they believe to have positively skewed return distributions. We provide a direct test of this prediction in a representative sample of the Dutch population. Using individual-level data on return expectations for a broad...
Persistent link: https://www.econbiz.de/10012805556
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From Stocks to Flows – Evidence for the Climate-Migration-Nexus
Berlemann, Michael; Haustein, Erik; Steinhardt, Max … - 2021
Slow onset climate change has the potential to cause significant migration flows. Scientists have recently made considerable efforts to quantify these flows based on empirical methods. However, the literature on international migration has failed to come to a clear conclusion as many studies...
Persistent link: https://www.econbiz.de/10013223780
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Reward or punishment? : the distribution of life-cycle returns to political office
Dahlgaard, Jens Olav; Kristensen, Nicolai; Larsen, … - 2022
How political office is remunerated will affect who decides to engage in politics. Even if average returns to office are positive, as unilaterally found in the literature, some office holders' returns are likely zero or negative. The timing of returns to office are crucial too, as politicians...
Persistent link: https://www.econbiz.de/10013191576
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Firm heterogeneity in skill returns
Böhm, Michael; Esmkhani, Khalil; Gallipoli, Giovanni - 2023
We quantify firm heterogeneity in skill returns and present direct evidence of worker–firm complementarities. Within a model of firms' demand for cognitive and noncognitive attributes we show that identification depends on the availability of skill measures. Linking administrative data to test...
Persistent link: https://www.econbiz.de/10014442305