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Volatility spillover between oil prices and main exchange rates : evidence from a DCC-GARCH-connectedness approach
Ben Salem, Leila; Zayati, Montassar; Nouira, Ridha; … - 2024
contagion spillover volatility by focusing on a sample of major oil-exporting and oil-importing countries using daily data from …; during COVID-19; and during the Russian-Ukrainian war. Our results confirm the persistence of volatility for the series … volatility transmission between oil prices and exchange-rate markets. However, the COVID-19 pandemic and the Russian …
Persistent link: https://www.econbiz.de/10014494631
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Exchange rate volatility effects on the German labour market : a survey of recent results and extensions
Buscher, Herbert S.; Mueller, Claudia - 1999
In this paper, a survey on theoretically expected and empirically proved impacts of exchange rate volatility is given …. With regard to the West German unemployment, the effects of volatility are empirically analysed using three different … volatility measures and four country groups. In autoregressive models, a significant disturbing impact of volatility can be found …
Persistent link: https://www.econbiz.de/10011294706
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Spillover effects of energy transition metals in Chile
Agnese, Pablo; Rios, Francisco - 2023
, likely as a result of bitcoin's extensive use of energy and the uncertainty and volatility that characterize post-covid times. …
Persistent link: https://www.econbiz.de/10014230169
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On the exchange rate and economic policy uncertainty nexus: a panel VAR approach for emerging markets
Abid, Abir; Rault, Christophe - 2020
We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR …, provide novel insights into EPU international spillovers, and have interesting policy implications for EME decisions makers …
Persistent link: https://www.econbiz.de/10012239005
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Trading while sleepy? : circadian mismatch and excess volatility in a global experimental asset market
Dickinson, David L.; Chaudhuri, Ananish; … - 2017
Traders in global markets operate at different local times-of-day. Suboptimal times-of-day may produce sleepiness due to daily variations in sleep/wake patterns and possibly also increased accumulation of hours awake. Global asset markets imply significantly increased heterogeneity in circadian...
Persistent link: https://www.econbiz.de/10011731909
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Modelling heterogeneity and dynamics in the volatility of individual wages
Hospido, Laura - 2010
This paper presents a model for the heterogeneity and dynamics of the conditional mean and the conditional variance of standardized individual wages. In particular, a heteroskedastic autoregressive model with multiple individual fixed effects is proposed. The expression for a modified likelihood...
Persistent link: https://www.econbiz.de/10003936729
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Carrot and stick? : impact of a low-stakes school accountability program on student achievement
Woo, Seokjin; Lee, Soohyung; Kim, Kyunghee - 2015 - Forthcoming in: Economics Letters
A key concern in the design of education policies relates to the structure of incentives in accountability systems. This paper examines a school accountability program that provides financial support to low-performing schools but has no direct punishment scheme for recipients who do not exhibit...
Persistent link: https://www.econbiz.de/10011376304
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Life-cycle educational choices : evidence for two German cohorts
Biewen, Martin; Tapalaga, Madalina - 2016
We study life-cycle educational transitions in an education system characterized by early tracking and institutionalized branches of academic and vocational training but with the possibility to revise earlier decisions at later stages. Our model covers all major transitions ranging from...
Persistent link: https://www.econbiz.de/10011452037
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Gender and racial discrimination in pay and promotion for NHS nurses
Pudney, Stephen E.; Shields, Michael - 1999
For many years the NHS has been subject to allegations that gender and racial discrimination are a feature of the internal labour market for qualified nurses. This paper examines this issue with regard to the promotion process using 1994 survey data. We start by rejecting the assumption of...
Persistent link: https://www.econbiz.de/10011317479
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An econometric analysis of the mental-health effects of major events in the life of elderly individuals
Lindeboom, Maarten; Portrait, France; Berg, Gerard J. … - 2001
Major events in the life of an elderly individual, such as retirement, a significant decrease in income, death of the spouse, disability, and a move to a nursing home, may affect the mental health status of the individual. For example, the individual may enter a prolonged depression. We...
Persistent link: https://www.econbiz.de/10011405423