by providing a quality rating and a price quote for rice samples that we randomly associate with farmers bearing ethnic … price for their rice relative to that of ethnic majority farmers. Third, we find that wholesale buyers, who face fierce … competition in the marketplace, do not price discriminate against ethnic minority farmers. A second lab-in-the-field experiment …

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 … rates. Volatility in sleep spills over onto volatility in other personal activities, with no reverse causation onto sleep …

individual effects on economic growth and volatility using the power-ARCH framework with annual data since the 1890s. The results …

This paper investigates price-setting for truly homogenous products sold in markets without any formal trade barriers … EU countries. We get four remarkable outcomes: 1) The law of one price does not hold. 2) Country-specific effects of non …-tradable cost components are important. 3) Pricing to the market surely occurs but price discrimination is limited by incomplete …

adopted the recent DCC-GARCH-CONNECTEDNESS approach proposed by Gabauer (2020) to conduct a time-varying analysis that … 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 …

We propose a new Sharpe ratio index obtained from return and volatility spillover indices to individual assets from the …-7 stock markets by using daily return and volatility data from September 2013 to October 2021. Our empirical findings …

a wide range of macroeconomic aspects. Our results indicate that the spillover indices from EPU and oil price shocks to …

the degree of price rigidity that is inherent to the price setting mechanism (intrinsic) and that which is due to the … price's driving variables (extrinsic). Using two data sets consisting of a large fraction of the price quotes used to … compute the Belgian and French CPI, we are able to assess the role of intrinsic and extrinsic price stickiness in explaining …