Narrow search
Showing 1 - 10 of 3,363
Cover Image
A survey of hedge and safe havens assets against G-7 stock markets before and during the COVID-19 pandemic
Ozdemir, Huseyin; Ozdemir, Zeynel Abidin - 2021
We propose a new Sharpe ratio index obtained from return and volatility spillover indices to individual assets from the whole financial system. We use our new approach to shed light on a new perspective on a hot topic examining the safe-haven assets after Covid-19. To do that, we compare both...
Persistent link: https://www.econbiz.de/10012705552
Cover Image
Wealth shocks and health outcomes : evidence from stock market fluctuations
Schwandt, Hannes - 2014
Do wealth shocks affect the health of the elderly in developed countries? The economic literature is skeptical about such effects which have so far only been found for poor retirees in poor countries. In this paper I show that wealth shocks also matter for the health of wealthy retirees in the...
Persistent link: https://www.econbiz.de/10010380034
Cover Image
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
Cover Image
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10009530816
Cover Image
Give me your wired and your highly skilled : measuring the impact of immigration policy on employers and shareholders
Lin, Carl - 2011
The paper links finance theory to labor economics and political economy in the context of migration and immigration policy. Most research treating the impact of immigration has focused on the consequences for employees as measured by wages, earnings, and employment. Less is known about the...
Persistent link: https://www.econbiz.de/10009308050
Cover Image
Partisan impacts on the economy : evidence from prediction markets and close elections
Snowberg, Erik (contributor); Wolfers, Justin (contributor);  … - 2006
Political economists interested in discerning the effects of election outcomes on the economy have been hampered by the problem that economic outcomes also influence elections. We sidestep these problems by analyzing movements in economic indicators caused by clearly exogenous changes in...
Persistent link: https://www.econbiz.de/10003289884
Cover Image
Monitoring costs, credit constraints and entrepreneurship
Banerji, Sanjay; Raj, Rajesh S. N.; Sen, Kunal - 2012
; household enterprises ; India …
Persistent link: https://www.econbiz.de/10009548201
Cover Image
The extent and cyclicality of career changes : evidence for the UK
Carrillo-Tudela, Carlos; Hobijn, Bart; She, Powen; … - 2014
Using quarterly data for the U.K. from 1993 through 2012, we document that in economic downturns a smaller fraction of unemployed workers change their career when starting a new job. Moreover, the proportion of total hires that involves a career change for the worker also drops in recessions....
Persistent link: https://www.econbiz.de/10010403494
Cover Image
The effects of credit status on college attainment and college completion
Gicheva, Dora; Ionescu, Felicia; Simpson, Nicole B. - 2012
College students now use various forms of unsecured credit such as private student loans and credit cards to finance college. Access to these credit lines and the interest rates charged on these loans can vary significantly across credit scores. In this paper, we analyze if credit status, as...
Persistent link: https://www.econbiz.de/10009568588
Cover Image
A distributional analysis of social group inequality in rural India
Azam, Mehtabul - 2009
rural India across the entire welfare distribution. The paper establishes that the disadvantage suffered by two historically … the SC and the ST households must remain a focus of attention besides promoting a more active labor market in rural India …. -- India ; social groups ; inequality ; quantile regression decomposition …
Persistent link: https://www.econbiz.de/10003808334