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Future Rent-Seeking and Current Public Savings
Caballero, Ricardo J. - 2008
myopic politicians face political risk and prefer to extract political rents as early as possible. An implication of this …
Persistent link: https://www.econbiz.de/10012769645
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The effect of inflation uncertainty on inflation : stochastic volatility in mean model within a dynamic framework
Berument, Hakan; Yalcin, Yeliz; Yildirim, Julide - In: Economic modelling 26 (2009) 6, pp. 1201-1207
Persistent link: https://www.econbiz.de/10003923524
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A new interpretation of known facts : the case of two-way causality between trading and volatility
Müller, Christian - In: Economic modelling 29 (2012) 3, pp. 664-670
Persistent link: https://www.econbiz.de/10009544842
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Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman; Ali Shah, Syed Zulfiqar; Abbas, Qaisar - In: Economic modelling 44 (2015), pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
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A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks : evidence from stock indices
Lin, Shih-kuei; Lin, Chien-hsiu; Chuang, Ming-che; … - In: Economic modelling 38 (2014), pp. 341-350
Persistent link: https://www.econbiz.de/10010419066
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Risk, Monetary Policy and the Exchange Rate
Benigno, Gianluca - 2011
general-equilibrium theory of exchange rate determination based on the interaction between monetary policy and time … volatility shocks is consistent with the empirical evidence. Furthermore we show that risk factors and interest-rate smoothing …
Persistent link: https://www.econbiz.de/10013123697
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Cross-Sectoral Variation in the Volatility of Plant-Level Idiosyncratic Shocks
Castro, Rui - 2014
idiosyncratic risk is higher in industries where the extent of creative destruction is likely to be greater …
Persistent link: https://www.econbiz.de/10013066979
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Asymmetric Volatility and Risk in Equity Markets
Bekaert, Geert - 2006
and to examine two potential explanations of the asymmetry: leverage effects and time-varying risk premiums. Our empirical …
Persistent link: https://www.econbiz.de/10012783965
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Volatility, Investment and Disappointment Aversion
Aizenman, Joshua - 2010
continue to hold even if the coefficient of relative risk aversion approaches zero (that is, even if the marginal utility of … income is constant so that agents are risk neutral in the conventional sense) …
Persistent link: https://www.econbiz.de/10012763700
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Endogenous Volatility at the Zero Lower Bound : Implications for Stabilization Policy
Basu, Susanto - 2016
At the zero lower bound, the central bank's inability to offset shocks endogenously generates volatility. In this setting, an increase in uncertainty about future shocks causes significant contractions in the economy and may lead to non-existence of an equilibrium. The form of the monetary...
Persistent link: https://www.econbiz.de/10013002240