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On the Effects of Private Information on Volatility
Opschoor, Anne; van der Wel, Michel; van Dijk, Dick; … - 2011
We study the impact of private information on volatility in financial markets. We develop a comprehensive framework to … investigate this link while controlling for the effects of both public information (such as macroeconomic news releases) and … private information on prices and the effects of public information on volatility. Using a high-frequency 30-year U …
Persistent link: https://www.econbiz.de/10010325972
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International Comparisons of Male Wage Inequality: Are the Findings Robust?
Leuven, Edwin; Oosterbeek, Hessel; van Ophem, Hans - 1997
This paper explores the hypothesis that wage differentials between skill groups across countries are consistent with a demand and supply framework. Using micro data from 15 countries we find that about one third of the variation in relative wages between skill groups across countries is...
Persistent link: https://www.econbiz.de/10010324558
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What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence
Amisano, Gianni; Serati, Massimiliano - 2002
We analyse the determinants of unemployment persistence in four OECDcountries byestimating a structural Bayesian VAR with an informative priorbased on an insiders/outsiders model. We explicitly insert unemployment ben-efits and labour taxes so that our identification is not affected by the Faust...
Persistent link: https://www.econbiz.de/10010324805