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The Jesuits as Knowledge Brokers Between Europe and China (1582-1773): Shaping European Views of the Middle Kingdom
Millar, Ashley E. - London School of Economics and Political Science - 2007
motives, the roles and the consequences of the Jesuits as agents of information regarding China affected the European … and transmission of information. It finds that economic progress and political consolidation in Europe did result in a …
Persistent link: https://www.econbiz.de/10005870547
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Detecting Informed Trading Activities in the OptionsMarkets
Chesney, Marc; Crameri, Remo; Mancini, Loriano - Institut für Schweizerisches Bankwesen <Zürich> - 2009
This paper presents a new method to detect informed trading activities in the options markets.An option trade is identified as informed when it is characterized by an unusual largeincrement in open interest and volume, induces large gains, and is not hedged in the stock market.For the period...
Persistent link: https://www.econbiz.de/10005868704
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International Capital Flows under DispersedInformation: Theory and Evidence
Tille, Cédric; Van Wincoop, Eric - Finrisk - 2008
We develop a new theory of international capital flows based on dispersed in-formation across individual investors …-standing asset price behavior. We introduce information dispersion into an openeconomy dynamic general equilibrium portfolio choice … model, and emphasize twoimplications for capital flows that are speci…c to the presence of dispersed infor-mation. First …
Persistent link: https://www.econbiz.de/10005868844
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The Size and Development of the Indian Shadow Economy and a Comparison with other 18 Asian Countries: An Empirical Investigation
Schneider, Friedrich; Chaudhuri, Kausik; Chatterjee, Sumana - 2003
Persistent link: https://www.econbiz.de/10010294561
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The Size and Development of the Shadow Economies in the Asia-Pacific
Schneider, Friedrich; Bajada, Christopher - 2003
Persistent link: https://www.econbiz.de/10010294569
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Considering the shareholder perspective: value-based management systems and stock market performance
Rapp, Marc Steffen; Schellong, Daniel A.; Schmidt, … - 2010
We empirically study the use of value-based management systems in listed German firms and examine implications for firms' stock market performance. Using a novel, hand-collected data set covering 1,083 firm years from 2002 to 2008, we find that value-based management systems become increasingly...
Persistent link: https://www.econbiz.de/10010305697
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El spread de intermediación en una economía emergente bajo distintos regímenes macroeconómicos: Argentina, 1994-2013
Aguirre, Horacio; Burdisso, Tamara; Grillo, Federico; … - 2015
We study the interest rate spread of the Argentine financial system during the last eighteen years. We analyze Granger causality of selected variables, and estimate econometric models that relate spread to macroeconomic and microeconomic factors. Resuls indicate that output growth and...
Persistent link: https://www.econbiz.de/10011417927
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Does Oil Price Uncertainty Transmit to Stock Markets?
Ågren, Martin - 2006
The paper presents an empirical study of volatility spillover from oil prices to stock markets within an asymmetric BEKK model. Using weekly data on the aggregate stock markets of Japan, Norway, Sweden, the U.K., and the U.S., strong evidence of volatility spillover is found for all stock...
Persistent link: https://www.econbiz.de/10010321644
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Information and attitudes to risk at the track
Schnytzer, Adi; Westreich, Sara - 2011
assumption that the betting population is homogeneous with respect to either information or attitude to risk or (usually) both … to information) permits the explanation for the different biases (or their absence) observed in different markets within …
Persistent link: https://www.econbiz.de/10010335979
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The regression tournament: A novel approach to prediction model assessment
Schnytzer, Adi; Šušteršič, Janez - 2011
Standard methods to assess the statistical quality of econometric models implicitly assume there is only one person in the world, namely the forecaster with her model(s), and that there exists an objective and independent reality to which the model predictions may be compared. However, on many...
Persistent link: https://www.econbiz.de/10010336004