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The duration of foreclosures in the subprime mortgage market : a competing risks model with mixing

Pennington-Cross, Anthony (contributor) - 2006

Persistent link: https://www.econbiz.de/10003739789

A simple model of trading and pricing risky assets under ambiguity : any lessons for policy-makers?

Guidolin, Massimo; Rinaldi, Francesca - 2009

performance of individual securities. Risk premia (spreads) increase with the proportion of traders in the market who are averse …

Persistent link: https://www.econbiz.de/10003831933

Debt portfolios

Hintermaier, Thomas; Koeniger, Winfried - 2009

. Furthermore, we establish two quantitative results. Firstly, modest levels of risk aversion are necessary to match observed debt … ; Collateral ; Income risk ; Bankruptcy …

Persistent link: https://www.econbiz.de/10003850601

Policy uncertainty and aggregate fluctuations

Mumtaz, Haroon; Surico, Paolo - 2013

This paper estimates the impact on the US economy of four types of uncertainty about (i) government spending, (ii) tax changes, (iii) public debt sustainability and (iv) monetary policy. Following a one standard deviation shock, uncertainty about debt sustainability has the largest and most...

Persistent link: https://www.econbiz.de/10009790714

The changing transmission of uncertainty shocks in the US : an empirical analysis

Mumtaz, Haroon; Theodoridis, Konstantinos - 2014

This paper investigates if the impact of uncertainty shocks on the US economy has changed over time. To this end, we develop an extended Factor Augmented VAR model that simultaneously allows the estimation of a measure of uncertainty and its time-varying impact on a range of variables. We find...

Persistent link: https://www.econbiz.de/10010472799

What do data on millions of US workers reveal about life-cycle earnings risk?

Guvenen, Fatih; Karahan, Fatih; Ozkan, Serdar; Song, Jae - 2015

Persistent link: https://www.econbiz.de/10010489617

Do banks lend less in uncertain times?

Raunig, Burkhard; Scharler, Johann; Sindermann, Friedrich - 2014

Persistent link: https://www.econbiz.de/10010434403

Does the cause of death matter? : the effect of dread, controllability, exposure and latency on the Vsl

Alberini, Anna; Šcasný, Milan - 2010

pollution regulations, however, are linked to reductions in the risk of dying for cancer, heart disease, and respiratory … higher when the risk reduction is delivered by a public program, and increases with the effectiveness rating assigned by the … respondent to public programs that address specific causes of death. The effectiveness of private risk-reducing behaviors is also …

Persistent link: https://www.econbiz.de/10008747732

Why is it so difficult to uncover the risk-return tradeoff in stock returns?

Lanne, Markku; Saikkonen, Pentti - 2005

Persistent link: https://www.econbiz.de/10002700275

Federal insurance of US states : an empirical investigation

Sørensen, Bent E.; Yosha, Oved - 1997

Persistent link: https://www.econbiz.de/10000992022

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