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Persistence in the market risk premium : evidence across countries

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2020

This paper provides evidence on the degree of persistence of one of the key components of the CAPM, namely the market risk premium, as well as its volatility. The analysis applies fractional integration methods to data for the US, Germany and Japan, and for robustness purposes considers...

Persistent link: https://www.econbiz.de/10012199998

Untangling real gravity

Klaassen, Franc; Teulings, Rutger - 2017

all variables proposed by theory, despite a broad set of fixed effects (FE). We find that both REERs are important and … multilateral resistances. Untangling normalization helps to get a better view of what is still unexplained by theory. …

Persistent link: https://www.econbiz.de/10011791519

Have exchange rates become more closely tied? : Evidence from a new multivariate GARCH model

Klaassen, Franc - 1999

Persistent link: https://www.econbiz.de/10000168325

Fractional integration in the purchasing power parity

Gil-Alaña, Luis A. - 1998

Persistent link: https://www.econbiz.de/10000994027

How global is FDI? : evidence from the analysis of Theil indices

Bickenbach, Frank; Liu, Wan-hsin; Nunnenkamp, Peter - 2015

It is open to question whether the intensified worldwide competition for FDI has reduced its traditionally strong concentration in a few large and relatively advanced host countries. We calculate and decompose Theil indices to track changes in absolute and relative concentration of FDI during...

Persistent link: https://www.econbiz.de/10011410419

Is foreign aid concentrated increasingly on needy and deserving recipient countries? : an analysis of Theil indices, 1995-2015

Bickenbach, Frank; Mbelu, Asithandile; Nunnenkamp, Peter - 2017

By tracking the changes in different margins of Theil indices during the period 1995-2015, we re-consider the question of whether bilateral and multilateral donors have targeted aid increasingly to particularly needy recipient countries with relatively good governance in order to improve the...

Persistent link: https://www.econbiz.de/10011644423

Income inequality and health : evidence from developed and developing countries

Herzer, Dierk; Nunnenkamp, Peter - 2014

We assess the effect of income inequality on life expectancy by performing separate estimations for developed and developing countries. Our empirical analysis challenges the widely held view that inequality matters more for health in richer countries than for health in poorer countries....

Persistent link: https://www.econbiz.de/10010425987

How global is FDI? : evidence from the analysis of Theil indices

Bickenbach, Frank; Liu, Wan-hsin; Nunnenkamp, Peter - 2017

Persistent link: https://www.econbiz.de/10011820925

Recent patterns of post-conflict aid : did donors help sustain peace?

Nunnenkamp, Peter - 2016

Donor reactions to recent settlements of internal conflicts have been highly diverse, in terms of both overall aid and its sectoral composition. The allocation of post-conflict aid tends to be needs-based by favoring particularly poor countries. There is no conclusive evidence, however, that the...

Persistent link: https://www.econbiz.de/10011494703

Shooting the messenger of good news : a critical look at the World Bank's success story of effective aid

Nunnenkamp, Peter - 2002

In a report presented at the UN Conference on Financing for Development in March 2002, the World Bank claims that the … policies. However, the World Bank's success story rests on an extremely weak foundation: First, the institution's contribution … the distribution of World Bank financing. Second, the picture portrayed in the report takes a bad turn if only two …

Persistent link: https://www.econbiz.de/10011495588

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