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models incorporating progressively the notions of contagion due to instantaneous correlations, of serial correlation, of … evolution of the instantaneous correlations, of volatility clustering, of conditional heteroskedasticity and of persistency of …
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authorities as well, for the financial market volatility. The analysis of these phenomena is justified by the fact that the stock …
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Information processing filters out the noise in data but it takes time. Hence, low precision signals are available before high precision signals. We analyze how this feature affects asset price informativeness when investors can acquire signals of increasing precision over time about the payoff...
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French Abstract: Cet article vise à présenter et mettre en perspective les approches structurelles et non structurelles en économétrie de l'évaluation des politiques publiques. Si ces approches sont souvent opposées car correspondant à des démarches scientifiques différentes, elles se...
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Sur la décennie passée, la croissance de la productivité a souffert dans la zone euro d’une série d’ajustements sectoriels ; le caractère transitoire de ces ajustements permet d’envisager une accélération structurelle de la productivité.
Persistent link: https://www.econbiz.de/10009201054
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