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Trust and racial income inequality : evidence from the U.S.
Tesei, Andrea - 2015
Existing studies of trust formation in U.S. metropolitan areas have found that trust is lower when there is more income … groups (racial income inequality). I find that greater racial income inequality reduces trust. Also, racial fragmentation is … no longer a significant determinant of trust once racial income inequality is accounted for. I also show that racial …
Persistent link: https://www.econbiz.de/10010472550
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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001470265
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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2011
This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets might be efficient) or alternatively I(d) with...
Persistent link: https://www.econbiz.de/10009426696
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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2011
Persistent link: https://www.econbiz.de/10009231360
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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2011
This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets might be efficient) or alternatively I(d) with...
Persistent link: https://www.econbiz.de/10009011784
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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001615056
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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001615066
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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
This paper tests the validity of Present Value (PV) models of stock prices by employing a two-step strategy for testing the null hypothesis of no cointegration against alternatives which are fractionally cointegrated. Monte Carlo simulations are conducted to evaluate the power and size...
Persistent link: https://www.econbiz.de/10009582383
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Trust and racial income inequality : evidence from the US
Tesei, Andrea - 2015
Persistent link: https://www.econbiz.de/10010504000
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Trust, racial fragmentation and income inequality : new evidence from the US
Tesei, Andrea - 2014
Existing studies of trust formation in U.S. metropolitan areas have found that trust is lower when there is more income … groups (racial income inequality). I find that greater racial income inequality reduces trust. Also, racial fragmentation is … no longer a significant determinant of trust once racial income inequality is accounted for. This result is consistent …
Persistent link: https://www.econbiz.de/10010260009