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The Gap between Lifetime Fertility Intentions and Completed Fertility in Europe and the United States: A Cohort Approach

Beaujouan, Éva; Berghammer, Caroline - 2017

We study the aggregate gap between intended and actual fertility in 20 countries in Europe and the United States, adopting a cohort approach that differs from the period approach widely used in prior research. We compare the mean intended number of children and percentage intending to be...

Persistent link: https://www.econbiz.de/10011928061

China and the United States: Different economic models but similarly low levels of socioeconomic mobility

van der Weide, Roy; Narayan, Ambar - 2019

The United States and China are the world's largest economies. Together they are responsible for about one-third of the world's economic output. This paper aims to examine whether the two economic giants are also lands of opportunity where resources are allocated in a way that minimizes...

Persistent link: https://www.econbiz.de/10012423987

Late, But Not Too Late? Postponement of First Birth Among Highly Educated US Women

Nitsche, Natalie; Brückner, Hannah - In: European Journal of Population 37 (2020) 2, pp. 371-403

nexus noted in demographic and biomedical research is especially relevant for women who pursue postgraduate education … because of the potential overlap of education completion, early career stages, and family formation. The results show that … women with postgraduate education differ from women with college education in terms of the timing of the first birth …

Persistent link: https://www.econbiz.de/10014504577

Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching

Lux, Thomas; Kaizoji, Taisei - 2006

We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular emphasis of this paper is on assessing the performance of long memory time series models in comparison to their short-memory counterparts. Since long memory models should have a...

Persistent link: https://www.econbiz.de/10010294979

Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models

Lux, Thomas; Kaizoji, Taisei - 2004

Persistent link: https://www.econbiz.de/10010295136

Quantifying high-frequency market reactions to real-time news sentiment announcements

Groß-Klußmann, Axel; Hautsch, Nikolaus - 2009

We examine intra-day market reactions to news in stock-specific sentiment disclosures. Using pre-processed data from an automated news analytics tool based on linguistic pattern recognition we extract information on the relevance as well as the direction of company-specific news....

Persistent link: https://www.econbiz.de/10010303687

Price pressures

Hendershott, Terrence; Menkveld, Albert J. - 2010

We study price pressures in stock prices-price deviations from fundamental value due to a risk-averse intermediary supplying liquidity to asynchronously arriving investors. Empirically, twelve years of daily New York Stock Exchange intermediary data reveal economically large price pressures. A...

Persistent link: https://www.econbiz.de/10010303739

Do Daily Retail Gasoline Prices adjust Asymmetrically?

Bettendorf, Leon; van der Geest, Stephanie; Kuper, Gerard - 2005

This paper analyzes adjustments in the Dutch retail gasoline prices. We estimate an error correction model on changes in the daily retail price for gasoline (taxes excluded) for the period 1996-2004 taking care of volatility clustering by estimating an EGARCH model. It turns out the volatility...

Persistent link: https://www.econbiz.de/10010325233

Impact of democratic/non-democratic regimes on foreign direct investment in Pakistan: Pre and post September 11, 2001 scenarios

Nawaz, Tahir; Khan, Masood Amjad; Shah, Muhammad Akbar Ali - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 6 (2012) 1, pp. 67-82

In this study the impact of democratic and non-democratic regime (pre and post September 11, 2001seenarios) on foreign direct investment in Pakistan have been investigated using quarterly data over the period of 1976Q1 to 2006Q4. Stepwise regression, Box-Jenkins methodologies have been applied...

Persistent link: https://www.econbiz.de/10011938300

Modeling and Forecasting DAX Index Volatility

Lazarov, Zdravetz - 2004

The recent introduction of the realized variance measure defined as the sum of the squared intra-daily returns stamped on some high frequency basis has spurred the research in the field of volatility modeling and forecasting into new directions. First, the realized variance is a much better...

Persistent link: https://www.econbiz.de/10010263102