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The study compared changes over time in health expenditures across race and ethnicity, using data from the Medical … regression-based difference-in-difference model was analysed by including interaction terms between the latter time period and …
Persistent link: https://www.econbiz.de/10010670278
together an analysis of the subjective time-risk relationships influencing strategy formation during this period. We being by …
Persistent link: https://www.econbiz.de/10010746470
markets, the USA and the UK, for a long period of time. Our empirical results show that: 1) there is a considerable degree of … degree of switching in the USA and the UK, giving some support to the hypothesis that common sentiment could drive the … correlations between weights of switching between investment strategies over time, reaching its heights before periods of crises …
Persistent link: https://www.econbiz.de/10009360080
efficient resource allocators. Sin is identified as ethical failure on a communitywide scale. Between 1985 and 2010, the USA has …
Persistent link: https://www.econbiz.de/10010668765
market to New York, Pairs and Frankfurt stock markets. Within the European stock markets, there are unidirectional volatility … spillover effects from Frankfurt to Paris and from Paris to London. Volatility increases induced by bad news are transmitted … more strongly than volatility declines. …
Persistent link: https://www.econbiz.de/10010816696
The overarching aim of the present paper is to investigate the pattern of returns and volatility in the US and the UK …
Persistent link: https://www.econbiz.de/10010670368
the volatility of US stock market during the subprime crisis is significantly transmitted to Asian and European financial … markets. Moreover, UK and Swiss financial markets present an important role in emitting volatility to Asian markets. In …. All residuals showed enhanced volatility during the financial crisis period of mid 2007-2008. Moreover, the cross …
Persistent link: https://www.econbiz.de/10010754852
In dieser Arbeit werden Auswirkungen von Agar-Optionen auf die Volatilität des den Optionen zugrundeliegenden Futuresmarktes analysiert. Bisherige Analysen bezogen sich nahezu ausschließlich auf den Finanzmarkt. Für den Agrarmarkt scheinen noch keine empirischen Erkenntnisse zu existieren. Es...
Persistent link: https://www.econbiz.de/10011069820
Persistent link: https://www.econbiz.de/10010678039
A significant increase in the level and volatility of many commodity prices over the past decade has led to a debate … level and volatility of commodity prices. The available evidence suggests that while financial investors can affect the … short-run price dynamics for some commodities, the level and volatility of commodity prices appear to be primarily …
Persistent link: https://www.econbiz.de/10009146682