Showing 1 - 10 of 13,322
Persistent link: https://www.econbiz.de/10014312562
represents a unique opportunity to understand the performance of risk factors during severe economic times across international … heterogeneous responses of option-implied expected market risk premia across alternative stock market indices, and between the Great …
Persistent link: https://www.econbiz.de/10012813368
Persistent link: https://www.econbiz.de/10014372014
Persistent link: https://www.econbiz.de/10014466936
and sub-samples (incomes and regions) from 1996 to 2019. The two-step system Generalised Method of Moments estimation of … linear dynamic panel-data model (DPDGMM) is used in this study. The estimation results are robust with the results of the two …-step sequential (two-stage) estimation of linear panel-data models (SELPDM) and the two-step system Generalised Method of Moments …
Persistent link: https://www.econbiz.de/10012485066
The authors build a new database of highly spatially disaggregated indicators related to risk and resilience to the … concentrations of these and other risk factors at the lowest administrative level in the country, neighborhood-sized units called … survey data from the ongoing Listening to the Citizens of Uzbekistan project to produce an overall risk index, which is …
Persistent link: https://www.econbiz.de/10012405601
countries with high risk - as measured by the risk of openness index. Conversely, foreign investors are less attracted by assets … issued by countries adopting weak stringency measures despite a high risk of openness, or those implementing drastic … stringency measures in the presence of a relatively lower risk of openness …
Persistent link: https://www.econbiz.de/10013243518
Persistent link: https://www.econbiz.de/10012204869
Persistent link: https://www.econbiz.de/10012221576
Assessing the economic impact of the COVID-19 pandemic is essential for policymakers, but challenging because the crisis has unfolded with extreme speed. We identify three indicators - stock market volatility, newspaper-based economic uncertainty, and subjective uncertainty in business...
Persistent link: https://www.econbiz.de/10012481939