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Uncertainty, model selection, and the PPP puzzle

Gadea, María Dolores; Mayoral, Laura - In: Oxford economic papers 67 (2015) 3, pp. 614-633

Persistent link: https://www.econbiz.de/10011346114

Fasten seat belts! : Analyse des Verkehrsunfallrisikos in Deutschland und Überprüfung der Risikohomeostasisthese

Kalus, Falk - 2000

Persistent link: https://www.econbiz.de/10013437268

Irreversible investment, uncertainty and hysteresis : a New Zealand investigation

Goodson, Matthew Charles - In: New Zealand economic papers 29 (1995) 2, pp. 119-141

Persistent link: https://www.econbiz.de/10001201348

Detecting Factor Risk in Private Asset Returns

Mladina, Peter - 2020

The authors introduce a novel approach of attributing factor risk to a time series of reported private asset returns. Their factor-optimized lagged-beta (FOLB) method uncovers more latent factor risk than standard unsmoothing techniques, offering a more precise attribution of factor betas and...

Persistent link: https://www.econbiz.de/10012846710

The aggregate consequences of default risk : evidence from firm-level data

Besley, Timothy; Roland, Isabelle; Van Reenen, John - 2019

Persistent link: https://www.econbiz.de/10012793064

The aggregate consequences of default risk : evidence from firm-level data

Besley, Timothy; Roland, Isabelle; Van Reenen, John - 2020

This paper studies the implications of perceived default risk for aggregate output and productivity. Using a model of … credit across firms with heterogeneous productivity. Further, we find that these losses accounted for over half of the … productivity fall between 2008 and 2009, and persisted for smaller (although not larger) firms. …