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Aggregate uncertainty and sectoral productivity growth : the role of credit constraints
Choi, Sangyup; Furceri, Davide; Huang, Yi; Loungani, Prakash - 2017
We show that an increase in aggregate uncertainty - measured by stock market volatility - reduces productivity growth more in industries that depend heavily on external finance. The mechanism at play is that during periods of high uncertainty, firms that are credit constrained switch the...
Persistent link: https://www.econbiz.de/10011634332
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Aggregate uncertainty and sectoral productivity growth : The role of credit constraints
Choi, Sangyup; Furceri, Davide; Huang, Yi; Loungani, Prakash - In: Journal of international money and finance 88 (2018), pp. 314-330
Persistent link: https://www.econbiz.de/10012000964
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Essays in international macroeconomics
Scholl, Almuth - 2006
Persistent link: https://www.econbiz.de/10003315521
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Modelling dynamic portfolio risk using risk drivers of elliptical processes
Schmidt, Rafael (contributor);  … - 2007
The situation of a limited availability of historical data is frequently encountered in portfolio risk estimation …, especially in credit risk estimation. This makes it, for example, difficult to find temporal structures with statistical … selected macroeconomic variables. These findings may improve the estimation of risk measures such as the (portfolio) Value at …
Persistent link: https://www.econbiz.de/10003477096
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Evolution of risk and political regimes
Petrova, Maria; Bates, Robert H. - 2010
Persistent link: https://www.econbiz.de/10003938005
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Essays on macroeconomic theory as a guide to economic policy
Ried, Stefan - 2009
Persistent link: https://www.econbiz.de/10003947976
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Risks at work : the demand and supply sides of government redistribution
Cusack, Thomas R.; Iversen, Torben; Rehm, Philipp Jacob - In: Oxford review of economic policy 22 (2006) 3, pp. 365-389
Persistent link: https://www.econbiz.de/10003388226
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Bayesian inference for hedge funds with stable, distribution of returns
Güner, Biliana; Račev, Svetlozar T.; Edelmanz, Daniel; … - 2010
Recently, a body of academic literature has focused on the area of stable distributions and their application potential for improving our understanding of the risk of hedge funds. At the same time, research has sprung up that applies standard Bayesian methods to hedge fund evaluation. Little or...
Persistent link: https://www.econbiz.de/10008653564
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Real effects of financial market integration : does lower home bias lead to welfare benefits?
Pungulescu, Crina - In: The European journal of finance 21 (2015) 10/12, pp. 893-911
Persistent link: https://www.econbiz.de/10011301973
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Discussion of "Microeconomic uncertainty, international trade, and aggregate fluctuations"
Lustig, Hanno - In: Journal of monetary economics 69 (2015), pp. 39-41
Persistent link: https://www.econbiz.de/10011326721