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Term structures of asset prices and returns

Backus, David; Boyarchenko, Nina; Chernov, Mikhail - 2016

We explore the term structures of claims to a variety of cash flows: U.S. government bonds (claims to dollars), foreign government bonds (claims to foreign currency), inflation-adjusted bonds (claims to the price index), and equity (claims to future equity indexes or dividends). Average term...

Persistent link: https://www.econbiz.de/10011457568

Gravitational analysis in regional science and spatial economics : a vector gradient approach to trade

Nijkamp, Peter; Ratajczak, Waldemar - In: International regional science review : IRSR ; an … 44 (2021) 3/4, pp. 400-431

Persistent link: https://www.econbiz.de/10012592652

Impact of monetary policy on financial markets efficiency under speculative bubbles : a non-normal and non-linear entropy-based approach

Alonso-Rivera, Angélica; Cruz-Aké, Salvador; … - In: Análisis económico 34 (2019) 86, pp. 157-178

Persistent link: https://www.econbiz.de/10012229558

Investigation of stock return volatility using Shannon entropy : evidence from ASEAN stock markets

Vo Xuan Vinh; Tran Thi Tuan Anh - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 4, pp. 479-490

Persistent link: https://www.econbiz.de/10013350691

A generalized entropy approach to portfolio selection under a hidden markov model

MacLean, Leonard C.; Yu, Lijun; Zhao, Yonggan - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-25

Rényi entropy criterion, which summarizes the uncertainty in portfolio returns. Assuming asset returns are projected by a … regime-switching regression model on the two market risk factors, we develop an entropy-based dynamic portfolio selection … empirical Sharpe and return to entropy ratios, the dynamic portfolio under the proposed strategy is much improved in contrast …

Persistent link: https://www.econbiz.de/10013375264

Women's potential earnings distributions

Maasoumi, Esfandiar; Wang, Le - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 229-252). 2022

Persistent link: https://www.econbiz.de/10013194128

Relative Tax Rates, Proximity and Cigarette Tax Noncompliance : Evidence from a National Sample of Littered Cigarette Packs

Wang, Shu - 2016

We analyze data about cigarette tax compliance from the first national scale littered cigarette packs collection. We code each pack based on whether an appropriate tax had been paid at the location where it was found. Noncompliance across our 132 sample communities ranges from zero to one...

Persistent link: https://www.econbiz.de/10012984106

Relative Tax Rates, Proximity and Cigarette Tax Noncompliance : Evidence from a National Sample of Littered Cigarette Packs

Wang, Shu - 2016

Persistent link: https://www.econbiz.de/10012456102

Policy evaluation of waste pricing programs using heterogeneous causal effect estimation

Valente, Marica - 2021

Using machine learning methods in a quasi-experimental setting, I study the heterogeneous effects of introducing waste … prices - unit prices on household unsorted waste disposal - on waste demands and social welfare. First, using a unique panel … of Italian municipalities with large variation in prices and observables, I show that waste demands are nonlinear. - find …

Persistent link: https://www.econbiz.de/10012671782

Policy evaluation of waste pricing programs using heterogeneous causal effect estimation

Valente, Marica - In: Journal of environmental economics and management : … 117 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10013543242