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Cascades in networks and aggregate volatility
Acemoglu, Daron; Ozdaglar, Asuman E.; Tahbaz-Salehi, Alireza - 2010
"We provide a general framework for the study of cascade effects created by interconnections between sectors, firms or financial institutions. Focusing on a multi sector economy linked through a supply network, we show how structural properties of the supply network determine both whether...
Persistent link: https://www.econbiz.de/10008738431
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Cascades in Networks and Aggregate Volatility
Acemoglu, Daron - 2010
We provide a general framework for the study of cascade effects created by interconnections between sectors, firms or financial institutions. Focusing on a multi sector economy linked through a supply network, we show how structural properties of the supply network determine both whether...
Persistent link: https://www.econbiz.de/10013136361
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Is Tax Volatility Priced by Lenders in the Syndicated Loan Market?
Saavedra, Daniel - 2019
In this study, I consider the effects of tax risk from tax volatility on the pricing of syndicated debt. Tax volatility is an interesting feature in that managers have some discretion over the risks they take with their tax strategies, which, however, are often harder to monitor for outsiders...
Persistent link: https://www.econbiz.de/10012896590
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Is Tax Volatility Priced by Lenders in the Syndicated Loan Market?
Saavedra, Daniel - 2018
In this study, I consider the effects of tax risk from tax volatility on the pricing of syndicated debt. Tax volatility is an interesting feature in that managers have some discretion over the risks they take with their tax strategies, which, however, are often harder to monitor for outsiders...
Persistent link: https://www.econbiz.de/10012938307
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Cascades in Networks and Aggregate Volatility
Acemoglu, Daron - 2010
We provide a general framework for the study of cascade effects created by interconnections between sectors, firms or financial institutions. Focusing on a multi sector economy linked through a supply network, we show how structural properties of the supply network determine both whether...
Persistent link: https://www.econbiz.de/10012462141
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Do Sentiment and Exchange Rate Share Memories? An Application of Multifractional Process Modeling
Yang, Yanyan - 2017
process as well as the corresponding investor sentiment dynamic process. Specifically, we use the pointwise Holder exponent to … measure the local Holder regularity of a multifractional process. This application extends the increment ratio method to … dynamic process displays only slightly higher similarity to that of EUR/USD exchange rate. These results suggest that the EUR …
Persistent link: https://www.econbiz.de/10012945935
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Two-machine open shop scheduling with an availability constraint
Breit, Joachim - 2000
Persistent link: https://www.econbiz.de/10013383924
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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - 2011
Persistent link: https://www.econbiz.de/10009355159
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Beyond volatility : harnessing VUCA methodology for sustainable collaboration in Bintan Island's mangrove ecotourism governance$dAlfiandri Alfiandri , Eko Prasojo , Roy Valiant Sal...
Alfiandri, Alfiandri - In: Danube : law and economics review 15 (2024) 2, pp. 166-187
diverse organizations and individuals. The policy process requires the participation of various public institutions, with …
Persistent link: https://www.econbiz.de/10015063271
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The impact of US biofuel policies on agricultural price levels and volatility
Babcock, Bruce A. - In: China agricultural economic review : publ. in … 4 (2012) 4, pp. 407-426
Persistent link: https://www.econbiz.de/10009675011