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The volatility of the socially optimal level of investment

Guest, Ross; McDonald, Ian Martin - In: Journal of policy modeling : JPMOD ; a social science … 23 (2001) 8, pp. 901-928

Persistent link: https://www.econbiz.de/10001647244

The volatility of the socially optimal level of investment

Guest, Ross; McDonald, Ian Martin - 1995

Persistent link: https://www.econbiz.de/10000921601

Heterogeneous productivity shocks, elasticity of substitution and aggregate fluctuations

Moro, Alessio; Stucchi, Rodolfo - In: Journal of macroeconomics 45 (2015), pp. 21-44

Persistent link: https://www.econbiz.de/10011577757

Efficient multipowers

Kolokolov, Aleksey; Renò, Roberto - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 629-659

Persistent link: https://www.econbiz.de/10011988002

The semi-strong efficiency debate : in search of a new testing framework

Ziliotto, Arianna; Serati, Massimiliano - In: Research in international business and finance 34 (2015), pp. 412-438

Persistent link: https://www.econbiz.de/10011326196

The effectiveness of central bank intervention in the EMS : the post 1993 experience

Brandner, Peter; Grech, Harald; Stix, Helmut - 2001

Persistent link: https://www.econbiz.de/10001642289

Foreign exchange market efficiency tests in Sub-Saharan Africa

Aron, Janine - In: Journal of African economies 6 (1997) 3, pp. 150-192

Persistent link: https://www.econbiz.de/10001337795

Testing foreign exchange market efficiency : evidence from daily and weekly data from Japanese and Australian foreign exchange markets

Salim, Ruhul A. - In: Asian economies 24 (1995) 2, pp. 70-88

Persistent link: https://www.econbiz.de/10001186055

Asset Issuance in Over-the-Counter Markets

Bethune, Zachary - 2018

its efficiency depend on how investors split the surplus in secondary market trade. If buyers get most of the surplus in … account the full social value of an asset when trading. We propose a tax/subsidy scheme and show how it restores efficiency …

Persistent link: https://www.econbiz.de/10012932433

Nonparametric Estimation of the Leverage Effect : A Trade-off between Robustness and Efficiency

Kalnina, Ilze - 2015

We consider two new approaches to nonparametric estimation of the leverage effect. The first approach uses stock prices alone. The second approach uses the data on stock prices as well as a certain volatility instrument, such as the CBOE volatility index (VIX) or the Black-Scholes implied...

Persistent link: https://www.econbiz.de/10013034657

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