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Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - 2022
Persistent link: https://www.econbiz.de/10012820396
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Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of financial markets 62 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
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The powers that are : central bank independence in the Greenspan era
Kuper, Gerard H. - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 485-499
Persistent link: https://www.econbiz.de/10011949268
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Modeling time varying risk of natural resource assets : implications of climate change
Leroux, Anke D.; Martin, Vance; St. John, Kathryn A. - In: Quantitative economics : QE ; journal of the … 13 (2022) 1, pp. 225-257
A multivariate GARCH model of natural resources is specified to capture the effects of time varying portfolio risk. A special feature of the model is the inclusion of realized volatility for natural resource assets that are available at multiple frequencies as well as being sensitive to sudden...
Persistent link: https://www.econbiz.de/10012807747
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Market risk and trading durations
Raizada, Gaurav; Rao, S. V. D. Nageswara - In: The empirical economics letters : a monthly … 18 (2019) 4, pp. 391-400
Persistent link: https://www.econbiz.de/10012312395
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Forecasting international stock market variances
Bekaert, Geert; Xu, Nancy; Ye, Tiange - 2024
Persistent link: https://www.econbiz.de/10014536734
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Identification of new Keynesian Phillips Curves from a global perspective.
Dées, Stéphane; Pesaran, Hashem; Smith, Vanessa; … - 2008
first is whether such equations are identified. To check identification requires specifying the process for the forcing … is estimated by GMM, relying on statistical criteria to choose instruments. This may result in failure of identification …
Persistent link: https://www.econbiz.de/10011604938
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Identification of new Keynesian Phillips Curves from a global perspective
Dees, Stephane; Pesaran, Mohammad Hashem; Smith, L. Vanessa - 2008
is whether such equations are identified. To check identification requires specifying the process for the forcing … is estimated by GMM, relying on statistical criteria to choose instruments. This may result in failure of identification …
Persistent link: https://www.econbiz.de/10010276218
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Identification of New Keynesian Phillips Curves from a global perspective
Dees, Stephane; Pesaran, Mohammad Hashem; Smith, L. Vanessa - 2008
is whether such equations are identified. To check identification requires specifying the process for the forcing … is estimated by GMM, relying on statistical criteria to choose instruments. This may result in failure of identification …
Persistent link: https://www.econbiz.de/10010276262
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Credit Reporting, Access to Finance and Identification Systems: International Evidence
Giannetti, Caterina; Jentzsch, Nicola - 2011
identification of borrowers, which is enabled if a compulsory identification system exists in a country. We present evidence derived … from difference-in-difference analyses on the impact of the interplay of credit reporting and identification systems on … an identification system has a positive effect on financial intermediation (bank credit to deposits) and financial access …
Persistent link: https://www.econbiz.de/10010281639