Showing 1 - 10 of 25,096
Persistent link: https://www.econbiz.de/10012204197
Dollar carry trade risk premiums – unlike dollar-neutral or foreign exchange carry risk premiums – are positively correlated with firm-level dispersions in investment, profitability, and book-to-market in addition to the Treasury-bill rate, long term bond yield, term spread, and default...
Persistent link: https://www.econbiz.de/10013242629
solar development. Switching from current time-of-use rates to rates that reflect the time-of-renewables will give solar …
Persistent link: https://www.econbiz.de/10013213577
Dollar carry trade risk premiums - unlike dollar-neutral or foreign exchange carry risk premiums - are positively correlated with firm-level dispersions in investment, profitability, and book-to-market in addition to the Treasury-bill rate, long term bond yield, term spread, and default spread....
Persistent link: https://www.econbiz.de/10013242806
This paper, exploiting the properties of mixed causal and noncausal models, proposes strategies to detect time … reversibility in stochastic processes. These novel strategies can be implemented to verify the time reversibility of stationary … the Hodrick-Prescott filter characterized by a time-reversible closed-form solution. We then establish a linkage between …
Persistent link: https://www.econbiz.de/10014084236
Persistent link: https://www.econbiz.de/10003351526
Persistent link: https://www.econbiz.de/10008737833
"The authors determine how time delays affect international trade using newly collected World Bank data on the days it … partners by 70 kilometers on average. Delays have an even greater impact on developing country exports and exports of time …-sensitive goods, such as perishable agricultural products. In particular, a day's delay reduces a country's relative exports of time …
Persistent link: https://www.econbiz.de/10010522152
Persistent link: https://www.econbiz.de/10000935198