Narrow search
Showing 1 - 10 of 13,730
Cover Image
Uncertainty, Risk, and Capital Growth
Segal, Gill; Shaliastovich, Ivan - 2022
We present a novel finding that high macroeconomic uncertainty is associated with greater accumulation of physical capital, despite a contemporaneous reduction in investment. To reconcile this evidence, we show that high uncertainty predicts a persistent decrease in the utilization and...
Persistent link: https://www.econbiz.de/10013307469
Cover Image
Risk, Economic Growth and the Value of U.S. Corporations
Bocola, Luigi - 2013
their perceived risk. We develop a dynamic stochastic general equilibrium model with the aim of verifying how sensible this …
Persistent link: https://www.econbiz.de/10013083968
Cover Image
Volatility Risks and Growth Options
Ai, Hengjie - 2016
We propose to measure growth opportunities by firms' exposure to idiosyncratic volatility news. Theoretically, we show that the value of a growth option increases in idiosyncratic volatility but its response to volatility of aggregate shocks can be either positive or negative depending on option...
Persistent link: https://www.econbiz.de/10013007046
Cover Image
Tractable rare disaster probability and options-pricing
Barro, Robert J.; Liao, Gordon Y. - 2019
-pricing formula applies to far-out-of-the money put options on the stock market when disaster risk dominates, the size distribution of …
Persistent link: https://www.econbiz.de/10012182396
Cover Image
Growth and risk : a view from international trade
Krishna, Pravin; Levchenko, Andrei A.; Maloney, William F. - 2020
(Harmonized System 10- digit) bilateral exports to the United States. The patterns in the data are consistent with the theory. The …
Persistent link: https://www.econbiz.de/10012257050
Cover Image
Growth and risk: a view from international trade
Krishna, Pravin; Levchenko, Andrei A.; Ma, Lin; … - 2023
Persistent link: https://www.econbiz.de/10014248524
Cover Image
Impact of sensitivity index on tourism-economic growth relationships
Yilanci, Veli; Kongkuah, Maxwell; Akadiri, Seyi - In: International journal of services, economics and management 14 (2023) 3, pp. 345-361
Persistent link: https://www.econbiz.de/10014311697
Cover Image
Growth and risk : a view from international trade
Krishna, Pravin; Levchenko, Andrei A.; Ma, Lin; … - 2023
Persistent link: https://www.econbiz.de/10014320441
Cover Image
Growth and risk : a view from international trade
Krishna, Pravin; Levchenko, Andrei A.; Ma, Lin; … - 2023
Persistent link: https://www.econbiz.de/10013531141
Cover Image
Growth expectations, capital flows and international risk sharing
Castrén, Olli; Miller, Marcus; Stiegert, Roger - 2003
international equity transactions that accentuate the role of international risk sharing as a factor for the macroeconomic response … shock affecting only one country. Efficient global risk-sharing imply that expected productivity gains in one country will … for the productivity gains can further increase the risk exposure of foreign shareholders. The model is calibrated to show …
Persistent link: https://www.econbiz.de/10009635970