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Growth Policies and Macroeconomic Stability

Sutherland, Douglas; Hoeller, Peter - Economics Department, Organisation de Coopération et … - 2014

underpin macroeconomic stability or whether there is a trade-off.<BR>Les réformes visant à stimuler la croissance à long terme … contribution des politiques de promotion de la croissance à la vulnérabilité et à la résilience d’une économie face à de telles …’OCDE pour encourager la croissance à long terme – qui figurent dans Objectif croissance et les Perspectives économiques – et …

Persistent link: https://www.econbiz.de/10011276723

Growth-promoting Policies and Macroeconomic Stability

Sutherland, Douglas; Hoeller, Peter - Economics Department, Organisation de Coopération et … - 2013

macroeconomic stability or whether there is a trade-off.<P>Politiques de croissance et stabilité macroéconomique<BR>Les réformes … visant à stimuler la croissance à long terme ont souvent des effets secondaires – positifs ou négatifs – sur la vulnérabilité … observés depuis 2007 justifient un réexamen de la contribution des politiques de promotion de la croissance à la vulnérabilité …

Persistent link: https://www.econbiz.de/10011276802

Economic Policies and Microeconomic Stability: A Literature Review and Some Empirics

Garda, Paula; Ziemann, Volker - Economics Department, Organisation de Coopération et … - 2014

microéconomique peut traduire des processus générateurs de croissance tels que la destruction créatrice et la réallocation des … ressources, la volatilité de la croissance de la consommation pèse sur le bien-être des ménages. Cette étude dresse un panorama …

Persistent link: https://www.econbiz.de/10011276850

Herding in Aid Allocation

Frot, Emmanuel; Santiso, Javier - Centre de développement, Organisation de Coopération … - 2009

Aid ineffectiveness, fragmentation, and volatility have already been highlighted by scholars and OECD studies. Far fewer studies have been devoted to another problem of capital flows: herding behaviour. Building upon a methodology applied to financial markets, where herding is a common feature,...

Persistent link: https://www.econbiz.de/10004969794

Impact des interruptions de cotation sur la microstructure du marché boursier français

Michalon, Karine - Université Paris-Dauphine (Paris IX) - 2003

The purpose of the regulated interruptions of quotation on Stock exchange markets is to reduce asymmetries of information and volatility and to allow the emergence of a consensus. The use of these interruptions is very frequent on the French stock exchange market for the values included in the...

Persistent link: https://www.econbiz.de/10010764096

Volatilités et mesures du risque

Gouriéroux, Christian; Le Fol, Gaëlle - Université Paris-Dauphine (Paris IX) - 1997

We discuss the relevance of the volatility as a risk measure. By considering recent studies on tick by tick data and specific features of derivatives, we introduce alternative measures to take into account the time and volume effects, or the distributional asymmetry.

Persistent link: https://www.econbiz.de/10011072748

Development Aid and Portfolio Funds: Trends, Volatility and Fragmentation

Frot, Emmanuel; Santiso, Javier - Centre de développement, Organisation de Coopération … - 2008

This paper presents stylised facts about development aid and capital flows to developing countries. It compares their volumes and volatilities and finds that foreign aid is not the major source of finance for these countries any more, though not for all regions. The expansion of private flows...

Persistent link: https://www.econbiz.de/10004962600

Real Options at Bell Canada

Boyer, Marcel; Gravel, Éric - Centre Interuniversitaire de Recherche en Analyse des … - 2003

In this report, we first develop a simplified example that illustrates the importance of considering the option ``waiting to invest'' when valuing an investment. This is followed by a short description of other options that could be embedded in an investment opportunity. In order to stress the...

Persistent link: https://www.econbiz.de/10005100465

An Eigenfunction Approach for Volatility Modeling

Meddahi, Nour - Centre Interuniversitaire de Recherche en Analyse des … - 2001

In this paper, we introduce a new approach for volatility modeling in discrete and continuous time. We follow the stochastic volatility literature by assuming that the variance is a function of a state variable. However, instead of assuming that the loading function is ad hoc (e.g., exponential...

Persistent link: https://www.econbiz.de/10005100570

Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results

Andreou, Elena; Ghysels, Eric - Centre Interuniversitaire de Recherche en Analyse des … - 2000

We propose different extensions of the continuous record asymptotic analysis for rolling sample variance estimators developed by Foster and Nelson (1996). First, despite the difference in information sets we are able to compare the asymptotic distribution of volatility estimators involving data...

Persistent link: https://www.econbiz.de/10005100672