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Financial friction sources in emerging economies : structural estimation of sovereign default models
Yamazaki, Takefumi - 2018
Persistent link: https://www.econbiz.de/10013272825
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Contagion : how to measure it?
Rigobón, Roberto - 2001
Persistent link: https://www.econbiz.de/10001554612
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How economies change : the measurement of structural change in disaggregated panels
Galli, Rossana - 1998
Persistent link: https://www.econbiz.de/10001436968
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Contagion : How to Measure it?
Rigobon, Roberto - 2021
The empirical literature on contagion has mainly measured the propagation of shocks across countries using daily stock markets, interest rates, and exchange rates. Several methodologies have been used for this purpose, however, the properties of the data introduces important limitations on the...
Persistent link: https://www.econbiz.de/10013243366
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Contagion : How to Measure It?
Rigobon, Roberto - 2001
The empirical literature on contagion has mainly measured the propagation of shocks across countries using daily stock markets, interest rates, and exchange rates. Several methodologies have been used for this purpose, however, the properties of the data introduces important limitations on the...
Persistent link: https://www.econbiz.de/10012470611
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Contagion : How to Measure it?
Rigobon, Roberto - 2001
The empirical literature on contagion has mainly measured the propagation of shocks across countries using daily stock markets, interest rates, and exchange rates. Several methodologies have been used for this purpose, however, the properties of the data introduces important limitations on the...
Persistent link: https://www.econbiz.de/10014036215
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Fatal attraction : using distance to measure contagion in good times as well as bad
Bayoumi, Tamim A.; Fazio, Giorgio; Kumar, Manmohan; … - 2003
Persistent link: https://www.econbiz.de/10013424292
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Systemic Illiquidity Noise-Based Measure - A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets
Dziwok, Ewa; Karas, Marta - 2023
The paper presents an alternative approach to measuring systemic illiquidity applicable to countries with frontier and emerging financial markets, where other existing methods are not applicable. We develop a novel Systemic Illiquidity Noise (SIN)-based measure, using the...
Persistent link: https://www.econbiz.de/10014254721
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Essays in total factor productivity measurement
Severgnini, Battista (contributor) - 2010
Persistent link: https://www.econbiz.de/10008810949
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A model-based measurement device in European fiscal policy-making : the ontology and epistemology of potential output
Heimberger, Philipp; Kapeller, Jakob - 2016
While the development of scientific theories and measurement concepts has always been strongly intertwined, model … this paper, we analyze the ontological and epistemological characteristics of such a model-based measurement device in an … implementation of measurement techniques as well as the application and interpretation of measurement outcomes. …
Persistent link: https://www.econbiz.de/10011779629