Showing 1 - 10 of 9,169
of factor jumps. Such jump dependence is implied by standard linear factor models. Our inference is based on a panel of … restriction on the relative magnitude of these two dimensions of the panel. The test is formed from the high‐frequency returns at …
Persistent link: https://www.econbiz.de/10012042424
Persistent link: https://www.econbiz.de/10012050752
Although it is not a new phenomenon, in recent years inequality has moved to the top of the political agenda given the concern that will result in political instability and social resentment. Persistence in inequality can further undermine economic growth and development by hindering educational...
Persistent link: https://www.econbiz.de/10012132740
Persistent link: https://www.econbiz.de/10012016706
Persistent link: https://www.econbiz.de/10012060714
Persistent link: https://www.econbiz.de/10011580643
Persistent link: https://www.econbiz.de/10011561277
Persistent link: https://www.econbiz.de/10011565876
Persistent link: https://www.econbiz.de/10010502197
Persistent link: https://www.econbiz.de/10011308160