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A comparison of financial duration models via density forecasts

Bauwens, Luc; Giot, Pierre; Grammig, Joachim; Veredas, David - 2000

Persistent link: https://www.econbiz.de/10001555045

Revisiting the Duration Dependence in the US Stock Market Cycles

Zakamulin, Valeriy - 2020

market index, in this paper we revisit the duration dependence in bull and bear markets. We find that for both bull and bear … markets the duration dependence is a nonlinear function of the state age. Our results suggest that the duration dependence in … bear markets is strictly positive. For 93% of bull markets the duration dependence is also positive. Only about 7% of the …

Persistent link: https://www.econbiz.de/10012833990

The skewness of the stock market over long horizons

Neuberger, Anthony; Payne, Richard - In: The review of financial studies 34 (2021) 3, pp. 1572-1616

Persistent link: https://www.econbiz.de/10012434851

Internet job search and unemployment durations

Kuhn, Peter Joseph; Skuterud, Mikal - 2002

negatively selected on unobservables. A beneficial (unemployment-duration reducing) causal effect of internet job search is …

Persistent link: https://www.econbiz.de/10011414148

African American and white differences in the impacts of monetary policy on the duration of unemployment

Rodgers, William M. - In: The American economic review 98 (2008) 2, pp. 382-386

Persistent link: https://www.econbiz.de/10003730363

Estimating banks' equity duration : a panel cointegration approach

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180

Persistent link: https://www.econbiz.de/10003760234

Are there treatment duration differences in the Seattle and Denver income maintenance experiments?

Stephens, Melvin (contributor) - In: The B.E. journal of economic analysis & policy 7 (2007) 1, pp. 1-41

Persistent link: https://www.econbiz.de/10003741999

A search cost perspective on formation and duration of trade

Besedeš, Tibor - In: Review of international economics 16 (2008) 5, pp. 835-849

Persistent link: https://www.econbiz.de/10003776600

Welfare time limits in the United States : experiences with a new welfare-to-work approach

Ochel, Wolfgang - 2004

This paper reviews the evidence on welfare time limits in the United States. It primarily refers to experimental and econometric evaluations. Time limits affect welfare recipients both before and after their limits are reached. Time limits reduce welfare receipt and increase employment before...

Persistent link: https://www.econbiz.de/10002118589

Migration and human capital : self-selection of indentured servants to the Americas

Abramitzky, Ran; Braggion, Fabio - In: The journal of economic history 66 (2006) 4, pp. 882-905

Persistent link: https://www.econbiz.de/10003413448