Whilst the individual supply-side characteristics of the self-employed are well documented, the literature has largely neglected (or mis-specified) demand-side aspects. Our econometric framework, based on the parameterised DOGEV model, allows us to separately, and simultaneously, model supply...

We present cross and time series analysis of price fluctuations in the U.S. Treasury fixed income market. Bonds have been classified according to a suitable metric based on the correlation among them. The classification shows how the correlation among fixed income securities depends strongly on...

El modelo que se desarrolla y propone como alternativa en este trabajo pretende garantizar un monto de reservas internacionales que garantice un `escudo de protección´ contra los choques externos y que a su vez funcione como respaldo amortiguador ante situaciones de urgencia de liquidez,...

This paper presents a general test of contagion in financial markets based on bivariate correlation analysis � a test that can be interpreted as an extension of the normal correlation theorem. Contagion is defined as a structural break in the data generating process of rates of return....

We establish, in infinite dimensional Banach space, a nonconvex separation property for general closed sets that is an extension of Hahn-Banach separation theorem. We provide some consequences in optimization, in particular the existence of singular multipliers and show the relation of our...

IN this paper firstly, we obtain convergence results for a sequence of minimal elements of sets under assumptions of minimal character. Then, we present similar results for suitable notions of approximate minimal elements of sets.

Apres un rappel synthetique des differents concepts d'exogeneite dans les cadres stationnaire et non stationnaire (predetermination, exogeneite stricte, exogeneite faible, exogeneite forte, super exogeneite, exogeneite de cointegration), nous examinons les conditions d'exogeneite faible...

This paper investigates ; differences in educational attainment of first and second generation immigrants and native born individuals in Australia by using Australian Youth Survey (AYS) data combined with Australian Census data.