Showing 177,991 - 178,000 of 178,599
This article examines food price volatility in Greece and how it is affected by short-run deviations between food … positive effect between the deviations and food price volatility. The results are highly important for producers and consumers … because higher volatility augments the uncertainty in the food markets. Once the participants receive a signal that the food …
Persistent link: https://www.econbiz.de/10008853626
We analyze the puzzling behavior of the volatility of individual stock returns over the past few decades. The … literature has provided many different explanations to the trend in volatility and this paper tests the viability of the … volatility over time lend themselves to explanations about the difference in volatility levels between firms in the cross …
Persistent link: https://www.econbiz.de/10008853874
We use a Dixit-Stiglitz setting to show that aggregate productivity fluctuations can be generated through changes in the dispersion of firms' productivity. When the elasticity of substitution among goods is larger than one, an increase in the dispersion raises aggregate productivity because...
Persistent link: https://www.econbiz.de/10008854414
volatility and (the lack of) persistence implies that when one excludes volatile items relevant information is likely to be … volatility and persistence. The evidence shows that such measures far outperform those based on either volatility or persistence …
Persistent link: https://www.econbiz.de/10011144610
Countries with strong executive constraints have lower growth volatility but similar average growth to those with weak … in inflows when strong executive constraints are adopted in terms of the reduction in the volatility in productivity …
Persistent link: https://www.econbiz.de/10011145416
This paper investigates the impact of both exchange rate and futures price volatility on bilateral cereals exports from … negative impact on French cereals trade. Surprisingly, we nd also that higher futures price volatility is associated with …, we nd that realized futures price volatility has a significant and positive impact on French exports of four commodities …
Persistent link: https://www.econbiz.de/10011147847
This paper investigates the social preferences over labor market exibility, in a general equilibrium model of dynamic labor demand. We demonstrate that how the economy responds to productivity shocks depends on the power of labor to extract rents and on the status quo level of the firing cost....
Persistent link: https://www.econbiz.de/10011148611
__Abstract__ The empirical properties of stock returns are studied for 10 companies listed at the Suriname Stock Exchange (SSE), which is a young and growing stock market. Individual stock returns are found to be predictable from the own past to some extent, but the equal-weighted index returns...
Persistent link: https://www.econbiz.de/10011149293
is an augmented intergenerational income mobility model that includes controls for income volatility. I measure income … volatility at the family level in two ways: (1) instability as measured by squared deviations around a family-specific mean; and … (2) instability as percentage changes of 25 % or more. Volatility enters the model both separately and interacted with …
Persistent link: https://www.econbiz.de/10011151074
After more than 10 years since the establishment of the Shanghai Cooperation Organization (SCO), this paper studies how variances and correlations have evolved in four SCO countries’ equity markets (China, Kazakhstan, Mongolia, and Russia) relative to Japanese, US and EU markets. We focus on...
Persistent link: https://www.econbiz.de/10011151919