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681,703 research outcomes, page 1 of 68,171
  • publication . Article . Report
    Open Access
    Authors:
    Pablo Antolin;
    Publisher: Elsevier BV

    Ce rapport fournit une analyse par pays des performances d‘investissement ajustees en fonction du risque et en utilisant des mesures de performance standards. Le rapport decrit egalement les fonds de pensions privees dans le monde et les regulations auxquels les fonds d...

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  • publication . Article . 2020
    Open Access
    Authors:
    Akvile Bertasiute; Domenico Massaro; Matthias Weber;
    Publisher: Elsevier BV

    We analyze different behavioral models of expectation formation in a multi-country New Keynesian currency union model. Our analyses yield the following robust results. First, economic integration is of crucial importance for the stability of the economic dynamics in a c...

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  • publication . Article . Preprint . 2018
    Open Access
    Authors:
    Raymond Brummelhuis; Zhongmin Luo;
    Persistent Identifiers
    Publisher: Elsevier BV

    Absence-of-Arbitrage (AoA) is the basic assumption underpinning derivatives pricing theory. As part of the OTC derivatives market, the CDS market not only provides a vehicle for participants to hedge and speculate on the default risks of corporate and sovereign entities...

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  • publication . Article . Research . Preprint . 2010
    Open Access
    Authors:
    Nikolay Gospodinov; Raymond Kan; Cesare Robotti;
    Persistent Identifiers
    Publisher: Elsevier BV
    Project: SSHRC

    We provide an in-depth analysis of the theoretical and statistical properties of the Hansen-Jagannathan (HJ) distance that incorporates a no-arbitrage constraint. We show that for stochastic discount factors (SDF) that are spanned by the returns on the test assets, test...

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  • publication . Preprint . Book . Other literature type . Article . Research . 2010
    Open Access
    Authors:
    Sai Ding; Alessandra Guariglia; John Knight;

    We use a panel of over 120,000 Chinese firms of different ownership types over the period 2000-2007 to analyze the linkages between investment in fixed and working capital and financing constraints. We find that those firms characterized by high working capital display ...

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  • publication . Article . undefined
    Restricted
    Authors:
    Joseph Nichols; Gregory Elliehausen;
    Persistent Identifiers
    Publisher: Elsevier BV
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  • publication . Preprint . Article . 2013
    Open Access English
    Authors:
    Umakant Mishra;
    Persistent Identifiers

    Comment: Published in TRIZsite Journal, June 2005, also available at http://papers.ssrn.com/abstract=932276

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  • publication . Article
    Restricted
    Authors:
    Dennis Nsafoah; Apostolos Serletis;
    Publisher: Springer Science and Business Media LLC

    Abstract This paper explores for spillovers from monetary policy in the United States to a number of advanced countries, namely Canada, Denmark, the Eurozone, Japan, Sweden, Switzerland, and the United Kingdom. We use monthly data, from January 1997 to December 2017, an...

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  • publication . Preprint . Research . Article . Report . 2011
    Open Access
    Authors:
    Antonio Ciccone; Giovanni Peri;

    We find that over the period 1950–1990, states in United States absorbed increases in the supply of schooling due to tighter compulsory schooling and child labor laws mostly through within-industry increases in the schooling intensity of production. Shifts in the indust...

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  • publication . Other literature type . Research . Preprint . Article . 2010
    Open Access
    Authors:
    Massimiliano Caporin; Michael McAleer;
    Publisher: Wiley

    The management and monitoring of very large portfolios of financial assets are routine for many individuals and organizations. The two most widely used models of conditional covariances and correlations in the class of multivariate GARCH models are BEKK and DCC. It is w...

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681,703 research outcomes, page 1 of 68,171