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194,483 research outcomes, page 1 of 19,449
  • publication . Article . Preprint . Research . 2011
    Open Access
    Authors:
    Deryugina, Elena B.; Ponomarenko, Alexey A.;
    Publisher: Elsevier BV

    We examine the drivers behind loan supply fluctuations in Russia using Bayesian vector autoregressive model with sign restrictions on impulse response functions. We identify two types of structural innovations: loan supply shock and monetary stance shock. We find that c...

  • publication . Report . Article . 2014
    Open Access English
    Authors:
    Dennis De Clerck; Erik Demeulemeester;
    Publisher: Leuven (Belgium)

    Due to the extensive timeframes and the transfer of risk towards the preferred special purpose vehicle, there is more value at stake in public-private partnership projects in relation to traditional public procurement projects. The contractual complexity and the high bi...

  • publication . Preprint . Article . 2013
    Open Access English
    Authors:
    Martin Gremm;

    We propose a random walk model of asset returns where the parameters depend on market stress. Stress is measured by, e.g., the value of an implied volatility index. We show that model parameters including standard deviations and correlations can be estimated robustly an...

  • publication . Article . Other literature type . 2018
    Open Access
    Authors:
    Benjamin Alarie; Anthony Niblett; Albert Yoon;
    Publisher: University of Toronto Press Inc. (UTPress)

    Artificial intelligence is exerting an influence on all professions and industries. We have autonomous vehicles, instantaneous translation among the world’s leading languages, and search engines th...

  • publication . Research . Article . 2015
    Open Access English
    Authors:
    Josep Oriol Escardibul Ferrr; Nehal Helmy;
    Publisher: Institut d’Economia de Barcelona

    An effective institutional structure is a crucial tool for having a highly functioning education system and consequently, economic growth and development. We analyse the effects of decentralisation and school autonomy on the quality of education in two MENA countries (J...

  • publication . Preprint . Article . 2002
    Open Access
    Authors:
    Burton Hollifield; Robert A. Miller; Patrik Sandas; Joshua Slive;

    We model a trader’s decision to supply liquidity by submitting limit orders or demand liquidity by submitting market orders in a limit order market. The best quotes and the execution probabilities and picking off risks of limit orders determine the price of immediacy. T...

  • publication . Article . 2005
    Open Access
    Authors:
    T. Clifton Clifton Green;
    Publisher: Cambridge University Press (CUP)

    <jats:title>Abstract</jats:title><jats:p>Early access to stock recommendations provides brokerage firm clients with incremental investment value. After controlling for transaction costs, purchasing (selling) quickly following upgrades (downgrades) results in average two...

  • publication . Preprint . Article . 2013
    Open Access
    Authors:
    Fabrizio Colonna; Stefania Marcassa;

    Women�s labor force participation is lowest in Italy among the OECD countries. Moreover, the participation rate of married women is positively correlated with their husbands' income. We show that high tax rates together with tax credits and transfers raise the burden ...

  • publication . Article . 2018
    Open Access
    Authors:
    Xinyu Zhang; Chu-An Liu;
    Publisher: Cambridge University Press (CUP)

    This paper considers the problem of inference for nested least squares averaging estimators. We study the asymptotic behavior of the Mallows model averaging estimator (MMA; Hansen, 2007) and the jackknife model averaging estimator (JMA; Hansen and Racine, 2012) under th...

  • This paper examines the effects of European Commission’s (EC) new leniency program on the EC’s capabilities in detecting and deterring cartels. As a supplementary analysis, the US leniency is studied. I discuss a dynamic model of cartel formation and dissolution to ...

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