This paper sets out to analyze gender behavior in the Brazilian labor market as a result of the economic effects of the COVID-19 pandemic. It focuses on job destruction and creation during the lockdown and implementation of social distancing throughout 2020. To do so, it uses the New General...

Proper measurement and aggregation of trade costs is of paramount importance for sound academic and policy analysis of the determinants - particularly those of policy - of economic outcomes. The international trade profession has witnessed significant new developments, both on the theoretical...

We propose a novel decomposition of the input-output linkage impact into linkage efficiency and linkage strength. We show that, for standard multisectoral models, countries' GDP growth rates are related to the average total backward linkages in the economy, which we call linkage strength, and to...

I decompose the expected return difference between cross-asset time series momentum and time series momentum into market timing and risk premium components, and show that market timing accounts for 71–79% of the difference. I thus show that two recent critiques of time series momentum do not...

This paper introduces a new Empirical Mode Decomposition (EMD) Python package called AdvEMDpy that is demonstrably more flexible and which generalises in numerous important ways the existing EMD packages available in Python, R, and MATLAB. The extensions introduced by this AdvEMDpy package both...

This paper is a contribution to the literature on efficient assignment of liabilities for accidental losses arising out of two party interactions involving negative externalities. The objective is to examine the requirements that efficiency imposes on rules for the assignment of liabilities for...

We theoretically show that there is a fundamental disconnect between the disposition effect, i.e., investors’ tendency to sell winning assets too early and losing assets too late, and its common empirical measure, namely a positive difference between the proportion of gains and losses...