Search Results - subject:"Stylized Facts"

Monetary policy in advanced and emerging economies

Serletis, Apostolos; Dery, Cosmas - In: Macroeconomic dynamics 29 (2025), pp. 1-29

Persistent link: https://www.econbiz.de/10015610076

Reproducing the stylized facts that motivate models of international trade with heterogeneous firms

Riaño, Alejandro - In: The journal of economic education : JEE 56 (2025) 2, pp. 139-153

Persistent link: https://www.econbiz.de/10015533099

Revisiting Cont's stylized facts for modern stock markets

Ratliff-Crain, Ethan; Van Oort, Colin M.; Koehler, … - In: Quantitative finance 25 (2025) 9, pp. 1343-1373

Persistent link: https://www.econbiz.de/10015534196

Preferences for redistribution : two decades of gender gaps and generational differences in Europe

Bozzano, Monica; Scabrosetti, Simona - 2024

Persistent link: https://www.econbiz.de/10014547074

Stylized facts, volatility dynamics and risk measures of cryptocurrencies

Bruzgė, Rasa; Černevičienė, Jurgita; … - In: Journal of business economics and management 24 (2023) 3, pp. 527-550

This study explores the stylized facts, volatility clustering, other highly irregular behaviour, and risk measures of … detailed comparative analysis with tech-stocks. Comprehensive research on stylized facts confirmed high risk for both …

Persistent link: https://www.econbiz.de/10014420375

Reproducing the stylized facts that motivate models of international trade with heterogeneous firms using the World Bank Enterprise Surveys

Riaño, Alejandro - 2023

(WBES) to reproduce the stylized facts that characterize firm heterogeneity and its relationship with global engagement, as … 150 countries since 2002, they offer an unique opportunity to evaluate the extent to which the stylized facts established …

Persistent link: https://www.econbiz.de/10014443838