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Individual mortality and macro-economic conditions from birth to death

Lindeboom, Maarten; Portrait, France; Berg, Gerard J. … - 2003

We analyze the effect of economic conditions early in life on individual mortality rate later in life, using business cycle conditions early in life as an exogenous indicator. Individual records from Dutch registers of birth, marriage, and death, covering a window of unprecedented size...

Persistent link: https://www.econbiz.de/10011334361

Individual mortality and macro-economic conditions from birth to death

Lindeboom, Maarten; Portrait, France; Berg, Gerard J. … - 2003

Persistent link: https://www.econbiz.de/10001883096

The non-parametric identification of the mixed proportional hazards competing risks model

Abbring, Jaap H.; Berg, Gerard J. van den - 2000

We prove identification of dependent competing risks models in which each risk has a mixed proportional hazard …

Persistent link: https://www.econbiz.de/10011303866

Asymmetric risk impacts of Chinese tourists to Taiwan

Chang, Chia-Lin; Hsu, Shu-Han; McAleer, Michael - 2018

source of international tourism. In order to understand the risk persistence of Chinese tourists, the paper investigates the …. The mean equations associated with GARCH(1,1), GJR(1,1) and EGARCH(1,1) are used to analyse the risk persistence of the …

Persistent link: https://www.econbiz.de/10011848107

The non-parametric identification of the mixed proportional hazards competing risks model

Abbring, Jaap H.; Berg, Gerard J. van den - 2000

Persistent link: https://www.econbiz.de/10001504333

Risk-averse and risk-seeking investor preferences for oil spot and futures

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013

Persistent link: https://www.econbiz.de/10010191274

Advances in financial risk management and economic policy uncertainty : an overview

Hammoudeh, Shawkat; McAleer, Michael - 2014

risk management, on robust properties of the SIML estimation of volatility under micro-market noise and random sampling …Financial risk management is difficult at the best of times, but especially so in the presence of economic uncertainty … and financial crises. The purpose of this special issue on "Advances in Financial Risk Management and Economic Policy …

Persistent link: https://www.econbiz.de/10010366930

Tourism stocks in times of crises : an econometric investigation of non-macro factors

Zopiatis, Anastasios; Savva, Christos S.; Lambertides, … - 2016

Following the recent terrorist attacks in Paris, the European media emphatically pronounced that billions of euros were wiped from tourism related stocks. This comes at a troublesome time for the tourism industry, in the midst of a global financial crisis, and the unpredictable rise of radical...

Persistent link: https://www.econbiz.de/10011566387

Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors

Zopiatis, Anastasios; Savva, Christos S.; Lambertides, … - 2017 - Revised: June 2017

Following the recent terrorist attacks in Paris, the European media emphatically pronounced that billions of Euros were wiped from tourism related stocks. The theoretical relationship of the industry with such unexpected non-macro incidents received moderate academic coverage. Nevertheless, the...

Persistent link: https://www.econbiz.de/10011658758

Structural and frictional unemployment in an equilibrium search model with heterogeneous agents

Koning, Pierre; Ridder, Geert; Berg, Gerard J. van den - 1995

Persistent link: https://www.econbiz.de/10000902081