Showing 1 - 10 of 545
We propose a new Sharpe ratio index obtained from return and volatility spillover indices to individual assets from the whole financial system. We use our new approach to shed light on a new perspective on a hot topic examining the safe-haven assets after Covid-19. To do that, we compare both...
Persistent link: https://www.econbiz.de/10012882464
This review paper articulates the relationship between prediction market data and event studies, with a special focus on applications in political economy. Event studies have been used to address a variety of political economy questions - from the economic effects of party control of government...
Persistent link: https://www.econbiz.de/10010278809
This review paper articulates the relationship between prediction market data and event studies, with a special focus on applications in political economy. Event studies have been used to address a variety of political economy questions – from the economic effects of party control of...
Persistent link: https://www.econbiz.de/10009371908
occupational exposure to contagion driven by social contacts. I combined six indicators based on Occupation Information Network (O … cross-country differences in levels of exposure to contagion in comparable occupations. The resulting country-level measures … of levels of exposure to contagion (excluding health professions) predict the growth in COVID-19 cases, and the number of …
Persistent link: https://www.econbiz.de/10012269905
-contact route. We show that in Europe, women are more exposed to contagion, as they are more likely than men to work in occupations … important factor in workers' exposure to contagion than their education or age. This gender difference in exposure can be … require more interpersonal interactions. While workers in Southern European countries are the most exposed to contagion, the …
Persistent link: https://www.econbiz.de/10012270014
This study investigates whether exposure to peer depression in adolescence affects own depression in adulthood. We find a significant long-term depression peer effect for females but not for males in a sample of U.S. adolescents who are followed into adulthood. An increase of one standard...
Persistent link: https://www.econbiz.de/10012322479
contagion needs to be heterogeneous across India, depending on the ex-ante economic structure of a region. …
Persistent link: https://www.econbiz.de/10012597546
Starting from Professor Kornai´s assertion about the necessity to focus on the long-termperspectives of the transformation process, we analyze in this paper the Lisbon performanceof the countries of the European Union from such a long-term, structural perspective. Wepresent in a simple form the...
Persistent link: https://www.econbiz.de/10005861200
This paper assesses the dynamics of treatment effects arising from variation in the durationof training. We use German administrative data that have the extraordinary feature that theamount of treatment varies continuously from 10 days to 395 days (i.e. 13 months). Thisfeature allows us to...
Persistent link: https://www.econbiz.de/10005860581
We consider the identification of and inference on a partially linear model, when the outcome of interest and some of the covariates are observed in two different datasets that cannot be linked. This type of data combination problem arises very frequently in empirical microeconomics. Using...
Persistent link: https://www.econbiz.de/10013351769