Showing 1 - 10 of 96
It is well known that the Basel II Accord requires banks and other Authorized Deposit-taking Institutions (ADIs) to communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models, whether individually or as...
Persistent link: https://www.econbiz.de/10009207373
This paper focuses on the selection and comparison of alternative non-nested volatility models. We review the traditional in-sample methods commonly applied in the volatility framework, namely diagnostic checking procedures, information criteria, and conditions for the existence of moments and...
Persistent link: https://www.econbiz.de/10008642500
Number of siblings has previously been found to adversely affect earned income. However, we still lack understanding of whether nature or nurture drives this effect. We examine in detail the effects of having different kinds of siblings and find that the number of siblings one grew up with has a...
Persistent link: https://www.econbiz.de/10004972828
We investigate the relationship between intimate partner violence (IPV) and HIV among married women using Demographic and Health Survey data from ten sub-Saharan African countries, and find a strong association. The association is due to higher HIV risk among violent men; neither women’s...
Persistent link: https://www.econbiz.de/10011019107
Norwegian registry data is used to investigate the location decisions of a full population cohort of young adults as they complete their education, establish separate households and form their own families. We find that the labor market opportunities and family ties of both partners affect these...
Persistent link: https://www.econbiz.de/10009201040
This paper examines the potential effect of marital disruption on intergenerational earnings mobility.We observe the earnings of children born in 1960 and 1970 along with their biological fathers and mothers. The earnings mobility between sons and daughters relative to the earnings of their...
Persistent link: https://www.econbiz.de/10009358939
We study a setting with search frictions in the marriage market and with incomplete contracting inside the family. Everyone prefers a partner that has high income and is a perfect emotional match, but compromises must often be struck. A high income earner may abstain from marrying a low-income...
Persistent link: https://www.econbiz.de/10008876371
The demographic problems in developed countries are getting more and more important. Very low fertility rates especially among skilled individuals will soon become relevant for a country's economy. Also of importance is education of children. Since there is an increasing demand for skilled...
Persistent link: https://www.econbiz.de/10008462122
Marital splits may affect the economic well-being of families with children significantly. We study the economic effects of divorce in such families in Norway, using administrative information on more than 60,000 individuals. In the typical case, where the mother has custody, the mother (and...
Persistent link: https://www.econbiz.de/10009003089
In this paper we analyse determinants of marital dissolution. The focus is on the alleged influence from public transfers, including governmental transfers directed towards divorced families, child allowance, and child support awards. We use a Norwegian panel of 2.800 couples who were married in...
Persistent link: https://www.econbiz.de/10009003097