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Brexit and uncertainty in financial markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - In: International Journal of Financial Studies : open … 6 (2018) 1, pp. 1-9

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to any significant changes in the degree of persistence of the FTSE (Financial Times Stock Index) 100 Implied Volatility Index (IVI) and of the British pound’s implied volatilities...

Persistent link: https://www.econbiz.de/10011857194

Brexit and uncertainty in financial markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to any significant changes in the degree of persistence of the FTSE 100 Implied Volatility Index (IVI) and of the British pound’s implied volatilities (IVs) vis-à-vis the main...

Persistent link: https://www.econbiz.de/10011789327

Brexit and uncertainty in financial markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to any significant changes in the degree of persistence of the FTSE 100 Implied Volatility Index (IVI) and of the British pound’s implied volatilities (IVs) vis-à-vis the main...

Persistent link: https://www.econbiz.de/10011793915

Brexit and uncertainty in financial markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018

Persistent link: https://www.econbiz.de/10011995622

For better or for worse? : state-level marital formation and risk sharing

Chami, Ralph; Hess, Gregory D. - 2002

wherin a state s representative individual may choose to marry in order to diversify his or her idiosyncratic income risk … undiversifiable risk becomes larger, and when a state s initial income and growth rate is lower. A test of the model s predictions …, using cross-sectional data for the 50 U.S. states, suggests that there is broad support for a risk sharing motive for …

Persistent link: https://www.econbiz.de/10011409730

For better or for worse? State-level maritual formation and risk sharing

Chami, Ralph; Hess, Gregory D. - In: Review of Economics of the Household 3 (2005) 4, pp. 367-385

Persistent link: https://www.econbiz.de/10003232325

Risk sharing of disaggregate macroeconomic and idiosyncratic shocks

Hess, Gregory D.; Shin, Kwanho - In: Journal of economic research 7 (2002) 1, pp. 1-40

Persistent link: https://www.econbiz.de/10001684572

Risk sharing by households within and across regions and industries

Hess, Gregory D.; Shin, Kwanho - In: Journal of monetary economics 45 (2000) 3, pp. 533-560

Persistent link: https://www.econbiz.de/10001482939

For better or for worse? : State-level marital formation and risk sharing

Chami, Ralph (contributor); Hess, Gregory D. (contributor) - 2002 - [Elektronische Ressource]

wherein a state's representative individual may choose to marry in order to diversity his or her idiosyncratic income risk … undiversifiable risk becomes larger, and when a state's initial income and growth rate is lower. A test of the model's predictious …, using cross - sectional data for the 50 U.S. states, suggests that there is broad support for a risk sharing motive for …

Persistent link: https://www.econbiz.de/10001768444

International and intranational risk sharing

Crucini, Mario J.; Hess, Gregory D. - In: Intranational macroeconomics : [a collection of 12 …, (pp. 37-59). 2000

Persistent link: https://www.econbiz.de/10001551670