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Covid-19 time-varying reproduction numbers worldwide : an empirical analysis of mandatory and voluntary social distancing

Chudik, Alexander; Pesaran, M. Hashem; Rebucci, Alessandro - 2021

Persistent link: https://www.econbiz.de/10012498920

COVID-19 Time-varying Reproduction Numbers Worldwide : An Empirical Analysis of Mandatory and Voluntary Social Distancing

Chudik, Alexander; Pesaran, M. Hashem; Rebucci, Alessandro - National Bureau of Economic Research - 2021

government mandated isolation. Over our sample period, neither mutation nor vaccination are major factors, so one can attribute …

Persistent link: https://www.econbiz.de/10012510508

Firm heterogeneity and credit risk diversification

Hanson, Samuel G.; Pesaran, M. Hashem; Schuermann, Til - In: Journal of empirical finance 15 (2008) 4, pp. 583-612

Persistent link: https://www.econbiz.de/10003759687

Firm heterogeneity and credit risk diversification

Hanson, Samuel G. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002636144

Firm heterogeneity and credit risk diversification

Hanson, Samuel G. (contributor); … - 2005

This paper considers a simple model of credit risk and derives the limit distribution of losses under different assumptions regarding the structure of systematic and idiosyncratic risks and the nature of firm heterogeneity. The theoretical results obtained indicate that if firm-specific risk...