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Economic insecurity during the COVID-19 pandemic : insights from the Great Recession

Clyne, Dawnelle V.; Smith, Trenton G. - In: New Zealand economic papers 56 (2022) 1, pp. 81-89

Persistent link: https://www.econbiz.de/10013177826

¿Por qué los países latinoamericanos sufren un estancamiento económico de largo plazo? : un estudio a partir de los casos de Argentina, Brasil y México

Salama, Pierre - In: El trimestre económico 87 (2020) 4/348, pp. 1083-1132

Persistent link: https://www.econbiz.de/10013166016

¿Qué tan sensibles son los mercados financieros al brote por COVID-19? : evidencia de los mercados de Estados Unidos y Colombia

Ramírez Quintero, James Duvan; Marulanda Piedrahita, … - In: Revista de métodos cuantitativos para la economía y … 36 (2023), pp. 1-23

COVID-19 pandemic on the dates of study, as the main result it is obtained that in general there is a very high volatility …

Persistent link: https://www.econbiz.de/10014452083

Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates

Afzal, Alia; Sibbertsen, Philipp - In: Open Economies Review 34 (2022) 4, pp. 789-811

to the volatility estimator. Furthermore, the reduced memory estimates obtained by utilising an estimator accounting for …

Persistent link: https://www.econbiz.de/10015271520

Dampen macroeconomic volatility: A useful role of capital controls on international trade

Zehri, Chokri - In: Journal of Applied Economics 25 (2022) 1, pp. 907-935

Capital controls may adversely affect international trade. This study aims to demonstrate the usefulness of capital controls for reducing macroeconomic volatilities and then mitigating their negative effects on international trade. Using quarterly data, we applied a dynamic panel approach to a...

Persistent link: https://www.econbiz.de/10015334256

What drives risk in China's soybean futures market? Evidence from a flexible GARCH-MIDAS model

Wang, Xinyu; Zhang, Lele; Cheng, Qiuying; Shi, Song; … - In: Journal of Applied Economics 25 (2022) 1, pp. 454-475

Modeling futures market risk simultaneously influenced by macro low-frequency information and daily risk factors is a valuable challenge. We propose a new general framework for it based on the flexible GARCH-MIDAS model. It uses a skewed t distribution to describe the asymmetry of long and short...

Persistent link: https://www.econbiz.de/10015334261

The case for fiscal rules

Badinger, Harald; Reuter, Wolf Heinrich - 2015

Persistent link: https://www.econbiz.de/10011347885

Linking Small Farmers to the Market

Umali-Deininger, Dina - In: Development Outreach 10 (2008) 3, pp. 31-44

The private sector can help smallholders to participate in modern supply chains. This type of collaboration will be critical to agricultural development.

Persistent link: https://www.econbiz.de/10015360042

Small States Face Big Challenge

Venner, Dwight - In: Development Outreach 11 (2009) 3, pp. 25-28

Which conclusions can be drawn from the experience of small states, such as the Eastern Caribbean Currency Union(ECCU), to prepare and mitigate the impact of financial and economic crises?

Persistent link: https://www.econbiz.de/10015360088

Crises, Volatility, and Growth

Kharroubi, Enisse - In: The World Bank Economic Review 21 (2007) 3, pp. 439-460

and risk premium being actuarially fair). These two sources of aggregate volatility reduce growth through independent … channels; the probability of a run reduces the average return on the entrepreneur's projects, whereas the volatility R 2 r on … and Different Volatility Measures Dependent variable: GDP per capita growth Regression 1 Log of initial GDP per capita …

Persistent link: https://www.econbiz.de/10015360557