Results 161 to 170 of about 810,945 (328)
Revised Estimates of Personal Sector Wealth for South Africa [PDF]
In common with many emerging market countries, South Africa’s government does not publish balance sheet wealth estimates on a market value basis, as produced in the U.S., U.K., Japan, and elsewhere.
Janine Aron, John Muellbauer
core
CAPM MODEL – APLICATION IN CAPITAL MARKET OF REPUBLIC OF SRPSKA
The CAPM model was introduced by Jack Treynor, William Sharpe, John Lintner and Jan Mossin independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory.
Goran Radivojac, M.Sc.
doaj
Abstract This paper employs machine learning to determine which preferential trade agreement (PTA) provisions are relevant to agricultural trade patterns and the factors that may influence their adoption. Utilizing the three‐way gravity model, we apply plug‐in Lasso regularized regression to pinpoint predictive PTA provisions for agricultural trade ...
Stepan Gordeev+3 more
wiley +1 more source
Return Predictability and Stock Market Crashes in a Simple Rational Expectations Model¤ [PDF]
This paper presents a simple rational expectations model of intertemporal asset pricing. It shows that state-independent heterogeneous risk aversion of investors is likely to generate declining aggregate relative risk aversion.
Erik Lüders, Günter Franke
core
Asset markets, tariffs, and political risk
Alan C. Stockman, Harris Dellas
openalex +1 more source
Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets [PDF]
Soosung Hwang, Stephen Satchell
openalex +1 more source
King and Cochrane: The technological treadmill and racial inequity in US agriculture
Abstract Between 1920 and 1969, the number of Black farmers in the US decreased from 14% of all operators to 4%. Using Martin Luther King Jr.'s critique of agricultural policy and Willard Cochrane's theory of the technological treadmill, we explore how racial discrimination was linked to policies that led to structural change in US agriculture.
Jared Hutchins, Jacopo De Marinis
wiley +1 more source
Liquidity and asset market dynamics [PDF]
We study economies with an essential role for liquid assets in transactions. The model can generate multiple stationary equilibria, across which asset prices, market participation, capitalization, output and welfare are positively related.
Guillaume Rocheteau, Randall Wright
core
Market Evidence on the Opaqueness of Banking Firms' Assets [PDF]
Mark J. Flannery+2 more
openalex +1 more source
Non‐Tariff Measures and U.S. Agricultural Exports
Abstract How much do non‐tariff measures (NTMs) affect U.S. agricultural exports? While countries maintain a large and diverse set of NTMs to safeguard the health of plants, animals, and humans, policymakers and regulatory bodies may neglect the impact these measures have on international trade.
Yunus Emre Karagulle+2 more
wiley +1 more source