Results 101 to 110 of about 11,077 (282)
How strong is the global integration of emerging market regions? An empirical assessment [PDF]
In recent years, various emerging market regions have actively taken part in the movements of globalization and world market integration. However, the process of financial integration appears to vary over time and differs significantly across emerging ...
Duc Khuong Nguyen, Khaled Guesmi
core
MathematicsPricing multi-peril agricultural insurance under compound climate hazards demands a framework that captures stochastic dependence among heterogeneous perils, accommodates non-stationary loss dynamics, and supports adaptive policy optimisation.
Yunjiao Pei +8 more
doaj +1 more source
American Journal of Agricultural Economics, EarlyView.Abstract Our general interest is in global trade loss from livestock pathogens, specifically exports. We adopt a causal inference approach that considers animal disease outbreaks over time as non‐staggered binary treatments with the potential for switching in (infection) and out of treatment (recovery) within the sample period. The outcome evolution of
Mohammad Maksudur Rahman +1 more
wiley +1 more source
Food inflation pass‐through from agricultural imports in a small open economy
American Journal of Agricultural Economics, EarlyView.Abstract This paper develops a new framework for quantifying cost pass‐through in a small open economy by estimating firm‐level markup responses to agricultural import price shocks. We show theoretically that markup adjustments depend on firms' reliance on imported inputs and demand curvature, generating heterogeneous inflationary effects across firm ...
Minseong Kang, Seungki Lee
wiley +1 more source
Common factors of the exchange risk premium in emerging European markets
Existing empirical evidence suggests that the Uncovered Interest Rate Parity (UIRP) condition may not hold due to an exchange risk premium. For a panel data set of eleven emerging European economies we decompose this exchange risk premium into an ...
Byrne, Joseph P, Nagayasu, Jun
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Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns [PDF]
Small businesses tend to be owned by wealthy households. Such entrepreneur households also own a large share of U.S. stock market wealth. Fluctuations in entrepreneurs’ hunger for risk could therefore help explain time variation in the equity premium ...
Mathias Hoffmann
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BarekengThe COVID-19 pandemic, first identified in China, rapidly spread worldwide and significantly impacted various sectors, including health and insurance.
Hamidah Qurrotun Nadwah +1 more
doaj +1 more source
Climate change and perennial crop production: Evidence of yield impact and adaptation in California
American Journal of Agricultural Economics, EarlyView.Abstract Perennial crops are economically important. They contribute to food security, providing essential nutrients that are often lacking in annual crops, and provide additional environmental benefits compared with annual crops. Despite their importance, empirical research on the impacts of climate change and adaptation on perennial crops remains ...
Yuanyuan Wen +2 more
wiley +1 more source
The 6D Bias and the Equity Premium Puzzle [PDF]
If decision costs lead agents to update consumption every D periods, then econometricians will find an anomalously low correlation between equity returns and consumption growth (Lynch 1996).
Xavier Gabaix, David Laibson
core
Estimating a latent risk premium in exchange rate futures
, 2018 Using exchange rates futures instead of forwards completes the maturity spectrum of the correlation between the spot return and the premium. The correlation decreases with increasing maturity, presumably due to a latent risk premium.
von Hagen, Jürgen +5 more
core +1 more source