Results 141 to 150 of about 1,121,213 (302)
Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics [PDF]
This paper examines the effect of macroeconomic releases on stock market volatility through a Poisson-Gaussian-GARCH process with time varying jump intensity, which is allowed to respond to such information.
José Gonzalo Rangel
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, 1923 Discurso en la Cámara de Representantes acerca de la importancia del Colegio del Rosario para la nación colombiana.
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How Far Do Shocks Move Across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets [PDF]
This paper examines the level of interdependence and volatility transmission in global agricultural futures markets. We follow a multivariate GARCH approach to explore the dynamics and cross-dynamics of volatility across major exchanges of corn, wheat ...
Danilo R. Trupkin +2 more
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Optimal Fiscal Policy in a Small Open Economy and the Structure of International Financial Markets. [PDF]
This paper characterizes the behavior of debt and tax rates in a small open economy under both complete and incomplete markets. First, I show hat when the government follows an optimal fiscal policy and agents have access to complete markets, the value ...
Josué Fernando Cortés Espada
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, 1926 Discurso con motivo del segundo centenario de la canonización de San Luis Gonzaga. Fue pronunciado por don Ignacio Naranjo Arango.
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Explaining Taxes at the Upper Tail of the Income Distribution: The Role of Utility Interdependence [PDF]
Optimal tax theory has difficulty rationalizing high marginal tax rates at the upper end of the income distribution. In this paper, I construct a model of optimal income taxation in which agents’ preferences are interdependent.
Daniel Sámano
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, 1932 Papel. - Art?culo titulado DISCURSO publicado en EL SOL (MADRID). - Procedencia: fondo Manuel Garc?a Blanco. - Conservaci?n: Buena.
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On the dynamics of inflation persistence around the world [PDF]
We study the dynamics of inflation persistence in 45 countries for the period 1960-2008. We use a nonparametric unit root test robust to nonlinearities, error distributions, structural breaks and outliers, many of them typical features of inflation data,
Antonio E. Noriega, Manuel Ramos Francia
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