Results 61 to 70 of about 101,665 (209)
Arbitrages and Arrow-Debreu Prices [PDF]
The goal of this work is to check that there are no arbitrage opportunities in the CBOE market for S&P500 options and to extract from these options’ quotes the state-price density consistent with the Merton model.
Gaia Barone
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A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area [PDF]
This paper, by the estimation of a structural VAR model on aggregate data from 1980 to 2002, examines the macroeconomic effects of an unexpected change in monetary policy on the euro area.
Matteo Luciani
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POLITICA ECONOMICA, CRECIMIENTO Y DESARROLLO HUMANO: PRINCIPALES RELACIONES
Tendencias, 2013 Temas principales en relación con decisiones de política macroeconómica, condiciones económicas nacionales, y nexos de esos tópicos con el crecimiento económico y el desarrollo humano, son abordados aquí, en especial desde la óptica de los países ...
Giovanni Reyes
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Quantile Regression Evidence on Italian Education Returns [PDF]
This study intends to provide some updated empirical evidence on Italian Education Returns through Quantile Regression. Such a methodology enables us to explore the (Quantile Treatment) Effect of Schooling on the (shape of) income conditional ...
Pamela Giustinelli
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THE FIRST PRIVATIZATION: SELLING SOEs AND PRIVATIZING PUBLIC MONOPOLIES IN FASCIST ITALY (1922-1925) [PDF]
Italys first Fascist government applied a large-scale privatization policy between 1922 and 1925. The government privatized the state monopoly of match sale, eliminated the State monopoly on life insurances, sold most of the State-owned telephone ...
Germa Bel
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An Equilibrium Model of Lumpy Housing Investment [PDF]
We formulate and solve a dynamic general equilibrium model with heterogeneous agents and lumpy housing adjustment at the household level. We use the model to ask a simple question: how does the microeconomic lumpiness of housing adjustment affect the ...
Marina Pavan, Matteo Iacoviello
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Trade and Business-Cycle Comovement: Evidence from the EU [PDF]
This paper is an empirical study of the determinants of business-cycle comovement. Using a panel of European countries (1972-2004) it is found that bilateral trade intensity is a robust determinant of real comovement in Europe, this confirming the ...
Luigi Bocola
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Economic Integration, International Conflict and Political Unions [PDF]
This article studies the interactions among economic integration, international conflict, and the formation and breakup of political unions. Economic integration reduces the importance of political size, while international conflict increases it.
Enrico Spolaore
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Cultura economica e sviluppo sociale: la proposta politica di Nitti
Cercles: revista d'Història Cultural, 2016 .
Marco Paolino
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