Results 141 to 150 of about 87,733 (349)
Spanish stock returns, growth, and inflation, 1900–2020
The Economic History Review, EarlyView.Abstract This paper studies equity returns in the Madrid Stock Exchange and their connections with the macroeconomy from the emergence of a stock market around 1900 to its ‘big bang’ at the turn of the twenty‐first century. Using high‐quality data from primary sources and the methodology of the modern IBEX35 (published since 1987), we constructed an ...
Stefano Battilossi +2 more
wiley +1 more source
The Von Neumann–Morgenstern Curve and Bank Capital Adequacy Penalties—An Empirical Analysis
EconomiesThe risk of lending money collected from savers is that it leaves banks liable to default with depositors if events (and hence repayment demands) become ‘abnormal’.
Thomas Draper, Stefano Cavagnetto
doaj +1 more source
The Economic History Review, EarlyView.Abstract We develop new datasets of monthly grain prices in 14 urban markets and of the storage and marketing of grain by 5 rural estates located in western Germany between the late seventeenth century and c. 1860. We explore whether observed patterns of monthly prices, sales, and storage of grain are consistent with the rational competitive storage ...
Matthias Hartermann +2 more
wiley +1 more source
Financial stability, new macro prudential arrangements and shadow banking: regulatory arbitrage and stringent Basel III regulations [PDF]
Despite Basel III’s efforts to address capital and liquidity requirements, will the risks linked to regulatory arbitrage increase as a result of Basel III’s more stringent capital and liquidity rules? As well as Basel III reforms which are geared towards
Ojo, Marianne
core +1 more source
The commercialization of labour markets: Evidence from wage inequality in the Middle Ages
The Economic History Review, EarlyView.Abstract This paper moves beyond the focus on ‘average’ wage trends in pre‐industrial economies by examining the broad diversity of pay rates and forms of remuneration across occupations and regions in medieval England. We find that whilst some workers enjoyed substantial growth in wage rates after the Black Death, there was a large group who ...
Jordan Claridge +2 more
wiley +1 more source
Essays on Arbitrage Pricing Theory and Systemic Risk Modeling [PDF]
, 2015 Meriton Ibraimi
openalex +1 more source
Autoregressive multifactor APT model for U.S. Equity Markets [PDF]
Arbitrage Pricing Theory is a one period asset pricing model used to predict equity returns based on a multivariate linear regression. We choose three sets of factors – Market specific, firm specific, and an autoregressive return term to explain returns ...
Malhotra, Karan
core +1 more source
European Management Review, EarlyView.Abstract The last decade has witnessed increased demand by employers and workers for greater flexibility, especially regarding remote and hybrid work. There has therefore been a substantial increase in academic interest in coworking, including within business and management studies. We conduct a systematic literature review of research on coworking and
Jennifer Johns +5 more
wiley +1 more source