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DP12684 Size Matters, if You Control Your Junk 智库出版物
2018
作者:  Lasse Heje Pedersen
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Size  Size effect  Size anomaly  Small cap  Microcap  Quality  Junk  
DP12528 Sticky Expectations and the Profitability Anomaly 智库出版物
2017
作者:  David Thesmar;  Jean-Philippe Bouchaud;  Augustin Landier
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Sticky expectations  Profitability anomaly  
Temperature Anomalies, Radiative Forcing and ENSO 智库出版物
2017
作者:  Claudio Morana;  Giacomo Sbrana
JPEG(71Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/06/14
Temperature Anomaly  Global Warming  Warming Hiatus  Radiative Forcing  ENSO  El Niño  Conditional Heteroskedasticity  Semiparametric Dynamic Conditional Correlation Model  
DP10940 Risk Sharing in a World Economy with Uncertainty Shocks 智库出版物
2015
作者:  Robert Kollmann
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Consumption-real exchange rate anomaly  exchange rate  External balance  Risk appetite  Volatility shock  
DP10724 International Risk Sharing and Portfolio Choice with Non-separable Preferences 智库出版物
2015
作者:  Alan Sutherland
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Incomplete markets  international risk sharing  Backus-smith puzzle  Consumption-real exchange rate anomaly  Non-separable preferences  Portfolio choice  
How should macroeconomics be taught to undergraduates in the post-crisis era? A concrete proposal 智库出版物
2012
作者:  Wendy Carlin;  David Soskice
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
downside market risk  value stocks  value anomaly  
DP8810 Portfolio Allocation and International Risk Sharing 智库出版物
2012
作者:  Gianluca Benigno
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Consumption-real exchange rate anomaly  Incomplete financial markets  international risk sharing  Portfolio choice  
DP8613 Traded and nontraded goods prices, and international risk sharing: an empirical investigation 智库出版物
2011
作者:  Giancarlo Corsetti;  Luca Dedola;  Francesca Viani
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Consumption-real exchange rate anomaly  Harrod-balassa-samuelson effect  Incomplete markets  International transmission mechanism  Terms of trade  
DP7621 Some Problems in the Testing of DSGE Models 智库出版物
2010
作者:  Patrick Minford;  Michael R. Wickens;  Vo Phuong Mai Le
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Anomaly  Boostrap  Dsge  indirect inference  Puzzle  Us-eu model  Var  Wald statistic  
DP7557 Short-Selling Bans around the World: Evidence from the 2007-09 Crisis 智库出版物
2009
作者:  Marco Pagano;  Alessandro Beber
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Anomaly  Bootstrap  Dsge  indirect inference  Puzzle  Us-eu model  Var  Wald statistic