Listar por tema "business cycle"
Mostrando ítems 1-7 de 7
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A Cross-Sectional Analysis of Growth and Profit Rate Distribution: The Spanish Case
MDPI (2022-03-14)We analyse the time evolution of the empirical cross-sectional distribution of firms’ profit and growth rates. In particular, we analyse the conditional properties of the empirical distributions depending on the size of ... -
Blessing or curse: The stabilizing role of remittances compared with other financial flows
SAGE Publications (2016)Flows of remittances to Pakistan are being increasingly viewed as a relatively attractive source of external finance, which can help to foster development and manage economic shocks. Remittances have become a major source ... -
El comercio de cabotaje del vino de Jerez en el siglo XIX: un análisis cuantitativo
Sociedad Española de Historia Agraria (2015-04)In this paper, we tackle the most relevant aspects of the evolution in the market for sherry wine by studying the coastal trade in the region of Cadiz during the period 1857-1900. We develop a database using the information ... -
Does socially responsible mutual fund performance vary over the business cycle? New insights on the effect of idiosyncratic SR features
Wiley (2018-09-26)This study analyses the performance and market timing of US socially responsible (SR) mutual funds in relation to business cycle regime shifts and different grouping criteria: Ethical strategy focus, SR attributes scores ... -
Firm–bank credit network, business cycle and macroprudential policy
Springer (2021-02-13)We present an agent-based model to study firm–bank credit market interactions in different phases of the business cycle. The business cycle is exogenously set, and it can give rise to various scenarios. Compared to other ... -
Idiosyncratic Volatility Shocks and Aggregate Fluctuations: An Appraisal of the Spanish Case
Universitat Jaume I (2016-06-14)The aim of this work is to find empirical evidence, in case it exists, about the granularity of the Spanish economy. The Granular Hypothesis (Gabaix 2011) has been tested for Spain between the years 1990 and 2014. For ... -
The evolution and heterogeneity of credit procyclicality in Central and Eastern Europe
John Wiley and Sons (2020-09-06)This article presents empirical estimates of bank credit procyclicality for a sample of 11 Central and Eastern European countries (CEECs) for the period 2000Q1–2016Q4. In the first step, we estimate a traditional‐type panel ...