Listar ECO_Articles por título
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Les fondements micro du changement structurel régional Que nous enseignent 25 ans de proximités ?
Armand Colin (2018)L’article étudie les contributions de vingt-cinq années de recherche sur les dynamiques de proximité au regard de leurs apports sur les fondements et l’analyse du changement régional. Il considère que, malgré des avancées ... -
Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data
Elsevier (2016)This paper adopts the Markov-switching multifractal (MSM) model and a battery of generalized autoregressive conditional heteroscedasticity (GARCH)-type models to model and forecast oil price volatility. Extending previous ... -
Forecasting Daily variations of Stock Index Returns with a Multifractal Model of Realized Volatility
John Wiley & Sons (2014-09)Multifractal models have recently been introduced as a new type of data-generating process for asset returns and other financial data. Here we propose an adaptation of this model for realized volatility. We estimate this ... -
Forecasting in a complex environment: Machine learning sales expectations in a stock flow consistent agent-based simulation model
Elsevier (2022-04-14)The aim of this paper is to investigate how different degrees of sophistication in agents’ behavioral rules may affect individual and macroeconomic performances. In particular, we analyze the effects of introducing into ... -
Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching
Elsevier (2016)The financial crisis has fueled interest in alternatives to traditional asset classes that might be less affected by large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at ... -
Foreign trade and economic growth in Spain (1900–2012): the role of energy imports
Springer International Publishing (2015)We take a long-term perspective (1900–2012) to examine the causal relationship between foreign trade and economic growth for Spain. Results from both Johansen’s (J Econ Dyn Control 12:231–254, 1988) and Toda and Yamamoto’s ... -
Foreign versus Indigenous Innovation and Energy Intensity: Further Research across Chinese Regions
Elsevier (2016-01-15)The aim of this work is to analyze the role played by both foreign and indigenous innovation on energy intensity as well as the possible interactions between them across 30 Chinese regions. In addition, we disaggregate ... -
Fragmentation and parts and components trade in the Western Balkan countries
Taylor & Francis (2013)As a consequence of the increasing globalization and integration of the world’s markets, there has been an intensive process of international fragmentation of the production over the last few decades. This phenomenon ... -
Framing and repetition effects on risky choices: A behavioural approach
Elsevier (2019-12-17)Framing effects play an important role in individual decision-making under risk. This investigation revisits framing effects caused by two versions of the choice list procedure, lottery vs. lottery (LL) and lottery vs. ... -
Free Trade Agreements, Institutions and the Exports of EasternPartnership Countries
Wiley (2015-06)Following popular protests at home and the fall of the government, Ukraine reversed course andjoined Georgia and Moldova in signing Association Agreements in June 2014. This article hastwo main aims. First, using a gravity ... -
Freedom of the press, inequality and environmental policy
Cambridge University Press (2020-12-01)This paper contributes to the literature on the determinants of environmental standards by studying the role of income inequality and freedom of press. Given that evidence of the environmental Kuznets curve has only been ... -
From banks' strategies to financial (in)stability
Elsevier (2017-01)This paper aims to shed light on the emergence of systemic risk in credit systems. By developing an interbank market with heterogeneous financial institutions granting loans on different network structures, we investigate ... -
From bond yield to macroeconomic instability: A parsimonious affine model
Elsevier (2017-11-01)We present a hybrid Heston model with a common stochastic volatility to describe government bond yield dynamics. The model is analytically tractable and, therefore, can be efficiently estimated using the maximum likelihood ... -
From financial instability to green finance: the role of banking and credit market regulation in the Eurace model
Springer (2019-03)We investigate appropriate banking and regulatory policies aimed at pushing the banking sector to shift from speculative lending, the cause of asset bubbles and economic crises, to green investments lending, so as to foster ... -
El fruto de la inseguridad. Vino, contrato óptimo y derechos de propiedad en Cataluña (1898–1935)
Cambridge University Press (2017)Most of the Catalan vineyards were cultivated by means of sharecropping contracts that granted the sharecropper ownership rights over the land. This paper maintains that the “ bundle of rights ” view of property is ... -
FTX’s downfall and Binance’s consolidation: The fragility of centralised digital finance
Elsevier ScienceDirect (2023-07-16)This paper investigates the causes and the consequences of the FTX digital currency exchange’s failure in November 2022. Analysing on-chain data, we report that FTX heavily relied on leveraging and misusing its native ... -
Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU
Elsevier (2024)The aim of this paper is to analyse how gas price shocks affect the real exchange rate (RER) and the current account (CA) for a panel of countries from the EU28. We estimate VAR models and account for the possibility of ... -
Gender and other moderators of giving in the dictator game: A meta-analysis
Elsevier (2022-04-23)Meta-analysis techniques are used to analyse behaviour in a set of 136 experimental dictator game conditions. The aim is to find the motivating factors of dictators’ generosity under diverse experimental treatments. For ... -
Gender Differences in Legal Disputes: The Case of French Labor Courts
Presses de Sciences Po (2019)Cet article porte sur les différences de genre dans les litiges prud’homaux en France. Nous réalisons une analyse empirique de données concernant la phase de conciliation préalable au procès et les décisions des juges lors ... -
Gender differences in ultimatum games: Despite rather than due to risk attitudes
Elsevier (2012)We analyze experimental data obtained from an ultimatum game framed as a situation of employee–employer negotiation over salaries. Parallel to this, we elicit subjects’ risk attitudes. In the existing literature, it has ...