Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Alexis Montecinos"'
Publikováno v:
The European Journal of Finance. 28:801-824
Our paper documents that capital utilization and short-term debt are procyclical. We show that a strong positive relationship exists both at the aggregate and firm levels, and it persists even when...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6e6e337157702e727b987cbe0ac0e6c8
https://doi.org/10.1080/1351847x.2021.1924215
https://doi.org/10.1080/1351847x.2021.1924215
Autor:
Javier Cortés Orihuela, Juan D. Díaz, Pablo Gutiérrez Cubillos, Alexis Montecinos, Pablo A. Troncoso, Gabriel I. Villarroel
We estimate spatially disaggregated measures of intergenerational mobility in Chile through an administrative dataset linking children’s and their parents’ earnings from the formal private labour sector. We report remarkable heterogeneity as we f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e2d35050a94ae1acae74d248ce1367ca
Publikováno v:
The European Journal of Finance. 26:443-460
We evaluate the impact of risk aversion and money illusion in the equity and options markets when the expected dividend growth rate is endogenously determined as a function of the dividend-price ra...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::972f5255550f3dcd27b60397296a120f
https://doi.org/10.1080/1351847x.2019.1687098
https://doi.org/10.1080/1351847x.2019.1687098
Dynamic Stochastic General Equilibrium Models : Real Business Cycles Models: Closed and Open Economy
This textbook guides the student step-by-step in developing and solving a DSGE (Dynamic Stochastic General Equilibrium) model–not only from the technical and conceptual aspects but also through the simulation process of each model. Characterized by
Publikováno v:
Pacific-Basin Finance Journal. 68:101518
Based on the rare disasters literature of Barro and Ursua (2008), Barro and Ursua (2009), and Barro and Jin (2011), we show that the predictability of the S&P500 returns increases substantially when we control the regressions for major historical eve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1f795e2bb404fee16086065cf5212d34
https://doi.org/10.1016/j.pacfin.2021.101518
https://doi.org/10.1016/j.pacfin.2021.101518
Publikováno v:
Journal of Economic Dynamics and Control. 111:103796
We investigate the performance of machine-learning software and hardware for quantitative economics. We show that the use of machine-learning software and hardware can significantly reduce computational time in compute-intensive tasks. Using a sovere
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c5edc600d71c5bf31604271ff04ce6d5
https://doi.org/10.1016/j.jedc.2019.103796
https://doi.org/10.1016/j.jedc.2019.103796
Publikováno v:
SSRN Electronic Journal.
Our paper documents procyclical behavior between capital utilization and short-term debt. This strong positive relationship persists even when we control the regressions for firm size, profits, and growth, attesting to the robustness of our findings.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c1f826d385bb47002e2579e9d32f46fa
https://doi.org/10.2139/ssrn.3293949
https://doi.org/10.2139/ssrn.3293949