Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Rafi Eldor"'
Autor:
Rafi Melnick, Rafi Eldor
Publikováno v:
SSRN Electronic Journal.
This study explores the impact of terrorist attacks on the European and US stocks markets after the upsurge of attacks that started in November 2015 in Paris. Applying the methodology developed in Eldor and Melnick (2004), we find that these terroris
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e07552ce3e04e98fbff2fd4beda1070b
https://doi.org/10.2139/ssrn.3176509
https://doi.org/10.2139/ssrn.3176509
Autor:
Rafi Melnick, Rafi Eldor
Publikováno v:
European Economic Review. 54:963-973
This study investigates the role of the media to the impact of terrorism on the economy. A unique data set of 3045 articles published in major Israeli newspapers covering 180 terrorist attacks was used to evaluate their impact on the Tel Aviv stock m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::99c53c768f8f756f4c100b66dc84a3b8
https://doi.org/10.1016/j.euroecorev.2010.03.004
https://doi.org/10.1016/j.euroecorev.2010.03.004
Publikováno v:
Journal of Banking & Finance. 30:2025-2040
This paper examines the contribution of market makers to the liquidity and the efficiency of the options market in a unique setup of an order-driven computerized trading system, in which market makers and other participants operate under equitable co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dc21bd52f51b47a406a186ea412ef3e7
https://doi.org/10.1016/j.jbankfin.2005.05.019
https://doi.org/10.1016/j.jbankfin.2005.05.019
Publikováno v:
Journal of Business. 79(4):2067-2098
We investigate nontradable and tradable identical Treasury derivatives. The nontradability premium is statistically and economically significant, and it covaries positively with interest rate volatility and relative tightness in the markets. Our data
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e2bf0efcc873983117e2ae04ec086293
Autor:
Rafi Eldor, Rafi Melnick
Publikováno v:
European Journal of Political Economy. 20:367-386
This paper uses daily data to analyze how stock and foreign exchange markets react to terror. The data distinguishes location, type of attack and target, number of casualties, and the number of attacks per day for 639 terror attacks between 1990 and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e3868597f7d58b94ab149609a24377d6
https://doi.org/10.1016/j.ejpoleco.2004.03.002
https://doi.org/10.1016/j.ejpoleco.2004.03.002
Autor:
Rafi Eldor, Itzhak Zilcha
Publikováno v:
Economica. 71:141-153
We consider competitive firms operating under price uncertainty when taxation is asymmetric (i.e. profits are taxed at a higher rate than losses are compensated). In the absence of risk sharing tools, the larger 'gap' in taxation may either lower or
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::57a29eaf8989077da287c9abfc8e4322
https://doi.org/10.1111/j.0013-0427.2004.00361.x
https://doi.org/10.1111/j.0013-0427.2004.00361.x
Autor:
Rafi Eldor, Itzhak Zilcha
Publikováno v:
Journal of Economics and Business. 54:345-356
The paper studies the effect of tax asymmetry on (risk neutral) competitive firm’s production and optimal hedging behavior under price uncertainty. Assuming that the tax rate on profits is higher than the compensation rate for losses, we show that:
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c603b30c6d3dcb9d55c3bb9c83e6e47
https://doi.org/10.1016/s0148-6195(02)00065-6
https://doi.org/10.1016/s0148-6195(02)00065-6
Publikováno v:
The Journal of Finance. 56:789-805
The purpose of this paper is to examine the effect of illiquidity on the value of currency options. We use a unique data set which allows us to explore this issue in special circumstances where options are issued by a central bank and are not traded
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9c6e25f6a42253ef0f9fcfe666ad6ef4
https://doi.org/10.1111/0022-1082.00346
https://doi.org/10.1111/0022-1082.00346
Publikováno v:
Journal of Business Administration Research. 1
This paper uses a unique data set and advanced econometric methods to examine the effect of terrorism on financial markets of both sides of the barricade in the Israeli-Palestinian conflict. The main finding are: (1) Real economies on both sides suff
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0405e98577b604f03c1233b794acae21
https://doi.org/10.5430/jbar.v1n2p18
https://doi.org/10.5430/jbar.v1n2p18
Publikováno v:
Review of Law & Economics. 5
Tax planning is an area of growing interest and this paper is an attempt to contribute to the small formal literature on this topic. The paper analyzes the case of tax planning that manipulates the tax system to impose lower effective tax rates on ga
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::da1728d622191668fe9a0d278c70f55c
https://doi.org/10.2202/1555-5879.1298
https://doi.org/10.2202/1555-5879.1298