1 - 4 of 4 articles
Majority coalitions are formed such that they can redistribute incomes to their favour. When inequality is to be increased in the interest of some, coalition partners must be found by compensation schemes. Compensation minimisation is shown to lead to the coalition partners being either a...
Using numerical simulation, recent research on the properties of unit root tests in the presence of generalised autoregressive conditional heteroskedasticity (GARCH) is extended. The principal development concerns consideration of relative properties of linear and non–linear unit root tests in...
This paper investigates producer–consumer price volatility in four meat markets in Greece: beef, lamb, pork and poultry. The methodology followed in this paper to measure price volatility is that of the diagonal VEC (DVEC) model of Bollerslev et al. (1988) while that of decomposing the estimated...
This paper examines the time–series relation between the price–earnings (P/E) multiple and market volatility for the G–7 markets. If investors are risk–averse agents and demand a higher required rate of return to take on more risk, then we should expect P/E to be inversely related to volatility....
Read and print from thousands of top scholarly journals.
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Sign Up Log In
To subscribe to email alerts, please log in first, or sign up for a DeepDyve account if you don’t already have one.
To get new article updates from a journal on your personalized homepage, please log in first, or sign up for a DeepDyve account if you don’t already have one.