Do migrant remittances affect household spending? Focus on wedding expenditures [0.03%]
移民的汇款影响家庭支出吗?主要集中于婚礼支出方面
Jakhongir Kakhkharov,Muzaffarjon Ahunov
Jakhongir Kakhkharov
We use nationally representative survey data and propensity score matching to investigate the impact of remittances from labor migrants on households' wedding expenditures. The investigation provides evidence that remittance-receiving house...
Progressivity and redistributive effects of income taxes: evidence from India [0.03%]
所得税的累进性和再分配效应:来自印度的证据
Gaurav Datt,Ranjan Ray,Christopher Teh
Gaurav Datt
We analyse the progressivity and redistributive effects of India's income tax system utilizing Income Tax Department data for 2011-18. By fitting Lorenz and tax concentration curves to these data, we find that despite exhibiting high levels...
Nonlinear examination of the 'Heat Wave' and 'Meteor Shower' effects between spot and futures markets of the precious metals [0.03%]
贵金属现货市场和期货市场间的“热浪”及“流星雨”非线性检验研究
Dejan Živkov,Slavica Manić,Ivan Pavkov
Dejan Živkov
This paper researches two volatility transmission phenomena that take place within ('heat wave') and between ('meteor shower') spot and futures markets of four precious metals-gold, silver, platinum and palladium. We create conditional vola...
Hyun Hak Kim
Hyun Hak Kim
The Korean consumer credit panel offers a well-organized set of microdata representing various characteristics of individual borrowers. To overcome the difficulty of fragmented microdata details, we construct a cluster of Korean consumers' ...
Disaggregating the impact of oil prices on European industrial equity indices: a spatial econometric analysis [0.03%]
基于空间计量经济学的石油价格对欧洲行业股票指数影响的分解分析
Syed Mujahid Hussain,Amjad Naveed,Sheraz Ahmed et al.
Syed Mujahid Hussain et al.
This study investigates the relationship between daily returns of oil and ten European industrial equity indices for the period 2008-2017 using the spatial econometric technique. In our settings, the historical co-movements of sectoral retu...
Economic impact payment, human mobility and COVID-19 mitigation in the USA [0.03%]
美国经济影响支付、人类流动性与COVID-19防控措施的影响关系分析
Ruohao Zhang
Ruohao Zhang
This paper studies the effect of the economic impact payment (EIP) on individual contributions to COVID-19 mitigation efforts in the USA, where the mitigation efforts are measured by the reduction of daily human mobility. I empirically esti...
The impact of economic uncertainty caused by COVID-19 on renewable energy stocks [0.03%]
COVID-19引发的经济不确定性对可再生能源股票的影响
Tiantian Liu,Tadahiro Nakajima,Shigeyuki Hamori
Tiantian Liu
By employing time-frequency-domain frameworks, this study analyzes the spillover effects of news-based economic uncertainty caused by the pandemic on three renewable energy stock indices in the USA, Europe, and the world. The empirical resu...
Cody Yu-Ling Hsiao,James Morley
Cody Yu-Ling Hsiao
We empirically investigate why financial crises spread from one country to another. For our analysis, we develop a new multiple-channel test of financial market contagion and construct indices of crisis severity in equity markets in order t...
Testing for overall and cluster convergence of housing rents using robust methodology: evidence from Polish provincial capitals [0.03%]
基于鲁棒方法的房租整体及区域收敛性检验——来自波兰省份首都城市的证据
Mateusz Tomal
Mateusz Tomal
The aim of this paper is to test for overall and cluster convergence of housing rents across Polish provincial capitals and to identify drivers of convergence club formation. In order to achieve the goal of the study, several novel converge...
Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models [0.03%]
基于动态 Vine Copula 模型的股市收益与油价冲击的系统性风险传染分析
Julia Kielmann,Hans Manner,Aleksey Min
Julia Kielmann
Crude oil plays a significant role in economic developments in the world. Understanding the relationship between oil price changes and stock market returns helps to improve portfolio strategies and risk positions. Kilian (Am Econ Rev 99(3):...