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Since 1990, the United States has experienced a geographic dispersion of Mexican migrants from traditional gateways to new regions. Using data from the Mexican Migration Project, we find significant differences in both the likelihood of remitting and the amount remitted by Mexican migrants across U.S. regions. Specifically, Mexican migrants living in U.S. regions that have experienced considerable increases in migrant populations since 1990 (the Northeast, Southeast, Mountain, and Midwest regions) remit at higher rates and in larger quantities than migrants living in more traditional migrant destinations (the Pacific and South Central regions), even after controlling for observed differences in migrant populations. ( JEL F22, F32, J11, R23) 相似文献
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Defining contagion as correlation over and above that expected from economic fundamentals, we find strong evidence of worst return contagion across hedge fund styles for 1990 to 2008. Large adverse shocks to asset and hedge fund liquidity strongly increase the probability of contagion. Specifically, large adverse shocks to credit spreads, the TED spread, prime broker and bank stock prices, stock market liquidity, and hedge fund flows are associated with a significant increase in the probability of hedge fund contagion. While shocks to liquidity are important determinants of performance, these shocks are not captured by commonly used models of hedge fund returns. 相似文献
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