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991.
Portuguese Economic Journal - This article is a contribution to the history of the creation of the PEJ, officially launched in 1999. It bears witness to the context in which research in economics... 相似文献
992.
Portuguese Economic Journal - This paper investigates whether arbitrage opportunities exist between inflation-linked bonds and nominal bonds on the French Treasury market. Following arbitrage... 相似文献
993.
Carmen Berné Mónica Cortiñas Margarita Elorz José M Múgica 《International Review of Retail, Distribution & Consumer Research》2013,23(1):19-29
This paper examines relationships between perceptions and behaviours of channel members in an industry embroiled in conflict. We scrutinize these relationships from the perspective of the retailers. We utilize realistic perceptual and behavioural constructs which are meaningful to retailers. Our results suggest that the relationships between perceptions and behaviours may be bi-directional. We review the pertinent literature on conflict and suggest directions for future research. 相似文献
994.
The purpose of this paper is to make a comparative analysis of modern gross and net payment systems, emphasizing on the implications of the availability of intraday liquidity in the former and of credit limits in the latter. This allows for the comparison of both the effects on social welfare of each of the two systems and the different risk control instruments analyzed. In a numerical exercise, it is shown first, how it would be legitimate for a benevolent authority a preference for a gross system, like Fedwire, over a net system, like EURO1, for relatively high values, although plausible, of risk aversion. Second, as financial development improves, the preference for a net system shifts either to gross systems or, for some countries, to a cohabitation of both settlement modes. 相似文献
995.
Carlos Hervés-Beloso V. Filipe Martins-da-Rocha Paulo K. Monteiro 《Economic Theory》2009,38(2):295-320
Radner (Econometrica 36, 31–58 1968) proved existence of a competitive equilibrium for differential information economies
with finitely many states. We extend this result to economies with infinitely many states of nature. Each agent observes a
public and a private signal. The publicly observed signal may take infinitely many values but, in order to get existence,
we assume that private signals only take finitely many values. Actually, there is no hope to get a general existence result
since Podczeck et al. (Vienna University Working Papers 2008) already proposed non-existence results.
We would like to thank a referee and the Associate Editor for valuable suggestions and remarks. The actual version of the
paper has benefited from their comments. This work commenced while V.F. Martins-da-Rocha and P.K. Monteiro were visiting RGEA.
Carlos Hervés Beloso acknowledges support from BEC2003-09067-C04-01 (Ministerio de Ciencia y Tecnología and FEDER) and PGIDT04XIC30001PN
(Xunta de Galicia). V.F. Martins-da-Rocha acknowledges partial financial support from PRONEX. P.K. Monteiro acknowledges the
financial support of CNPq/Edital Universal 02/2006. 相似文献
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In this paper we measure the pricing to market for the main export products in the Eurozone automobile industry. Results reveal that significant markup adjustments exist following exchange rate variations. In general, these adjustments allow a strong stabilization of prices in buyer's currency terms. Nevertheless, the degree of pricing to market is quite heterogeneous and differs highly across both product categories and destination markets. 相似文献
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1000.
Summary Cross-country studies have found threshold levels of inflation below which the relationship between inflation and inflation uncertainty appears to break down. However, Ball's (1992) theory suggests that threshold levels should be studied in a time-series context. This study documents these threshold levels. For this purpose, the conditional variance of inflation is modeled as a GARCH process that includes not only lagged squared residuals and conditional variance estimates but also a predetermined inflation variable. A two-step procedure is used to identify the ranges of this inflation variable that determine the significance of its coefficient. Empirical results are presented for the four West European G-7 countries: Italy, Germany, the UK, and France.The second author appreciates financial support by The Netherlands Organization for Science Research (N.W.O.). The authors thank Eduard Bomhoff, the editor and two anonymous referees for their useful comments and suggestions. 相似文献