Littérature scientifique sur le sujet « Variable Markups »
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Articles de revues sur le sujet "Variable Markups"
Gamber, William L. « Entry, Variable Markups, and Business Cycles ». Finance and Economics Discussion Series 2021, no 077 (2 décembre 2021) : 1–67. http://dx.doi.org/10.17016/feds.2021.077.
Texte intégralJiang, Wei, et Miguel León-Ledesma. « Variable markups and capital-labor substitution ». Economics Letters 171 (octobre 2018) : 34–36. http://dx.doi.org/10.1016/j.econlet.2018.07.011.
Texte intégralAmiti, Mary, Oleg Itskhoki et Jozef Konings. « International Shocks, Variable Markups, and Domestic Prices ». Review of Economic Studies 86, no 6 (2 février 2019) : 2356–402. http://dx.doi.org/10.1093/restud/rdz005.
Texte intégralDemidova, Svetlana. « Trade policies, firm heterogeneity, and variable markups ». Journal of International Economics 108 (septembre 2017) : 260–73. http://dx.doi.org/10.1016/j.jinteco.2017.05.011.
Texte intégralTakatsuka, Hajime, et Dao‐Zhi Zeng. « Elastic labor supply, variable markups, and spatial inequalities ». Review of International Economics 26, no 5 (8 mai 2018) : 1084–100. http://dx.doi.org/10.1111/roie.12350.
Texte intégralXi Chen et Bertrand M. Koebel. « Fixed Cost, Variable Cost, Markups and Returns to Scale ». Annals of Economics and Statistics, no 127 (2017) : 61. http://dx.doi.org/10.15609/annaeconstat2009.127.0061.
Texte intégralCaselli, Mauro, Arpita Chatterjee et Alan Woodland. « Multi‐product exporters, variable markups and exchange rate fluctuations ». Canadian Journal of Economics/Revue canadienne d'économique 50, no 4 (novembre 2017) : 1130–60. http://dx.doi.org/10.1111/caje.12289.
Texte intégralLoecker, Jan De, et Frederic Warzynski. « Markups and Firm-Level Export Status ». American Economic Review 102, no 6 (1 octobre 2012) : 2437–71. http://dx.doi.org/10.1257/aer.102.6.2437.
Texte intégralLi, Ningning, et Yongjin Wang. « Estimating resource misallocation : Distinguishing factor market distortions from variable markups ». Economics Letters 207 (octobre 2021) : 110027. http://dx.doi.org/10.1016/j.econlet.2021.110027.
Texte intégralDos Santos Ferreira, Rodolphe, et Teresa Lloyd-Braga. « Non-linear endogenous fluctuations with free entry and variable markups ». Journal of Economic Dynamics and Control 29, no 5 (mai 2005) : 847–71. http://dx.doi.org/10.1016/j.jedc.2004.04.003.
Texte intégralThèses sur le sujet "Variable Markups"
Argesanu, George Nicolae. « Risk analysis and hedging and incomplete markets ». Connect to this title online, 2004. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1079923360.
Texte intégralTitle from first page of PDF file. Document formatted into pages; contains x, 86 p.; also includes graphics Includes bibliographical references (p. 84-86). Available online via OhioLINK's ETD Center
Pagliardi, Giovanni. « Financial markets, political variables and extreme events ». Thesis, Cergy-Pontoise, Ecole supérieure des sciences économiques et commerciales, 2017. http://www.theses.fr/2017ESEC0006.
Texte intégralThis thesis investigates the dynamics of financial markets from different perspectives. First, we analyze the impact of different political variables on market prices. We show that the quality of economic policy and the institutional effectiveness display surprisingly low correlation and play a crucial role for the stock, CDS and forex markets. Second, focusing on extreme events, we show that the extreme correlation between asset returns and trading volumes is very low during stock market booms and crashes. Third, in order to optimally deal with these extreme events, we study the predictive accuracy of an entropy-based estimator to forecast asset prices. We compare this entropic estimator with a standard quadratic technique based on the mean square error, and we show that the entropy attains higher forecasting precision. Finally, we study pairs trading, a well-known investment strategy that is applied to the Italian stock market, and investigate the determinants of its profitability
Sjöling, Björn. « Indicators for Bubble Formation in Housing Markets ». Thesis, KTH, Bygg- och fastighetsekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-90980.
Texte intégralSjöling, Björn-O. « Indicators for Bubble Formation in Housing Markets ». Thesis, KTH, Fastigheter och byggande, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-91643.
Texte intégralJahedpari, Fatemeh. « Artificial prediction markets for online prediction of continuous variables ». Thesis, University of Bath, 2016. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.690730.
Texte intégralSimen, Chardin Wese. « Variance and jump risks in financial markets ». Thesis, University of Reading, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.627643.
Texte intégralRubio, Margarita. « Housing markets, business cycles and monetary policy ». Thesis, Boston College, 2008. http://hdl.handle.net/2345/354.
Texte intégralThesis advisor: Matteo Iacoviello
This dissertation studies the implications of housing market heterogeneity for the trans- mission of shocks, welfare and the conduct of monetary policy. In the first chapter I focus on mortgage contract heterogeneity (fixed vs. variable-rate mortgages). I develop and solve a New Keynesian dynamic stochastic general equilibrium model that features a housing market and a group of constrained individuals who need housing collateral to obtain loans. A given proportion of constrained households borrows at a variable rate, while the rest borrows at a fixed rate. The model predicts that in an economy with mostly variable-rate mortgages, an exogenous interest rate shock has larger effects on borrowers than in a fixed-rate economy. For plausible parametrizations, aggregate differences are muted by wealth effects on labor supply and by the presence of savers. More persistent shocks cause larger aggregate differences. From a normative perspective I find that, in the presence of collateral constraints, the optimal Taylor rule is less aggressive against inflation than in the standard sticky-price model. Furthermore, for given monetary policy, a high proportion of fixed-rate mortgages is welfare enhancing. Then, I develop a two-country version of the model to study the implications of housing market heterogeneity for a monetary union as well as costs and benefits of being in a monetary union when there are asymmetric shocks. Results show that consumption reacts more strongly to common shocks in countries with high loan-to-value ratios (LTVs), a high proportion of borrowers or variable-rate mortgages. I also find that country-specific housing price shocks increase consumption not only in the country where the shock takes place. Welfare analysis shows that housing-market homogeneization is not beneficial per se, only when it is towards low LTVs or predominantly fixed-rate mortgages. As for costs and benefits of monetary unions, when there is a technology shock in one of the countries and they are symmetric, the monetary union regime is welfare worsening. However, results are dependent on whether or not countries are symmetric and on the source of the asymmetry
Thesis (PhD) — Boston College, 2008
Submitted to: Boston College. Graduate School of Arts and Sciences
Discipline: Economics
Hartel, Andreas J. W. [Verfasser], Markus [Gutachter] Engstler et Markus [Gutachter] Sauer. « Die laterale Diffusion des variablen Oberflächenglykoproteins in Trypanosomen und in artifiziellen Membranen / Andreas J. W. Hartel. Gutachter : Markus Engstler ; Markus Sauer ». Würzburg : Universität Würzburg, 2015. http://d-nb.info/1108780504/34.
Texte intégralHund, John Eric. « Variance and covariance dynamics in emerging sovereign credit markets / ». Digital version accessible at:, 2000. http://wwwlib.umi.com/cr/utexas/main.
Texte intégralKarlsson, Robin, et Jessica Olsson. « Den svenska aktiemarknadens beroende av makroekonomin i Tyskland och USA ». Thesis, Linköping University, Department of Management and Economics, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-8101.
Texte intégralBakgrund: Dagligen diskuteras utländsk makroekonomiska data i svensk media, där förväntningarna på utvecklingen av dessa sätts i sammanhang med utvecklingen på den svenska börsen.
Syfte: Målet med den här studien var att utröna i hur stor utsträckning denna information kan anses vara betydande för en aktieinvesterare med kapital på den svenska börsen. Hänsyn togs även till börscykler samt varierande tidsperioder.
Genomförande: Med grund i the Arbitrage Pricing Theory genomfördes multipla regressionsanalyser, med det svenska indexet OMXS30 som beroendevariabel. Undersökningarna baserades på månadsdata för perioden april 1991 till och med augusti 2006. Den makroekonomiska datan försköts därtill en period för att ta hänsyn till variablernas eventuella fördröja effekter på Stockholmsbörsen.
Resultat: Integrationen mellan börserna visade sig ha ökat över tiden, med undantag för extraordinära perioder som IT-boomen, där makroekonomiska fundamentaldata istället slås ut. En positiv utvecklingen av långräntan samt konsumentförtroendet i USA tyder på en samtida börsuppgång i Sverige. Vidare är båda växelkurserna starkt signifikanta, där en stärkt dollar och en försvagad euro har positiva effekter på den svenska marknadsutvecklingen.
Background: Foreign macroeconomic fundamentals are daily discussed in the Swedish media, where expectations on the development of these are put into context with the ecnonomic development in Sweden.
Aim: The purpose of this thesis is to analyse to what extent this information is important for a investor on the Swedish Stock Market. Consideration was also taken to trends in the Stock Market as well as varying time periods.
Research Method: Against the background of the Abritrage Pricing Theory a multiple regression analysis was conducted,with the Swedish Stock Market Index OMXS30 as the dependent variable. The macroeconomic variables where based on monthly data between April 1991 and August 2006 and were thereto lagged one period in order to identify any delayed effects.
Result: The integration between the Stock Markets was found to increse over time, with the exception of extraordinary periods, as the IT-boom, where macroeconomic fundamentals lost significance. A positive long-term interest rate as well as a positive consumer confidence in the U.S. was found to indicate a contemporary rising market in Sweden. Further were both of the exchange rates found significant, where a stronger dollar and a weaker euro have positive effects on the Swedish current Stock Market.
Livres sur le sujet "Variable Markups"
Landell Mills Commodities Studies Limited. Variable exchange rates and trading on commodity markets. London : Commonwealth Secretariat, 1986.
Trouver le texte intégralEngle, R. F. Valuation of variance forecasts with simulated option markets. Cambridge, MA : National Bureau of Economic Research, 1990.
Trouver le texte intégralAng, Andrew. Do macro variables, asset markets, or surveys forecast inflation better ? Washington, D.C : Federal Reserve Board, 2006.
Trouver le texte intégralAng, Andrew. Do macro variables, asset markets, or surveys forecast inflation better ? Cambridge, MA : National Bureau of Economic Research, 2005.
Trouver le texte intégralAng, Andrew. Do macro variables, asset markets or surveys forecast inflation better ? Cambridge, Mass : National Bureau of Economic Research, 2005.
Trouver le texte intégralMarkowitz, H. Mean-variance analysis in portfolio choice and capital markets. New Hope : Frank J. Fabozzi Associates, 1987.
Trouver le texte intégralMarkowitz, H. Mean-variance analysis in portfolio choice and capital markets. Oxford : Blackwell, 1990.
Trouver le texte intégralMarkowitz, H. Mean-variance analysis in portfolio choice and capital markets. Oxford, OX, UK : B. Blackwell, 1987.
Trouver le texte intégralMarkowitz, H. Mean-variance analysis in portfolio choice and capital markets. Oxford : Basil Blackwell, 1987.
Trouver le texte intégralCampbell, Sean D. A trend and variance decomposition of the rent-price ratio in housing markets. Washington, D.C : Federal Reserve Board, 2006.
Trouver le texte intégralChapitres de livres sur le sujet "Variable Markups"
Gersbach, Hans, et Hans Haller. « General Equilibrium with Variable Household Structure ». Dans Groups and Markets, 59–71. Cham : Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-60516-6_6.
Texte intégralPurczyński, Jan. « Characteristics of Dichotomous Variable Estimators ». Dans Effective Investments on Capital Markets, 301–21. Cham : Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-21274-2_21.
Texte intégralBassi, Francesca. « Dynamic Segmentation of Financial Markets : A Mixture Latent Class Markov Approach ». Dans Advances in Latent Variables, 61–72. Cham : Springer International Publishing, 2014. http://dx.doi.org/10.1007/10104_2014_20.
Texte intégralDasarathy, Anirudh, et Ronnie Sircar. « Variable Costs in Dynamic Cournot Energy Markets ». Dans Commodities, Energy and Environmental Finance, 397–430. New York, NY : Springer New York, 2015. http://dx.doi.org/10.1007/978-1-4939-2733-3_15.
Texte intégralDahiya, Rajvir, et Guoren Deng. « Molecular prognostic markers in breast cancer ». Dans Prognostic variables in node-negative and node-positive breast cancer, 275–90. Boston, MA : Springer US, 1998. http://dx.doi.org/10.1007/978-1-4615-5195-9_22.
Texte intégralPorras, Eva R. « Fundamental Versus Contagion Variables to Explain Returns ». Dans Bubbles and Contagion in Financial Markets, Volume 2, 231–57. London : Palgrave Macmillan UK, 2017. http://dx.doi.org/10.1057/978-1-137-52442-3_6.
Texte intégralStearns, Vered, Hideko Yamauchi et Daniel F. Hayes. « Circulating tumor markers in breast cancer : Accepted utilities and novel prospects ». Dans Prognostic variables in node-negative and node-positive breast cancer, 329–49. Boston, MA : Springer US, 1998. http://dx.doi.org/10.1007/978-1-4615-5195-9_26.
Texte intégralKatsikeas, Constantine S. « Purchase Decision Variables in International Industrial Markets : An Empirical Exploration ». Dans Proceedings of the 1995 Academy of Marketing Science (AMS) Annual Conference, 25. Cham : Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-13147-4_9.
Texte intégralIsagi, Yuji, et Tatsuo Kanazashi. « Gene Flow Analysis of Magnolia obovata Thunb. Using Highly Variable Microsatellite Markers ». Dans Diversity and Interaction in a Temperate Forest Community, 257–69. Tokyo : Springer Japan, 2002. http://dx.doi.org/10.1007/978-4-431-67879-3_20.
Texte intégralGreen, Christopher J. « Adjustment costs and mean-variance efficiency in UK financial markets ». Dans Economic Modelling in the OECD Countries, 119–40. Dordrecht : Springer Netherlands, 1988. http://dx.doi.org/10.1007/978-94-009-1213-7_7.
Texte intégralActes de conférences sur le sujet "Variable Markups"
Bentsos, Christos. « Financial and Energy Markets : Effects on Shipping Industry ». Dans SNAME 7th International Symposium on Ship Operations, Management and Economics. SNAME, 2021. http://dx.doi.org/10.5957/some-2021-009.
Texte intégralFrunt, J., W. L. Kling, R. M. Hermans, F. A. Nobel et W. W. de Boer. « Impact of design variables on balancing markets ». Dans 2010 7th International Conference on the European Energy Market (EEM 2010). IEEE, 2010. http://dx.doi.org/10.1109/eem.2010.5558680.
Texte intégralSmith, J. C., Stephen Beuning, Henry Durrwachter, Erik Ela, David Hawkins, Brendan Kirby, Warren Lasher et al. « Impact of variable renewable energy on US electricity markets ». Dans Energy Society General Meeting. IEEE, 2010. http://dx.doi.org/10.1109/pes.2010.5589715.
Texte intégralMunoz-Alvarez, Daniel, Angela I. Cadena et Juan M. Alzate. « Integrating variable distributed generation within short-term electricity markets ». Dans 2012 IEEE PES Innovative Smart Grid Technologies (ISGT). IEEE, 2012. http://dx.doi.org/10.1109/isgt.2012.6175751.
Texte intégralChen, Jun, et Humberto E. Garcia. « Operations optimization of hybrid energy systems under variable markets ». Dans 2016 American Control Conference (ACC). IEEE, 2016. http://dx.doi.org/10.1109/acc.2016.7525412.
Texte intégralKarakaya, Aykut, Seymur Ağazade et Selçuk Perçin. « The Relationship between Performance, Innovation and Competition in Turkish Manufacturing Industry ». Dans International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01407.
Texte intégralHuang, Peter Y. H., Per G. Reinhall et I. Y. Shen. « A Study of Constrained Layer Damping Models Under Clamped Boundary Conditions ». Dans ASME 1999 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 1999. http://dx.doi.org/10.1115/imece1999-0566.
Texte intégralSönmezer, Sıtkı, et İlyas Sözen. « How to Increase Market Capitalization in Eurasian Markets ? » Dans International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01060.
Texte intégralHsieh, Ming-hua. « Valuation of variable annuity contracts with cliquet options in Asia markets ». Dans 2008 Winter Simulation Conference (WSC). IEEE, 2008. http://dx.doi.org/10.1109/wsc.2008.4736119.
Texte intégralRamanathan, R. « Impact of Variable Energy Resources on Energy Imbalance Markets and Wheeling Transactions ». Dans 2019 IEEE PES GTD Grand International Conference and Exposition Asia (GTD Asia). IEEE, 2019. http://dx.doi.org/10.1109/gtdasia.2019.8716007.
Texte intégralRapports d'organisations sur le sujet "Variable Markups"
Fan, Haichao, Yao Amber Li, Sichuang Xu et Stephen Yeaple. Quality, Variable Markups, and Welfare : A Quantitative General Equilibrium Analysis of Export Prices. Cambridge, MA : National Bureau of Economic Research, février 2019. http://dx.doi.org/10.3386/w25611.
Texte intégralAng, Andrew, Geert Bekaert et Min Wei. Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better ? Cambridge, MA : National Bureau of Economic Research, août 2005. http://dx.doi.org/10.3386/w11538.
Texte intégralEngle, Robert, Che-Hsiung Hong et Alex Kane. Valuation of Variance Forecast with Simulated Option Markets. Cambridge, MA : National Bureau of Economic Research, mai 1990. http://dx.doi.org/10.3386/w3350.
Texte intégralCochran, Jaquelin, Lori Bird, Jenny Heeter et Douglas J. Arent. Integrating Variable Renewable Energy in Electric Power Markets. Best Practices from International Experience. Office of Scientific and Technical Information (OSTI), avril 2012. http://dx.doi.org/10.2172/1219661.
Texte intégralCochran, Jaquelin, Lori Bird, Jenny Heeter et Douglas J. Arent. Integrating Variable Renewable Energy in Electric Power Markets : Best Practices from International Experience. Office of Scientific and Technical Information (OSTI), avril 2012. http://dx.doi.org/10.2172/1041369.
Texte intégralKahrl, Fredrich, Hyungkwan Kim, Andrew Mills, Ryan Wiser, Cristina Crespo Montañés et Will Gorman. Variable Renewable Energy Participation in U.S. Ancillary Services Markets : Economic Evaluation and Key Issues. Office of Scientific and Technical Information (OSTI), octobre 2021. http://dx.doi.org/10.2172/1824782.
Texte intégralCochran, Jaquelin, Lori Bird, Jenny Heeter et Douglas J. Arent. Integrating Variable Renewable Energy in Electric Power Markets. Best Practices from International Experience, Summary for Policymakers. Office of Scientific and Technical Information (OSTI), avril 2012. http://dx.doi.org/10.2172/1219662.
Texte intégralCochran, Jaquelin, Lori Bird, Jenny Heeter et Douglas J. Arent. Integrating Variable Renewable Energy in Electric Power Markets : Best Practices from International Experience, Summary for Policymakers. Office of Scientific and Technical Information (OSTI), avril 2012. http://dx.doi.org/10.2172/1041368.
Texte intégralLawlor, Debbie A., Carol Propper, George Davey Smith et Stephanie von Hinke Kessler Scholder. Genetic markers as instrumental variables : an application to child fat mass and academic achievement. Institute for Fiscal Studies, mars 2010. http://dx.doi.org/10.1920/wp.cem.2010.0310.
Texte intégralBishop, Kelly, et Christopher Timmins. Hedonic Prices and Implicit Markets : Estimating Marginal Willingness to Pay for Differentiated Products Without Instrumental Variables. Cambridge, MA : National Bureau of Economic Research, novembre 2011. http://dx.doi.org/10.3386/w17611.
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