Income volatility
Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
... equity-based volatility indices apply to US Treasury bond volatility indices ...non-fixed income volatility indices ...500 volatility index ...for volatility risk management ...
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Household Income Volatility in U.S. Farm Households
... the income volatility of farm households, a large body of economics research has examined the income volatility of individuals and households more generally – seeking to identify how ...
40
The Effect of Financial Liberalization and Capital Flows on Income Volatility in Asia-Pacific
... The difference effect of capital inflows and outflows in this section can be a basic for explaining detail why financial openness gives negative effect to the income growth volatility in developing ...
22
Income Volatility and Residential Mortgage Delinquency: Evidence from 12 EU countries
... mortgagor’s income, and hence are also likely as determinants of the mortgage insurance ...household’s income volatility proxied as the coefficient of variation of net annual household income, ...
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Income Volatility, Risk-Coping Behavior and Consumption Smoothing Mechanisms in Developing Countries: A Survey
... negative income fl ...of income volatility in deve- loping ...of income shocks on human capital ...of income fl uctuations on the time allocation of children ages 5 to ...negative ...
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Measures of Bank Performance, Liquidity Risk and Their Relationship with Farm Income Volatility
... farm income volatility, ...farm income percent change and the financing gap. When farm income volatility decreases, liquidity risk increases because as farms incur less income, ...
63
Does income inequality lead to consumption equality? evidence and theory
... the volatility of idiosyncratic labor income (which we identify as the increase in within-group inequality) not only has been an important factor in the increase in income inequality, but also has ...
53
The Experience of Volatility in Low- and Moderate-Income Households: Results From a National Survey
... in volatility levels between self-employed and full-time ...of income volatility, a rate almost 60% higher than that for households that reported full-time ...reported income volatility ...
10
Market structure, financial intermediation and riskiness of banks:Evidence from Asia Pacific
... In Table 2, we document our empirical results on the nexus between LERNER and bank risk measured by credit risk (LLP) and income volatility (SDROA). We find that higher LERNER is associated with higher LLP ...
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Does Income Inequality Lead to Consumption Inequality? Evidence and Theory
... cross-sectional income and consumption distribution in the US in the past 25 ...rising income inequality has not been accompanied by a corresponding rise in consumption ...labor income has increased ...
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Direct payments, crop insurance and the volatility of farm income. Some evidence in France and in Italy
... farm income represents a major challenge for farm management and for the design of public ...crop income volatility in France and in ...the volatility of crop ...their income and reduce ...
10
Essays on sub-optimal fiscal policy responses in sub-Saharan African countries
... with income volatility; when plotted, the budget-deficit to GDP ratio appears to be lower in countries with higher income volatility; graphical analysis shows that in countries with higher ...
295
Assessing the Economic Vulnerability of Small Island Developing States and the Least Developed Countries
... the volatility of growth cannot be an approximate indicator of structural vulnerability ...output volatility and growth is by Hnathovska and Loayza (2004), who present findings of both a higher sensibility ...
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Application of options in hedging of crude oil price risk
... Historical volatility – as its name suggests – is the range that prices have traded in over a given period in the ...Historical volatility allows us to see how prices have behaved under known market ...
8
Shedding Light on Alternative Beta: A Volatility and Fixed Income Asset Class Comparison *
... a volatility portfolio might be included as an element of a broader investment ...program. Volatility exposures must be modeled with extreme events in mind, as this is what the short volatility ...
28
Public expenditure and consumption volatility
... of income (GDP per capita) among the control variables we control for the potential source of bias (described in Figure 3), according to which the poorest countries are more volatile simply because of their lower ...
25
REPORT ON IFAD S INVESTMENT PORTFOLIO
... 2. A summary of movements in IFAD’s investment portfolio in October 1998 is provided in Annex I. Capital losses in the global bonds portfolio were more than offset by gains in the equities portfolio, resulting in net ...
7
Capital flow volatility, financial deepening and capital market performance in low-income countries.
... and long-term capital movements. Whether long- or short-term, all capital flows are equally volatile and unpredictable (Claessens et al., 1995). In contrast, Chuhan et al. (1998) show different volatility results ...
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Growth Volatility and Government Expenditure in Low and Middle Income Countries: A Dynamic Panel Analysis
... Although the importance of institutions for economic analysis and outcomes has been recognized for a long time, it has increasingly drawn more att ention in recent years. In a comprehensive and infl uential study, ...
16
THE FINANCIAL STATEMENT ANALYSIS OF TAMIL NADU NEWSPRINT AND PAPERS LIMITED, KARUR
... The Net Profit after Tax showed volatility throughout the period of study, despite growth in the total income of the Company. The total expenses were on an increase throughout the period and yet it showed a ...
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