Synthetic Options and Implied Volatility for the Corporate Bond Market
In: Journal of Financial and Quantitative Analysis, Forthcoming
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In: Journal of Financial and Quantitative Analysis, Forthcoming
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In: Finance Research Letters, Forthcoming
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Working paper
In: Emerging markets, finance and trade: EMFT, Band 46, Heft 6, S. 140-157
ISSN: 1558-0938
In: Journal of Monetary Economics, Band 57, Heft 3, S. 246-265
Editorial ; Giacalone, Rita ; 1.- Artículos ; Estudio del consumo a partir de las encuestas de presupuestos familiares, 1967-2005. El caso de la ciudad de Mérida (Venezuela). ; Food consumption in the city of Mérida (Venezuela), 1967-2005. An analysis using household expenditure surveys. ; Etude de la consommation à partir des donnes de l'enquête familiale de la période 1967-2005. Le cas de la ville de Mérida (Venezuela). ; Anido, Daniel; Orlandoni, Giampaolo; Quintero Rizzuto, Liliana ; Aportes de los inmigrantes a la conformación del régimen alimentario venezolano en el siglo XX. ; Contributions of immigrants to the food and nutrition regime of twentieth century in Venezuela. ; Les inmigrants et leur influence dans la conformation de régime alimentaire au Venezuela au XXème siècle. ; Cartay, Rafael ; Las negociaciones comerciales agrícolas a comienzos del siglo XXI. Situación y expectativas. ; Agricultural trade negotiations at the beginning of the twentieth century: Situation and expectations. ; Les négociations du commerce agricole au debut du siecle XXI: Situation et expectatives. ; Giacalone, Rita ; Políticas macroeconómicas y sectoriales: Impactos sobre el sistema agroalimentario nacional. ; Venezuelan macroeconomic and sector policies: Impact on the national food and agriculture system. ; Les politiques macroeconomiques et sectorielles au Venezuela: Impacts sur le systeme agroalimentaire. ; Gutiérrez, Alejandro ; Cambios en la disponibilidad alimentaria en los países de la Comunidad Andina de Naciones (CAN), 1990-2002. ; Changes in food availability in the Andean Community Nations (Bolivia, Colombia, Ecuador, Peru, and Venezuela) (ACN), 1990-2002. ; Changements de la disponibilité d'aliments pour la consommation humaine dans les pays de la Communaute Andine des Nations (CAN), 1990-2002. ; Molina, Luisa Elena ; Tipo de cambio real, precios relativos y autonomía del sistema agroalimentario venezolano, 1973-2000. ; Real exchange rate, relative prices and Venezuelan agri-food autonomy, 1973-2000. ; Le type de change réel, les prix relatifs et l'autonomie du système agroalimentaire vénézuélien, 1973-2000. ; Rodríguez Rojas, José E. ; 2.- Reseñas ; El centro de investigaciones agroalimentarias de la ULA: Un centro para la excelencia. ; The center for food and agricultural research at the Universidad de Los Andes: A center for excellence. ; Le centre de recherche agroalimentaires de l'Université des Andes: Un lieu pour l'excelence. ; Reseñado por: Pantin, Graciela ; Investigación y divulgación de conocimientos sobre el sistema agroalimentario. Balance de una década. ; Research and dissemination of knowledge concerning the food and agriculture system. Balance of a decade. ; Recherche et vulgarisation des connaissances sur le système agroalimentaire: Bilan d'une décennie. ; Reseñado por: Llambí, Luis ; Agroalimentaria: Un ejemplo a seguir. ; Agroalimentaria: An example to be followed. ; Agroalimentaire: Un exemple à suivre. ; Reseñado por: Albisu, Luis Miguel ; Guerra, José: La política económica en Venezuela 1999-2003. ; Economic policies in Venezuela 1999-2003. ; La politique économique du Venezuela. 1999-2003. ; Reseñado por: Rodríguez Víllenave, Miguel ; josenri@cantv.net ; semestral ; Nivel analítico
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This paper tests for nonlinear effects of asset prices on the US fiscal policy. By modeling government spending and taxes as time-varying transition probability (TVTP) Markovian processes, we find that taxes significantly adjust in a nonlinear fashion to asset prices. In particular, taxes respond to housing and (to a smaller extent) to stock prices changes during normal times. However, at periods characterized by high financial volatility, government taxation only counteracts stock market developments (and not the dynamics of the housing sector). As for government spending, it is neutral vis-a-vis the asset market cycles. We conclude that, correcting the fiscal balance and, notably, the revenue side for time-varying effects of asset prices provides a more accurate assessment of the fiscal stance and its sustainability. ; Fundação para a Ciência e a Tecnologia ...
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In: Emerging Markets Review, Forthcoming
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In: IFPRI Discussion Paper 1547
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In: Policy and society: an interdisciplinary journal of policy research, Band 23, Heft 4, S. 125-148
ISSN: 1449-4035
The article examines food agencies created in the wake of the mad cow disease or BSE crisis in 1996. Two specific food agencies, the Food Standards Agency (FSA) in Great Britain, & the European Food Safety Authority (EFSA) in the EU, are compared. Central research questions focus on the reasons & reasoning behind their establishment, & the comparison is centred on dimensions of activities & degrees of independence. The establishment of independent agencies has been highlighted as a recent trend in public policy & management. The creation of such agencies is frequently assumed to produce accountability, trust & confidence in regulation & regulating institutions by separating execution from policy making institutions. In the case of food agencies, an additional essential dimension is the question of independence from agricultural & commercial interests, whereas food safety regulation has a fundamental legitimacy basis within the field of public health. 3 Tables, 52 References. Adapted from the source document.
In: The International Journal Of Business And Finance Research, v. 15 (1) p. 77-88
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A letter report issued by the General Accounting Office with an abstract that begins "Pursuant to a congressional request, GAO provided information on the Food and Drug Administration's (FDA) use of rapid tests to screen and identify potentially unsafe imported foods before they enter the domestic food supply, focusing on: (1) the rapid tests used to screen foods for pathogens such as bacteria, parasites, and viruses; (2) FDA's use of these tests, particularly at ports of entry; and (3) factors that may limit FDA's expanded use of rapid tests for foodborne pathogens."
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In: UC Press voices revived
This title is part of UC Press's Voices Revived program, which commemorates University of California Press's mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1963
World Affairs Online
In: New Zealand economic papers, Band 55, Heft 1, S. 1-6
ISSN: 1943-4863