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Central limit theorem for assymmetric Kernel functions
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Year: 2000 Publisher: Florence : European university institute,

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Non-parametric specification tests for conditional duration models
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Year: 2000 Publisher: Florence : European university institute,

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A family of autoregressive conditional duration models
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Year: 2001 Publisher: Louvain-la-Neuve UCL, CORE

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Sonatina : pour guitare
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Year: 1979 Publisher: Paris Max Eschig

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Non-parametric specification tests for conditional duration models
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Year: 2000 Publisher: San Domenico (FI) : European university institute,

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March madness in Wall Street
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ISSN: 10185941 ISBN: 1513537172 1513524968 9781513524962 1513537407 9781513537405 1513530186 Year: 2015 Publisher: [Washington, D.C.] International Monetary Fund

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Annual stress tests have become a regular part of the supervisors’ toolkit following the global financial crisis. We investigate their capital market implications in the United States by looking at price and trade reactions, information asymmetry and uncertainty indicators, and bank activities. The evidence we present supports the notion that there is important new information in stress tests, especially at times of financial distress. Moreover, public disclosure seems to help reduce informational asymmetries. Importantly, public disclosure of stress test results (and methodology) does not seem to have reduced private incentives to generate information or to have led to distorted incentives.


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A family of autoregressive conditional duration models
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Year: 2001 Publisher: Louvain-la-Neuve Université catholique de Louvain. Center for Operations Research & Econometrics

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A Panel-based Proxy for Gun Prevalence in the US
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Year: 2019 Publisher: Cambridge, Mass. National Bureau of Economic Research

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There is a consensus that the proportion of suicides committed with a firearm is the best proxy for gun ownership prevalence. Cerqueira et al. (2108) exploit the socioeconomic characteristics of suicide victims in order to develop a new and more refined proxy. It is based on the fixed effects of the victim's place of residence estimated from a discrete choice model for the likelihood of committing suicide with gun. We empirically assess this new indicator using gun ownership data from the Behavioral Risk Factor Surveillance System (BRFSS) and suicide registers of the US National Center for Health Statistics (NCHS) from 1995 through 2004. We demonstrate that this new gun proxy provides significant gains in correlation with the percentage of households with firearms.


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A Panel-based Proxy for Gun Prevalence in the US
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Year: 2019 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Abstract

There is a consensus that the proportion of suicides committed with a firearm is the best proxy for gun ownership prevalence. Cerqueira et al. (2108) exploit the socioeconomic characteristics of suicide victims in order to develop a new and more refined proxy. It is based on the fixed effects of the victim's place of residence estimated from a discrete choice model for the likelihood of committing suicide with gun. We empirically assess this new indicator using gun ownership data from the Behavioral Risk Factor Surveillance System (BRFSS) and suicide registers of the US National Center for Health Statistics (NCHS) from 1995 through 2004. We demonstrate that this new gun proxy provides significant gains in correlation with the percentage of households with firearms.

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