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Effect of Inflation Targeting on Inflation Uncertainty: A SWARCH Analysis
We analyse the success of inflation targeting (IT) in decreasing inflation volatility by investigating inflation variance before and after IT. We contribute to the literature by implementing Markov?Switching AutoRegressive ...
Duration of Fixed Exchange Rate Regimes in Emerging Economies
(Elsevier Sci Ltd, 2013-10)
This paper examines the duration of fixed exchange rate regimes and investigates whether there is a certain pattern of time dependence in the survival rate of pegged exchange rate regimes for emerging economies. We query ...
Which firms are more prone to stock market manipulation?
(Elsevier Science Bv, 2013-09)
This study empirically investigates which firms are more susceptible to successful manipulation. For this purpose, a unique data set consisting of manipulation cases from 1998 to 2006 from the Istanbul Stock Exchange (ISE) ...
The Optimality of Team Contracts
This paper analyzes optimal contracts in a linear hidden-action model with normally distributed returns possessing two moments that are governed jointly by two agents who have negative exponential utilities. They can observe ...