Sovereign CDS Spreads in Europe: The Role of Global Risk Aversion, Economic Fundamentals, Liquidity, and Spillovers

We analyze the welfare implications of information aggregation in a trading model where traders have both idiosyncratic endowment risk and asymmetric information about security payoffs. The optimal market size balances two forces: (i) the risk-sharing role of markets, which creates a positive externality amongst traders, against (ii) the information-aggregation role of prices, which leads to prices that are more correlated with security payoffs, thereby undermining the hedging function of markets. Our analysis indicates that a market with infinitely many traders may not be the right welfare benchmark in the presence of risk aversion and information aggregation. (JEL D43, D62, D82, D83)

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The Role of Momentum, Sentiment, and Economic Fundamentals in Forecasting Bear Stock Market

Journal of Forecasting ◽

10.1002/for.2392 ◽

2016 ◽

Vol 35 (6) ◽

pp. 504-527 ◽

Cited By ~ 2

Author(s):

Yi-ting Chen ◽

Kendro Vincent

Keyword(s):

Stock Market ◽

Economic Fundamentals

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KAUSALITAS ANTARA FUNDAMENTAL EKONOMI DAERAH DAN PERAN WANITA DALAM PEMBANGUNAN

Jurnal Ekonomi Pembangunan Kajian Masalah Ekonomi dan Pembangunan ◽

10.23917/jep.v13i1.182 ◽

2012 ◽

Vol 13 (1) ◽

pp. 46

Author(s):

Amin Pujiati

Keyword(s):

Granger Causality ◽

Point Of View ◽

Reciprocal Relationship ◽

Causality Test ◽

Women In Development ◽

Economic Fundamentals ◽

Central Java ◽

Role Of Women ◽

Women's Role

This study aims to analyze the role of women in development and the causality between regional economic fundamentals and the role of women at Central Java. It uses district level data and supplied by the Indonesian Central Bureau of Statistics during 2001- 2009. The tools of analysis Granger Causality Test. The results of the analysis of the role of women in development is still low, from education, health, women's role and potential of public sector point of view. The Granger Causality tests results shows that a direct relationship between women's role in regional development with economic fundamentals, that also the role of women in development increased, causing increased local economic fundamentals. In this study there is no reciprocal relationship between economic fundamentals and the role of women.

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Mendongkrak Volume Penjualan Produk UMKM Melalui Akun Organisasi E-Commerce

Wiga Jurnal Penelitian Ilmu Ekonomi ◽

10.30741/wiga.v9i2.465 ◽

2019 ◽

Vol 9 (2) ◽

pp. 99-109

Author(s):

Fauziyah Fauziyah ◽

Muhammad Rijalus Sholihin

Keyword(s):

Census Data ◽

Small And Medium Enterprises ◽

Product Variety ◽

Population Census ◽

Sales Volume ◽

Economic Fundamentals ◽

National Economic ◽

Quantitative Descriptive ◽

Medium Enterprises

Indonesia is a big country, based on the Population Census data released by the Central Statistics Agency (BPS), the number of inhabitants in 2018 is not less than 260 million. This figure will continue to grow each year, projected in 2035 the number reached more than 300 million inhabitants. The existence and role of MSMEs (Micro, Small and Medium Enterprises) in supporting national economic activity, especially in addressing the problems of poverty, unemployment, inequality between sectors, is very important and strategic. Therefore, a strengthening of the economy of small and medium priority towards the creation of a solid economic fundamentals. However, in realizing the great potential, SMEs still face many problems, both internally and externally. The purpose of this study was to determine the extent of product variety, posting and updating, as well as keywords affect the increase in sales volume either partially or simultaneously. The method used in this penelitiaan is quantitative descriptive. The results of this study indicate that the product variety, posting and updating, as well as keywords affect the increase in sales volume either partially or simultaneously.

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