References of "APPLIED ECONOMICS LETTERS"
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See detailCorruption and tax compliance: evidence from small retailers in Bamako, Mali
Bertinelli, Luisito UL; Bourgain, Arnaud UL; Leon, Florian UL

in Applied Economics Letters (in press)

We investigate the impact of corruption on tax compliance using a sample of 700 small business in Bamako, Mali. The main contribution of this paper is to focus on micro-enterprises (including semi-formal ... [more ▼]

We investigate the impact of corruption on tax compliance using a sample of 700 small business in Bamako, Mali. The main contribution of this paper is to focus on micro-enterprises (including semi-formal and informal ones), while existing works concentrate on large and formal firms. Our results show that (i) even very small firms pay taxes (two-thirds of firms pay taxes in our sample); and, (ii) paying bribes reduces significantly tax compliance. This latter finding is robust (i) to the addition of a set of control variables accounting for other determinants, (ii) to treatment for endogeneity, and (iii) the use of a different proxy for tax compliance. [less ▲]

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See detailThe impact of skilled immigrants on their local teammates’ performance
Balsmeier, Benjamin UL; Hickfang, Michael; Frick, Bernd

in Applied Economics Letters (2019)

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See detailDo the Ethnic Networks Influence Circular Migration? Evidence from the UK
Joxhe, Majlinda UL

in Applied Economics Letters (2017)

This article identifies ethnic network effects among temporary migrants in the UK. Using microdata from Understanding Society and the UK Census, the empirical results show that ethnic networks change the ... [more ▼]

This article identifies ethnic network effects among temporary migrants in the UK. Using microdata from Understanding Society and the UK Census, the empirical results show that ethnic networks change the individual probability for circular migration. These effects are strong and significant only for some ethnicities, when controlling for a set of socio-economic characteristics 10 and when adding spatial variability. [less ▲]

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See detailInformation Ambiguity and Firm Value
Hussinger, Katrin UL; Pacher, Sebastian

in Applied Economics Letters (2015), 22(10), 843-847

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See detailHistogram valued data on Value at Risk measures: a symbolic approach for risk attribution
Toque, Carole; Terraza, Virginie UL

in Applied Economics Letters (2014)

In this article, we develop the concept of histogram-valued data on value at risk for the classification of hedge fund risk. By using recent developments in data mining, it is a question of the ... [more ▼]

In this article, we develop the concept of histogram-valued data on value at risk for the classification of hedge fund risk. By using recent developments in data mining, it is a question of the classification of heterogeneous data in order to sort hedge funds by risk class. In practical terms, risk levels relative to measures of histogram-valued data on VaR are calculated as an aid to decision-making. The empirical study was carried out on 1023 HFR-based hedge funds, where we had estimated monthly ARMA-GARCH or asymmetric GARCH VaR and CVaR measures between 01 January 2003 and 31 December 2008. We identify two sub-periods: from 2003 to 2005, and from 2006 to 2008 in order to identify a recovery period after the 2001–2002 crisis and the impact of the 2007–2008 crisis. First, the symbolic approach allows us to construct the measures of histogram-valued data on VaR by optimizing the definition of categories. A symbolic principal component analysis shows that the indices coming from the VaR of the GARCH and asymmetrical GARCH are the most pertinent. Second, we apply a criterion of inter-class inertia and retain a partitioning of hedge funds into three classes by dynamic K-means cluster analysis. For each of our sub-periods and for each class, a risk level is defined on the basis of the categories of the most discriminating variable. [less ▲]

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See detailThe Impact of Policy Responses on Stock Liquidity
Lehnert, Thorsten UL; Busch, Thomas

in Applied Economics Letters (2014)

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See detailPoverty and government transfers in the United States
Herzer, Dierk; Klump, Rainer UL

in APPLIED ECONOMICS LETTERS (2010), 17(16), 1565-1569

This article examines the long-term impact of government transfers on poverty in the United States using cointegration techniques. In contrast to most existing studies, we find that government transfers ... [more ▼]

This article examines the long-term impact of government transfers on poverty in the United States using cointegration techniques. In contrast to most existing studies, we find that government transfers play an important poverty-reducing role. [less ▲]

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See detailNative-Migrant Differences in Risk Attitudes
Bonin, Holger; Constant, Amelie; Tatsiramos, Konstantinos UL et al

in Applied Economics Letters (2009), 16(15), 1581-1586

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See detailThe shapley decomposition for risk portfolios
Mussard, Stéphane; Terraza, Virginie UL

in Applied Economics Letters (2008), 15(9), 713-715

The aim of this paper is to propose the Shapley Value to decompose financial risk portfolios. Decomposing the sample covariance risk measure, gives us relative measures, which can be, classified ... [more ▼]

The aim of this paper is to propose the Shapley Value to decompose financial risk portfolios. Decomposing the sample covariance risk measure, gives us relative measures, which can be, classified securities of a portfolio according to a risk scale [less ▲]

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