1
by Richards, Anthony
Published 1999
International Monetary Fund
...This paper models the idiosyncratic or asset-specific return of an asset as the return on a...

2
by Nadal De Simone, Francisco
Published 2002
International Monetary Fund
... and an euro area common component. However, idiosyncratic components also matter, especially for France...

3
by Lu, Yinqiu
Published 2006
International Monetary Fund
.... In this paper, we explain how to construct idiosyncratic and systemic default risk indicators using...

4
by Grigoli, Francesco
Published 2021
International Monetary Fund
...This paper provides the first assessment of the contribution of idiosyncratic shocks to aggregate...

5
by Fattal-Jaef, Roberto N.
Published 2019
The World Bank
...This paper studies the interaction between entry barriers and idiosyncratic distortions...

7
by Okrasa, Wlodzimierz
Published 1999
The World Bank
Subjects: ...Idiosyncratic Shocks...

8
by Yao, Yang
Published 2007
The World Bank
Subjects: ...Idiosyncratic Shocks...

9
by Mutongi, Kenda
Published 2017
University of Chicago Press
Subjects: ...idiosyncratic designs...

10
by Ventura, Luigi
Published 2008
The World Bank
... of a country's consumption growth to a measure of idiosyncratic shocks to income. The paper surveys...

11
by Aurora Garc
Published 2017
Frontiers Media SA
... and domains, the papers in this topic shed light on the existence and effect of stable sets of idiosyncratic...

12
by Atamanov, Aziz
Published 2022
The World Bank
...) and mostly associated with idiosyncratic rather than covariate shocks. Rural vulnerability is equally split...

13
Published 2007
International Monetary Fund
...This Selected Issues paper analyzes core and idiosyncratic inflation in Norway. The paper provides...

14
by Piazza, Roberto
Published 2018
International Monetary Fund
... parameters are provided to allow sectoral idiosyncratic components to be linearly extracted. Estimation...

15
by �chevin, Damien
Published 2011
The World Bank
... of consumption/income, we assess the impact of both observable and unobservable idiosyncratic and covariate...

16
Published 2008
International Monetary Fund
... and country-specific (idiosyncratic) components. Cross-country differences in common-origin inflation within...

17
by Ozturk, Ezgi
Published 2017
International Monetary Fund
... typical forecaster into common and idiosyncratic uncertainty. Using individual survey data from...

18
by Redl, Chris
Published 2023
International Monetary Fund
... models, using the optimal model for each country and (2) provide a measure idiosyncratic demand...

19
by Love, Inessa
Published 2002
The World Bank
... idiosyncratic risk will result in underinvestment and higher cost of capital. Using firm-level data from 38...

20
by Gonzalez-Hermosillo, Brenda
Published 2008
International Monetary Fund
..., and idiosyncratic factors. While idiosyncratic factors explain a large amount of the changes in bond spreads over...