Omar Rachedi

ESADE Business School

Av. de Pedralbes, 60-62

Barcelona, 08034

Spain

SCHOLARLY PAPERS

7

DOWNLOADS

425

TOTAL CITATIONS

4

Scholarly Papers (7)

1.

Testing for Spurious Long Memory: A Monte Carlo Comparison with an Application to Credit Default Swaps

Number of pages: 36 Posted: 17 Mar 2010
Arturo Leccadito, Omar Rachedi and Giovanni Urga
Università degli Studi della Calabria, ESADE Business School and Centre for Econometric Analysis, Faculty of Finance, Bayes Business School (formerly Cass), London, UK
Downloads 134 (425,134)

Abstract:

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Fractional integration, Structural Break, Regime Switching

2.

Time Varying Volatility and the Origins of Financial Crises

Number of pages: 62 Posted: 08 Oct 2014
Omar Rachedi
ESADE Business School
Downloads 104 (514,572)

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Collateral Liquidity, Housing Market, Non-Linear Dynamics, Occasionally Binding Borrowing Constraint, Search Frictions

3.

Bank Municipal Bond Holdings and Mortgage Lending Standards

Number of pages: 32 Posted: 14 Aug 2023
Omar Rachedi and Vahid Saadi
ESADE Business School and University of Liverpool Management School
Downloads 75 (629,267)

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Municipal bonds, Mortgage originations, Lending standards, Geographical diversification

4.
Downloads 69 (657,616)
Citation 4

Inequality and the Zero Lower Bound

CESifo Working Paper No. 10471
Number of pages: 35 Posted: 08 Jun 2023
University of Pennsylvania - Department of Economics, Banco de España, Banco de España and ESADE Business School
Downloads 34 (909,200)

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heterogeneous agents, HANK models, neural networks, non-linear dynamics

Inequality and the zero lower bound

Banco de Espana Working Paper No. 2407
Number of pages: 41 Posted: 28 Feb 2024
University of Pennsylvania - Department of Economics, Banco de España, Banco de España and ESADE Business School
Downloads 19 (1,066,728)
Citation 4

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heterogeneous agents, HANK models, neural networks, non-linear dynamics

Inequality and the Zero Lower Bound

NBER Working Paper No. w31282
Number of pages: 34 Posted: 29 May 2023 Last Revised: 24 Jun 2023
University of Pennsylvania - Department of Economics, Banco de España, Banco de España and ESADE Business School
Downloads 16 (1,103,123)
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Minimum Wages and Insurance within the Firm

IZA Discussion Paper No. 14943
Number of pages: 48 Posted: 19 May 2022
University of Mannheim and IZA, Organization for Economic Co-Operation and Development (OECD), ESADE Business School and Charles III University of Madrid
Downloads 20 (1,054,796)

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firm-specific shocks, pass-through, minimum wages, linked employer-employee data, general equilibrium, complementarities

Minimum Wages and Insurance within the Firm

ZEW - Centre for European Economic Research Discussion Paper No. 24-021
Number of pages: 65 Posted: 22 Apr 2024
University of Mannheim and IZA, Bank of Italy, ESADE Business School and Charles III University of Madrid
Downloads 18 (1,103,123)

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Firm productivity shocks, pass-through, employer-employee data, skill complementarities, incomplete-market model

Minimum Wages and Insurance within the Firm

CEPR Discussion Paper No. DP16823
Number of pages: 49 Posted: 04 Feb 2022
University of Mannheim and IZA, Bank of Italy, ESADE Business School and Charles III University of Madrid
Downloads 1 (1,293,661)
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complementarities, Firm-specific shocks, General Equilibrium, Linked employer-employee data, Minimum Wages, Pass-Through

6.

The Sectoral Origins of the Spending Multiplier

Number of pages: 61 Posted: 22 Oct 2024
Hafedh Bouakez, Omar Rachedi and Emiliano Santoro
HEC Montreal, ESADE Business School and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 4 (1,207,914)

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Government Spending Multiplier, Production Network, Relative Prices, Sectoral Heterogeneity, Sector-Specic Shocks.

7.

Multivariate Models for Operational Risk: A Copula Approach using Extreme Value Theory and Poisson Shock Models

OPERATIONAL RISK TOWARD BASEL III: BEST PRACTICES AND ISSUES IN MODELING, MANAGEMENT, AND REGULATION, Wiley, pp. 197-218, March 2009
Posted: 03 Dec 2008 Last Revised: 23 Dec 2011
Omar Rachedi and Dean Fantazzini
ESADE Business School and Moscow School of Economics, Moscow State University

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Copula, Extreme Value Theory, Losses Frequency , Losses Severity, Operational Risk, Shock model, VaR