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9,070
a substantial risk for subsequent stroke
"... studies demonstrated that having a previous his-tory of stroke or transient ischemic attack (TIA) confers ..."
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studies demonstrated that having a previous his-tory of stroke or transient ischemic attack (TIA) confers
a substantial risk for subsequent stroke
"... studies demonstrated that having a previous his-tory of stroke or transient ischemic attack (TIA) confers ..."
Abstract
- Add to MetaCart
studies demonstrated that having a previous his-tory of stroke or transient ischemic attack (TIA) confers
a substantial risk for subsequent stroke
"... 1Previous studies demonstrated that having a previous his-tory of stroke or transient ischemic attack (TIA) confers ..."
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1Previous studies demonstrated that having a previous his-tory of stroke or transient ischemic attack (TIA) confers
Financial Dependence and Growth
- American Economic Review
, 1998
"... This paper examines whether nancial development facilitates economic growth by scrutinizing one rationale for such a relationship; that nancial development reduces the costs of external nance to rms. Speci cally, we ask whether industrial sectors that are relatively more in need of external nance de ..."
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Cited by 1086 (26 self)
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to the highest value use without substantial risk of loss through moral hazard, adverse selection, or transactions costs { are an essential catalyst of economic growth. Empirical work seems consistent with this argument. For example, on the
Income and Wealth Heterogeneity in the Macroeconomy,
- Journal of Political Economy
, 1998
"... How do movements in the distribution of income and wealth affect the macroeconomy? We analyze this question using a calibrated version of the stochastic growth model with partially uninsurable idiosyncratic risk and movements in aggregate productivity. Our main finding is that, in the stationary st ..."
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Cited by 678 (11 self)
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How do movements in the distribution of income and wealth affect the macroeconomy? We analyze this question using a calibrated version of the stochastic growth model with partially uninsurable idiosyncratic risk and movements in aggregate productivity. Our main finding is that, in the stationary
The Construct of Resilience: A Critical Evaluation and Guidelines for Future Work.
- Child Development,
, 2000
"... This paper presents a critical appraisal of resilience, a construct connoting the maintenance of positive adaptation by individuals despite experiences of significant adversity. As empirical research on resilience has burgeoned in recent years, criticisms have been levied at work in this area. Thes ..."
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Cited by 495 (8 self)
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. These critiques have generally focused on ambiguities in definitions and central terminology; heterogeneity in risks experienced and competence achieved by individuals viewed as resilient; instability of the phenomenon of resilience; and concerns regarding the usefulness of resilience as a theoretical construct
Global mortality, disability, and the contribution of risk factors
- Global Burden of Disease Study. Lancet
, 1997
"... taken into account, our list differs substantially from other lists of the leading causes of death. DALYs provide a common metric to aid meaningful comparison of the burden of risk factors, diseases, and injuries. Lancet 1997; 349: 1436–42 ..."
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Cited by 450 (0 self)
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taken into account, our list differs substantially from other lists of the leading causes of death. DALYs provide a common metric to aid meaningful comparison of the burden of risk factors, diseases, and injuries. Lancet 1997; 349: 1436–42
Predictive regressions
- Journal of Financial Economics
, 1999
"... When a rate of return is regressed on a lagged stochastic regressor, such as a dividend yield, the regression disturbance is correlated with the regressor's innovation. The OLS estimator's "nite-sample properties, derived here, can depart substantially from the standard regression set ..."
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Cited by 466 (20 self)
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When a rate of return is regressed on a lagged stochastic regressor, such as a dividend yield, the regression disturbance is correlated with the regressor's innovation. The OLS estimator's "nite-sample properties, derived here, can depart substantially from the standard regression
Trying to Explain Home Bias in Equities and Consumption
- Journal of Economic Literature
, 1999
"... Domestic investors hold a substantially larger proportion of their wealth portfolios in domestic assets than standard portfolio theory would suggest, a phenomenon called "equity home bias. " In the absence of this bias, investors would optimally diversify domestic output risk using foreign ..."
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Cited by 460 (7 self)
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Domestic investors hold a substantially larger proportion of their wealth portfolios in domestic assets than standard portfolio theory would suggest, a phenomenon called "equity home bias. " In the absence of this bias, investors would optimally diversify domestic output risk using
Investing for the long run when returns are predictable
- Journal of Finance
, 2000
"... We examine how the evidence of predictability in asset returns affects optimal portfolio choice for investors with long horizons. Particular attention is paid to estimation risk, or uncertainty about the true values of model parameters. We find that even after incorporating parameter uncertainty, th ..."
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Cited by 444 (0 self)
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, there is enough predictability in returns to make investors allocate substantially more to stocks, the longer their horizon. Moreover, the weak statistical significance of the evidence for predictability makes it important to take estimation risk into account; a long-horizon investor who ignores it may
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