Auflistung Wirtschaftswissenschaftliche Fakultät nach Titel
Anzeige der Publikationen 495-514 von 1448
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2016-12-29DiskussionspapierFactorisable Multi-Task Quantile Regression For many applications, analyzing multiple response variables jointly is desirable because of their dependency, and valuable information about the distribution can be retrieved by estimating quantiles. In this paper, we ...
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2015-07-20DiskussionspapierFactorisable Sparse Tail Event Curves In this paper, we propose a multivariate quantile regression method which enables localized analysis on conditional quantiles and global comovement analysis on conditional ranges for high-dimensional data. The proposed ...
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2016-03-21DiskussionspapierFactorisable Sparse Tail Event Curves with Expectiles Oberwolfach Report: New Developments in Functional and Highly Multivariate Statistical Methodology
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2013-04-25DiskussionspapierFair re-valuation of wine as an investment The prices of wine is a key topic for market participants interested in valuing their stock, including dealers, restaurants or consumers who may be interested in optimizing their purchases. As a closely related issue, ...
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2012-02-08DiskussionspapierFair Value Reclassifications of Financial Assets during the Financial Crisis At the peak of the financial crisis in October 2008, the IASB amended IAS 39 to grant companies the option of abandoning fair value recognition for selected financial assets. Using a comprehensive global sample of publicly ...
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2001-06-12BuchFairness in the Mail and Opportunism in the Internet On May 11, 2001, readers of the Berliner Zeitung were invited to participate in an ultimatum bargaining experiment played in the strategy vector-mode: Each participant chooses not only how much (s)he demands of the DM ...
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2000-12-01BuchFairness versus Efficiency Fairness is a strong concern as shown by the robust results of dictator giving and ultimatum experiments. Efficiency, measured by the sum of individual payoffs, is another potential concern in games such as the prisoners’ ...
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2017-01-18DiskussionspapierFake Alpha Why do investors entrust active mutual fund managers with large sums of money while receiving negative excess returns on average? Our explanation is that investors have a coarser information set than fund managers which ...
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2008-03-06DiskussionspapierFamily Management, Family Ownership and Downsizing Little is known about the relationship between family firms and their employees. This paper aims to close this gap. We distinguish between family management and family ownership as two dimensions of family firms and analyze ...
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2005-03-01DiskussionspapierFFT Based Option Pricing
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1998-03-01BuchFinance, Investment, and Firm Value in Germany and the US Germany and the United States are generally seen as the two competing systems of corporate governance. In search for a comparative welfare analysis of the financial systems, we are interested in (i) the aggregate value-added ...
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1997-06-03BuchFinancial calculations on the net
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2012-08-31DiskussionspapierFinancial Network Systemic Risk Contributions We propose the realized systemic risk beta as a measure for financial companies’ contribution to systemic risk given network interdependence between firms’ tail risk exposures. Conditional on statistically pre-identified ...
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2011-10-26DiskussionspapierFinancial Network Systemic Risk Contributions We propose the systemic risk beta as a measure for financial companies’ contribution to systemic risk given network interdependence between firms’ tail risk exposures. Conditional on statistically pre-identified network ...
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2001-06-13BuchFinancial price fluctuations in a stock market model with many interacting agents We consider a financial market model with a large number of interacting agents. Investors are heterogeneous in their expectations about the future evolution of an asset price process. Their current expectation is based on ...
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2006-03-07DiskussionspapierFinite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions This paper investigates the finite sample properties of confidence intervals for structural vector error correction models (SVECMs) with long-run identifying restrictions on the impulse response functions. The simulation ...
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2006-05-31DiskussionspapierFirm Specific Wage Spread in Germany The purpose of this paper is to sort out firm-related differences from effects that result from different economic structures. A non-parametric decomposition is used to analyse firm level difference between the wage spread ...
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2014-01-27DiskussionspapierFiscal Devaluation in a Monetary Union Between 1999 and the onset of the economic crisis in 2008 real ex-change rates in Greece, Ireland, Italy, Portugal and Spain appreciated relative to the rest of the euro area. This divergence in competitiveness was reflected ...
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2006-02-27DiskussionspapierFiscal Policy Effects in the European Union This paper analyzes empirically the impact of fiscal policy on the price level for the casesof Germany and Spain. We investigate whether the fiscal theory of the price level (FTPL) is able to deliver a reasonable explanation ...
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2007-04-04DiskussionspapierFiscal Policy Rules in Practice This paper analyzes German and Spanish fiscal policy using simple policy rules. We choose Germany and Spain, as both are Member States in the European Monetary Union (EMU) and underwent considerable increases in public ...