Auflistung Wirtschaftswissenschaftliche Fakultät nach Titel
Anzeige der Publikationen 718-737 von 1448
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2005-10-12BuchM Robustified Additive Nonparametric Regression
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2008-07-08DiskussionspapierMacro Wine in Financial Skins This paper analyses mutual causalities between crude oil price and euro / US dollar exchange rate. Instead of focusing on long-run macroeconomic linkages like the bulk of the relevant literature, the present approach takes ...
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2006-05-02DiskussionspapierMacroeconomic Integration in Asia Pacific This paper addresses the question of macroeconomic integration in the Asian Pacific region. Economically, the analysis is based on the notions of stochastic long-run convergence and business cycle coherence. The econometric ...
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2007-05-18DiskussionspapierMacroeconomic Policy in a Heterogeneous Monetary Union We use a two-country model with a central bank maximizing union-wide welfare and two fiscal authorities minimizing comparable, but slightly different country-wide losses. We analyze the rivalry between the three authorities ...
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2006-04-05DiskussionspapierMacroeconomic Regime Switches and Speculative Attacks This paper explains a currency crisis as an outcome of a switch in how monetary policy and fiscal policy are coordinated. The paper develops a model of an open economy in which monetary policy starts active, fiscal policy ...
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2002-02-14BuchMalliavin's calculus in insider models
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2015-03-30DiskussionspapierManager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds This study provides a comprehensive overview of the use of credit default swaps by U.S. corporate bond funds and analyzes in detail whether certain characteristics of managers, in addition to the fundamentals of a fund, ...
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2012-02-21DiskussionspapierManagerial Overconfidence and Corporate Risk Management We show that managerial overconfidence, which has been found to influence a number of corporate financial decisions, also affects corporate risk management. We find that managers increase their speculative activities using ...
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2001-03-21BuchManagerqualität und Unternehmensgröße Die ökonomische Theorie konstatiert einen engen Zusammenhang zwischen der Qualität des Managements in privatwirtschaftlichen Unternehmen und der Größe dieser Unternehmen. Die mikroökonomische Theorie vertritt die These, ...
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1995-11-01BuchManagervergütung und Unternehmenserfolg Die Agency-Theorie verweist darauf, daß die Trennung von Eigentum und Kontrolle in Unternehmen zu einem Interessenskonflikt führen kann, wenn Informationsasymmetrien und opportunistisches Verhalten beobachtet werden. ...
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2010-10-07DiskussionspapierMandatory IFRS adoption and accounting comparability The adoption of IFRS by many countries worldwide fuels the expectation that financial accounting might become more comparable across countries. This expectation is opposed to an alternative view that stresses the importance ...
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2001-08-17BuchManipulation in Political Stock Markets Political stock markets (PSM) are sometimes seen as substitutes for opinion polls. On the bases of a behavioral model, specific preconditions were drawn out under which manipulation in PSM can weaken this argument. Evidence ...
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2005-09-30BuchMarginal Employment – a Dead End?
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2005-10-12BuchMarkovian short rates in a forward rate model with ageneral class of Lévy processes Short rates of interest are considered within in the term structure model of Eberlein-Raible [6] driven by a Lévy process. It is shown that they are Markovian if and only if the volatility function factorizes. This extends ...
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2011-11-10DiskussionspapierMartingale approach in pricing and hedging The paper focuses on the problem of pricing and hedging a European contingent claim for an incomplete market model, in which evolution of price processes for a saving account and stocks depends on an observable Markov ...
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2008-09-19DiskussionspapierMatching Theory and Data This paper shows how to identify the structural shocks of a Vector Autore-gression (VAR) while at the same time estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data ...
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2006-01-19BuchMaximization of Empirical Shannon Information in Testing Significant Variables of Linear Model Search for an unknown set A,Card(A) = s, of significant variables of a linear model with random IID discrete binary carriers and finitely supported IID noise is studied. Two statistics T1, Ts, based on maximization of ...
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2000-10-05BuchMaximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process
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2005-10-17BuchMD*Book and XQC/XQS Statistical software has also become an important part of scientific research that is reflected in the publications of the research results. Publishing a mathematical theorem requires also the publication of the proof of ...
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2005-10-07BuchMD*Book online