Now showing items 51-60 of 238
The Cross-Section of Crypto-Currencies as Financial Assets: An Overview
Crypto-currencies have developed a vibrant market since bitcoin, the first crypto-currency, was created in 2009. We look at the properties of cryptocurrencies as financial assets in a broad cross-section. We discuss ...
Protecting Unsophisticated Applicants in School Choice through Information Disclosure
Unsophisticated applicants can be at a disadvantage under manipulable and hence strategically demanding school choice mechanisms. Disclosing information on applications in previous admission periods makes it easier to asses ...
Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management.
The increasing exposure to renewable energy has amplified the need for risk management in electricity markets. Electricity price risk poses a major challenge to market participants. We propose an approach to model and ...
Portfolio Decisions andBrain Reactions via theCEAD method
Decision making can be a complex process requiring the integration of several attributes of choice options. Understanding the neural processes underlying (uncertain) investment decisions is an important topic in neuroeconomics. ...
The integration ofcredit default swapmarkets in the pre andpost-subprime crisis incommon stochastic trends
It was evident that credit default swap (CDS) spreads have been highly correlated during the recent financial crisis. Motivated by this evidence, this study attempts to investigate the extent to which CDS markets across ...