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Browsing by Subject "G12"

Now showing items 1-20 of 43

A "wreckers theory" of financial distress

von Kalckreuth, Ulf (2013-10-16)
A Data-Reconstructed Fractional Volatility Model

Mendes, Rui Vilela; Oliveira, Maria J. (Kiel Institute for the World Economy (IfW) Kiel, 2013-10-16)
A minimal noise trader model with realistic time series properties

Alfarano, Simone; Lux, Thomas (Institut für Volkswirtschaftslehre, Kiel, 2013-10-16)
A minimal noise trader model with realistic time series properties

Alfarano, Simone; Lux, Thomas (Institut für Volkswirtschaftslehre, Kiel, 2013-10-16)
A noise trader model as a generator of apparent financial power laws and long memory

Alfarano, Simone; Lux, Thomas (Institut für Volkswirtschaftslehre, Kiel, 2013-10-16)
A note on the coefficient of determination in regression models with infinite-variance variables

Loretan, Michael Stanislaus; Kurz-Kim, Jeong-Ryeol (2013-10-16)
A value at risk analysis of credit default swaps

Scheicher, Martin; Raunig, Burkhard (2013-10-16)
An affine macro-finance term structure model for the euro area

Lemke, Wolfgang (2013-10-16)
Applications of statistical physics in finance and economics

Lux, Thomas (Kiel Institute for the World Economy (IfW) Kiel, 2013-10-16)
Bond pricing when the short term interest rate follows a threshold process

Lemke, Wolfgang; Archontakis, Theofanis (2013-10-16)
Consumption, wealth and business cycles in Germany

Hamburg, Britta; Hoffmann, Mathias; Keller, Joachim (, 2013-10-16)
Consumption, wealth and business cycles: why is Germany different?

Hamburg, Britta; Hoffmann, Mathias; Keller, Joachim (2013-10-16)
Detecting multi-fractal properties in asset returns : the failure of the scaling estimator

Lux, Thomas (Institut für Volkswirtschaftslehre, Kiel, 2013-10-16)
Fiscal institutions, fiscal policy and sovereign risk premia

Hallerberg, Mark; Wolff, Guntram B. (2013-10-16)
Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia

Bernoth, Kerstin; Wolff, Guntram B. (2013-10-16)
Forecasting the price of crude oil via convenience yield predictions

Knetsch, Thomas A. (2013-10-16)
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching

Lux, Thomas; Kaizoji, Taisei (Institut für Volkswirtschaftslehre, Kiel, 2013-10-16)
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models

Lux, Thomas; Kaizoji, Taisei (Institut für Volkswirtschaftslehre, Kiel, 2013-10-16)
Labor and the Market Value of the Firm

Merz, Monika; Yashiv, Eran (, 2013-10-16)
Learning, structural instability and present value calculations

Pesaran, Mohammad Hashem; Pettenuzzo, Davide; Timmermann, Allan (2013-10-16)

Now showing items 1-20 of 43

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