Auflistung nach Titel
Anzeige der Dokumente 984-1003 von 1145
-
Survey_Tykvová_2003
Our model consists of two periods, two types of firms (high- and low-quality) and (a) infinitely many possible kinds of projects that differ in the role of the non-monetary contribution by the venture capitalist in the ... -
Survey_TZ_2004
The model includes five endogenous variables besides house price growth: (i) the growth rate of GDP, which provides a measure of the state of the business cycle and household income, (ii) the rate of inflation in consumer ... -
Survey_VanAchter_2008
An infinite horizon model is developed in order to examine a continous limit order market listing a single secutity. Each period t = 0,1, … exactly one agent arrives that observes the limit order book (LOB) and decides to ... -
Survey_WB_2005
In the spirit of the empirical growth literature, we are using regionally disaggregated data to examine the question of inflation diversity and convergence in the EMU. There are several reasons that make such an approach ... -
Survey_WG_2008
Our dependent variable is always the equity premium, that is, the total rate of return on the stock market minus the prevailing short-term interest rate. We use S&P 500 index returns from 1926 to 2005 from Center for ... -
Survey_Wieland_2002
The estimates were obtained using quarterly data on the CPI excluding food and energy and the civilian unemployment rate from 1960:2Q to 1993:4Q. The author uses 12 lags of inflation and 2 lags of the unemployment rate as ... -
Survey_Woodford_1999
The model is similar, if not identical, to the small forward-looking models used in a number of recent analyses of monetary policy rules, including Kerr and King (1996), Woodford (1996), Bernanke and Woodford (1997), ... -
Survey_Woodford_2005
I can expound the general conception of robust policy that I wish to propose using an abstract two-period policy game. A vector of endogenous variables xt is determined in two successive periods (t = 0, 1), there are many ... -
Survey_WP315_BZH_2021
We collected this data in an incentivized field study that we conducted at a large German university over three years (2016–2019). Most important for the experiment at hand, the field study included an incentivized one-shot ... -
Survey_Yoshimori_1995
The pluralistic approach assumes that the firm belongs to all the stakeholders, with the employees' interests taking precedence. This is the concept spec- ific to Japan which manifests itself in the form of long-term ... -
Survey_Zadrozny_2016
"The present paper makes two contributions. First, the paper extends the original XYW method to an extended XYW method that determines all ARMA parameters of a VARMA model with available covariances of its variables observed ... -
SUSB
Annual series that provides national and subnational data on the distribution of economic data by enterprise size and industry. SUSB covers most of the country's economic activity. The series excludes data on nonemployer ... -
Sustainalytics
Sustainalytics is a company that rates the sustainability of listed companies based on their environmental, social and corporate governance (ESG) performance. -
Swedish Twin Registry
The Swedish Twin Registry, managed by Karolinska Institutet is the largest of its kind and has become an invaluable resource for medical research. The Registry was established in the 1960s and contains information about ... -
Swiss Re
Dealing direct and working through brokers, our global client base consists of insurance companies, mid-to-large-sized corporations and public sector clients. From standard products to tailor-made coverage across all lines ... -
Systemic Co-Jumps
(2016-10-10)The simultaneous occurrence of jumps in several stocks can be associated with major financial news, triggers short-term predictability in stock returns, is correlated with sudden spikes of the variance risk premium, and ... -
Systemic Risk and Sovereign Debt in the Euro Area
(2013-12-13)We introduce a new measure of systemic risk, the change in the conditional joint probability of default, which assesses the effects of the interdependence in the financial system on the general default risk of sovereign ... -
Systemic risk for financial institutions of major petroleum-based economies: The role of oil
(2017-11-05)This paper examines the relationship between oil price movements and systemic risk of many financial institutions in major petroleum-based economies. We estimate ?CoVaR for those institutions and thereby observe the presence ... -
Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets
(2014-03-30)We analyze the emergence of systemic risk in a network model of interconnected bank balance sheets. The model incorporates multiple sources of systemic risk, including size of financial institutions, direct exposure from ... -
Systemic Risk in the Financial Sector: What Can We Learn from Option Markets?
(2014-12-14)We propose a novel approach on how to estimate systemic risk and identify its key determinants. For US financial companies with publicly traded equity options, we extract option-implied value-at-risks and measure the ...