Search Results - subject:"smile"

Improvized implied volatility function and nonparametric approach to unbiased estimation

Muhammad, Atif Sattar; Zhang, Hailiang; Kanwal, Samra; … - In: International journal of financial engineering 10 (2023) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10014251229

Smile-and-go : regional performance through global value chains in Europe

Capello, Roberta; Dellisanti, Roberto - In: Papers in regional science : the journal of the … 103 (2024) 2, pp. 1-10

By applying the smile curve concept to regional value added growth rather than to levels, the paper claims that local … GVCs' participation, witnessing the existence of a "dynamic smile curve" and opening the issue of increasing regional …

Persistent link: https://www.econbiz.de/10014632715

Visualizing global value chains : smile curve, network and revealed comparative advantage

Meng, Bo; Cheng, Wenyin; Ye, Ming; Keola, Souknilanh; … - 2024

Persistent link: https://www.econbiz.de/10014560368

Estimation of rare disaster concerns from option prices—An arbitrage‐free RND‐based smile construction approach

Albert, Pascal; Herold, Michael; Muck, Matthias - In: Journal of Futures Markets 43 (2023) 12, pp. 1807-1835

This research addresses the estimation of measures of rare disaster concerns from option prices. We propose a new smile …

Persistent link: https://www.econbiz.de/10014504042

Determinants of functional specialisation in EU countries

Kordalska, Aleksandra; Olczyk, Magdalena - 2023

This paper aims to identify factors that determine functional specialisation (FS) in global value chains (GVCs) in European Union countries. We focus on fabrication and R&D as two opposite business functions in terms of their character and their potential of creating value-added. To make our...

Persistent link: https://www.econbiz.de/10014374605

Von verlängerten Werkbänken und Headquarter-Ökonomien: Die Bedeutung funktionaler Spezialisierung in EU-Wertschöpfungsketten für die Lohnentwicklung

Stöllinger, Roman - 2023

Die Spezialisierung von Ländern auf Funktionen innerhalb internationaler Wertschöpfungsketten ist ein definierendes Merkmal der letzten Globalisierungswelle. In der EU haben sich dabei komplementäre funktionale Spezialisierungsmuster herauskristallisiert. Dabei stehen die mittel- und...

Persistent link: https://www.econbiz.de/10014374672

Von verlängerten Werkbänken und Headquarter-Ökonomien : die Bedeutung funktionaler Spezialisierung in EU-Wertschöpfungsketten für die Lohnentwicklung

Stöllinger, Roman - 2023

Persistent link: https://www.econbiz.de/10014313552

Determinants of functional specialisation in EU countries

Kordalska, Aleksandra; Olczyk, Magdalena - 2023

Persistent link: https://www.econbiz.de/10014279987

Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach

Albert, Pascal; Herold, Michael; Muck, Matthias - In: The journal of futures markets 43 (2023) 12, pp. 1807-1835

Persistent link: https://www.econbiz.de/10014433013

Functional specialisation in EU value chains: Methods for identifying EU countries' roles in international production networks

Kordalska, Aleksandra; Olczyk, Magdalena; Stöllinger, Roman - 2022

Geographically dispersed production networks have allowed countries to specialise in different functions of the value chain. By making use of two methodologies for quantifying the magnitude of functional specialisation - one based on trade flows and one based on FDI flows - detailed profiles of...

Persistent link: https://www.econbiz.de/10014374284

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