Showing 1 - 10 of 259
Persistent link: https://www.econbiz.de/10003832735
Persistent link: https://www.econbiz.de/10002188409
We analyse the adjustment of retail and services prices in a period of low inflation, using a set of individual price … data from the German Consumer Price Index which covers the years 1998 to 2003. We strong find evidence of time- and state …-dependent price adjustment. Most importantly, the differences in unconditionalʺ sectoral price flexibility are found to be linked to …
Persistent link: https://www.econbiz.de/10003339174
Persistent link: https://www.econbiz.de/10003832719
Persistent link: https://www.econbiz.de/10003995905
Persistent link: https://www.econbiz.de/10011409431
Persistent link: https://www.econbiz.de/10001708285
Persistent link: https://www.econbiz.de/10001379394
Persistent link: https://www.econbiz.de/10001667448
Results from portfolio models for credit risk tell us that loan concentration in certain industry sectors can substantially increase the value-at-risk (VaR). The purpose of this paper is to analyze whether a tractable infection modelʺ can provide a meaningful estimate of the impact of...
Persistent link: https://www.econbiz.de/10003326735