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Die Erwartungstheorie der Zinsstruktur, Geldpolitik und zeitvariable Risikoprämien : eine empirische Analyse des Euro-DM-Geldmarktes
Wasmund, Jörn - 1999
Die umfangreiche empirische Literatur zur Gültigkeit der Erwartungstheorie der Zinsstruktur in den USA hat einen "U-förmigen" Verlauf des Informationsgehalts in längerfristigen Zinsen für zukünftige kurzfristige Zinsen nachgewiesen. Während Änderungen des Tagesgeldzinses in den nächsten...
Persistent link: https://www.econbiz.de/10011401950
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Searching for prosperity
Kremer, Michael; Onatski, Alexei; Stock, James H. - 2001
Persistent link: https://www.econbiz.de/10001578285
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Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications
Ardia, David (contributor) - 2008
This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk … paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal innovations and the … between individuals can be substantial in terms of regulatory capital. The last chapter proposes the estimation of a Markov …
Persistent link: https://www.econbiz.de/10013520959
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Chapter 60 Nonparametric Approaches to Auctions
Athey, Susan; Haile, Philip A. - In: Handbook of econometrics : volume 6A, (pp. 3847-3965). 2007
estimation approaches. …
Persistent link: https://www.econbiz.de/10014024955
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Semiparametric estimation of first-price auction models
Aryal, Gaurab; Gabrielli, Maria Florencia; Vuong, Quang H. - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 373-385
Persistent link: https://www.econbiz.de/10012499086
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Nonparametric estimation of first-price auctions with risk-averse bidders
Zincenko, Federico - In: Journal of econometrics 205 (2018) 2, pp. 303-335
Persistent link: https://www.econbiz.de/10012110282
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How accurately do structural asymmetric first-price auction estimates represent true valuations?
Chernomaz, Kirill; Yoshimoto, Hisayuki - In: Journal of econometric methods 9 (2020) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012197294
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Semi-nonparametric estimation of secret reserve prices in auctions
Foster, Joshua - In: Economics letters 220 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013473056
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Gold returns: Do business cycle asymmetries matter? : evidence from an international country sample
Apergēs, Nikolaos; Eleftheriou, Sophia - In: Economic modelling 57 (2016), pp. 164-170
Persistent link: https://www.econbiz.de/10011646877
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Does gold hedge stock market, inflation and exchange rate risks? : an econometric investigation
Iqbal, Javed - In: International review of economics & finance : IREF 48 (2017), pp. 1-17
Persistent link: https://www.econbiz.de/10011747062