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C.E.P.R. Discussion Papers
Deutschland <Bundesrepublik> / Statistisches Bundesamt
934
Deutschland / Statistisches Bundesamt
845
National Bureau of Economic Research
816
Europäische Kommission / Statistisches Amt
521
Bundesstelle für Außenhandelsinformation <Köln>
517
OECD
514
International Monetary Fund (IMF)
430
International Monetary Fund
188
Bundesagentur für Außenwirtschaft
183
Deutschland
161
Europäische Gemeinschaften / Kommission / Statistisches Amt
116
Polen / Główny Urząd Statystyczny
110
World Trade Organization
110
Nordrhein-Westfalen / Landesamt für Datenverarbeitung und Statistik
109
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
107
Nordrhein-Westfalen
95
Organisation for Economic Co-operation and Development
94
Hessen / Statistisches Landesamt
81
Deutschland <Bundesrepublik>
80
Schweiz / Bundesamt für Statistik
70
Springer Fachmedien Wiesbaden
65
Statistisches Landesamt des Freistaates Sachsen
65
Baden-Württemberg
64
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
62
Ungarn / Központi Statisztikai Hivatal
60
International Energy Agency
58
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Bayern
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43
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43
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42
Institut national de la statistique et des études économiques <Frankreich>
42
Statistik Austria
41
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CEPR Discussion Papers
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1
Macro-
Hedging
for Commodity Exporters
Borensztein, Eduardo
;
Jeanne, Olivier
;
Sandri, Damiano
-
C.E.P.R. Discussion Papers
-
2009
commodity-exporting countries. We show that the introduction of
hedging
instruments such as futures and
options
enhances …This paper uses a dynamic optimization model to estimate the welfare gains of
hedging
against commodity price risk for …
Persistent link: https://www.econbiz.de/10008577805
Saved in:
2
Dynamic
Hedging
in Incomplete Markets: A Simple Solution
Basak, Suleyman
;
Chabakauri, Georgy
-
C.E.P.R. Discussion Papers
-
2011
deviate unless she can pre-commit to follow them. We apply our results to the discrete
hedging
problem of
derivatives
when …Despite much work on
hedging
in incomplete markets, the literature still lacks tractable dynamic hedges in plausible … specialized to the Black-Scholes setting. We also generalize our results to richer settings to study dynamic
hedging
with Poisson …
Persistent link: https://www.econbiz.de/10009024486
Saved in:
3
Performance Maximization of Actively Managed Funds
Guasoni, Paolo
;
Huberman, Gur
;
Wang, Zhenyu
-
C.E.P.R. Discussion Papers
-
2010
literature suggests that even in the absence of any ability to predict returns, holding
options
positions on the benchmark assets …. The enhancement from holding
options
can be substantial if the implied volatilities of the
options
are higher than the …
Persistent link: https://www.econbiz.de/10008468707
Saved in:
4
Interpreting Prediction Market Prices as Probabilities
Wolfers, Justin
;
Zitzewitz, Eric
-
C.E.P.R. Discussion Papers
-
2006
While most empirical analysis of prediction markets treats prices of binary
options
as predictions of the probability …
Persistent link: https://www.econbiz.de/10005136573
Saved in:
5
New Techniques to Extract Market Expectations from Financial Instruments
Söderlind, Paul
;
Svensson, Lars E O
-
C.E.P.R. Discussion Papers
-
1997
This paper is a selective survey of new or recent methods to extract information about market expectations from asset prices for monetary policy purposes. Traditionally, interest rates and forward exchange rates have been used to extract expected means of future interest rates, exchange rates...
Persistent link: https://www.econbiz.de/10005504605
Saved in:
6
Option-Based Credit Spreads
Culp, Christopher L.
;
Nozawa, Yoshio
;
Veronesi, Pietro
-
C.E.P.R. Discussion Papers
-
2014
empirically show that indeed portfolios of long Treasuries and short traded put
options
("pseudo bonds") closely match the …
Persistent link: https://www.econbiz.de/10011145468
Saved in:
7
The Effect of Introducing a Non-redundant
Derivative
on the Volatility of Stock-Market Returns
Bhamra, Harjoat Singh
;
Uppal, Raman
-
C.E.P.R. Discussion Papers
-
2006
We study the effect of introducing a new security, such as a non-redundant
derivative
, on the volatility of stock … second version, agents can trade in both the market portfolio and a new zero-net-supply
derivative
. We show analytically that … for a sufficiently small precautionary-savings effect, the introduction of a non-redundant
derivative
on the market …
Persistent link: https://www.econbiz.de/10005114422
Saved in:
8
The Informativeness Principle Under Limited Liability
Chaigneau, Pierre
;
Edmans, Alex
;
Gottlieb, Daniel
-
C.E.P.R. Discussion Papers
-
2014
This paper shows that the informativeness principle does not automatically extend to settings with limited liability. Even if a signal is informative about effort, it may have no value for contracting. An agent with limited liability is paid zero for certain output realizations. Thus, even if...
Persistent link: https://www.econbiz.de/10011083536
Saved in:
9
The Value of Informativeness for Contracting
Chaigneau, Pierre
;
Edmans, Alex
;
Gottlieb, Daniel
-
C.E.P.R. Discussion Papers
-
2014
The informativeness principle demonstrates qualitative benefits to increasing signal precision. However, it is difficult to quantify these benefits -- and compare them against the costs of precision -- since we typically cannot solve for the optimal contract and analyze how it changes with...
Persistent link: https://www.econbiz.de/10011083624
Saved in:
10
Carry
Koijen, Ralph
;
Moskowitz, Tobias J
;
Pedersen, Lasse Heje
; …
-
C.E.P.R. Discussion Papers
-
2013
including global equities, global bonds, commodities, US Treasuries, credit, and
options
. This predictability rejects a …
Persistent link: https://www.econbiz.de/10011083673
Saved in:
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