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Management von Mitarbeiterrisiken in Unternehmen Theoretische Grundlagen und Entwicklung eines praxistauglichen Erfassungs- und Auswertungsverfahrens

Dannenberg, Henry - EconWPA - 2005

Die vorliegende Arbeit stellt einen Beitrag zur Bewertung von Mitarbeiterrisiken in Unternehmen dar. Es werden Ursachen determiniert, die einen Mitarbeiterausfall zur Folge haben. Diese werden auf ihre Eintrittswahrscheinlichkeit sowie möglicher Schäden hin untersucht. Darauf aufbauend wird...

Persistent link: https://www.econbiz.de/10005118593

INVESTING IN THE FINANCIAL SECTOR OF EMERGING COUNTRIES: POTENTIAL RISK AND HOW TO MANAGE THEM

HERRERO, ALICIA GARCIA; HERRERO, SONSOLES GALLEGO; … - EconWPA - 2004

financial independence of subsidiaries may be considered an important tool of risk control, the possibilities to mitigate risks …

Persistent link: https://www.econbiz.de/10005556585

Stochastics for the worst case: distributions and risk measures for minimal returns

Mihai, Mihnea-Stefan - EconWPA - 2003

at Risk and coherent risk measures, as suggested by Artzner et al. (1997). …

Persistent link: https://www.econbiz.de/10005561067

“The Consumer Financing Business in India” – Building Blocks for the Future

Gupta, Akash; Agarwal, Rahul - EconWPA - 2004

large retail outlets, range of credit card offerings, innovations in education finance, rural finance, etc. The role of risk … economic factors like employment rates, inflation, interest rates etc. We therefore provide an overview of the risk mitigation …

Persistent link: https://www.econbiz.de/10005561323

Did Producer Hedging Opportunities in the Live Hog Contract Decline?

Zanini, Fabio C.; Garcia, Philip - EconWPA - 1997

, forecasting and hedging can contribute to price risk management improvement for risk-averse producers. Consistent with previous …

Persistent link: https://www.econbiz.de/10005561582

Extreme Moves in Foreign Exchange Rates and Risk Limit Setting

Dacorogna, Michel; Blum, Peter - EconWPA - 2003

Foreign exchange rates can be subject to considerable daily fluctuations (up to 5 percent within one day). This can, in certain cases, cause serious losses on open overnight positions. Given a maximum tolerable loss for a company, limits have to be set on open overnight positions in foreign...

Persistent link: https://www.econbiz.de/10005126103

APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF AGRICULTURAL COMMODITIES

Guida, Tony; Matringe, Olivier - EconWPA - 2005

This paper examines the forecasting performance of GARCH’s models used with agricultural commodities data. We compare different possible sources of forecasting improvement, using various statistical distributions and models. We have chosen to confine our analysis on four indices which are the...

Persistent link: https://www.econbiz.de/10005134650

The Interest Rate Exposure of Nonfinancial Corporations

Bartram, Sohnke M. - EconWPA - 2001

Many interest rates are as volatile as exchange rates and thus represent an equally important source of risk for … interest rate exposure of nonfinancial firms. Consequently, this paper investigates the impact of interest rate risk on a large …

Persistent link: https://www.econbiz.de/10005134675

Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations

Bartram, Sohnke M. - EconWPA - 2002

rate risk on firm value could be detected empirically. This paper investigates whether the results of previous studies can …

Persistent link: https://www.econbiz.de/10005134773

Testing the Gaussian Copula Hypothesis for Financial Assets Dependences

Malevergne, Y.; Sornette, D. - EconWPA - 2001

Using one of the key property of copulas that they remain invariant under an arbitrary monotonous change of variable, we investigate the null hypothesis that the dependence between financial assets can be modeled by the Gaussian copula. We find that most pairs of currencies and pairs of major...

Persistent link: https://www.econbiz.de/10005134789