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Do forward markets enhance competition? : experimental evidence
Le Coq, Chloé (contributor); Orzen, Henrik (contributor) - 2002 - [Elektronische Ressource], Rev. October 1, 2004
Hedging risks is an important rationale for the existence of forward markets. However, Allaz and Vila (1993) show that duopolists can also have a strategic motive to sell forward, irrespective of exogenous uncertainties. Moreover, in their model the possibility of forward trading increases...
Persistent link: https://www.econbiz.de/10001693096
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Endogenous timing of investments yields modified Stackelberg outcomes
Bergman, Mats A. - 1998
Persistent link: https://www.econbiz.de/10000995011
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Prices, profits and exchange rate uncertainty : the case of Bertrand competition in differentiated goods
Friberg, Richard - 1997
Persistent link: https://www.econbiz.de/10000971417
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Sequential moves and tacit collusion : reaction-function cycles in a finite pricing duopoly
Wallner, Klaus - 1997
Persistent link: https://www.econbiz.de/10000976648
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Bertrand competition with intertemporal demand
Dutta, Prajit K. (contributor);  … - 2002 - [Elektronische Ressource], This revision February 15, 2005
In the text-book model of dynamic Bertrand competition, competing firms meet the same demand function every period …. This is not a satisfactory model of the demand side if consumers can make intertemporal substitution between periods. Each … period then leaves some residual demand to future periods, and consumers who observe price under-cutting may correctly …
Persistent link: https://www.econbiz.de/10001652352
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Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959376
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Credit risk in corporate securities and derivatives : valuation and optimal capital structure choice
Ericsson, Jan - 1997
Persistent link: https://www.econbiz.de/10000961237
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Monetary policy and bond option pricing in an analytical RBC model
Söderlind, Paul (contributor) - 2001 - [Elektronische Ressource], Rev. January 3, 2003
This paper analyzes how bond option prices are affected by different types of monetary policy. Analytical results from a general equilibrium model with sticky wages show that employment or output targeting typically give lower bond option prices than inflation targeting. -- inflation targeting ;...
Persistent link: https://www.econbiz.de/10001600072
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A note on the pricing of real estate index linked swaps
Björk, Tomas (contributor); Clapham, Eric (contributor) - 2002 - [Elektronische Ressource]
In this paper we discuss the pricing of commercial real estate index linked swaps (CREILS). This particular pricing problem has been studied by Buttimer et al. (1997) in a previous paper. We show that their results are only approximately correct and that the true theoretical price of the swap is...
Persistent link: https://www.econbiz.de/10001645586
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A framework for valuing corporate securities
Ericsson, Jan; Reneby, Joel - 1995
Persistent link: https://www.econbiz.de/10000928598