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Essays on exchange rates and international finance
Nessén, Marianne - 1994
Persistent link: https://www.econbiz.de/10000897134
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A latent factor model of European exchange rate risk premia
Alexius, Annika; Sellin, Peter - 1997
Persistent link: https://www.econbiz.de/10000958083
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International portofolio diversification and the foreign exchanges risk premium
Nessén, Marianne - 1994
Persistent link: https://www.econbiz.de/10000902160
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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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Cash auction bankruptcy and corporate restructuring
Thorburn, Karin S. - 1998
Persistent link: https://www.econbiz.de/10000983728
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Expertise in credit granting : studies on judgment and decision-making behavior
Andersson, Patric - 2001
Persistent link: https://www.econbiz.de/10001582789
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A note on the pricing of real estate index linked swaps
Björk, Tomas (contributor); Clapham, Eric (contributor) - 2002 - [Elektronische Ressource]
correct and that the true theoretical price of the swap is in fact equal to zero. This result is shown to hold regardless of …
Persistent link: https://www.econbiz.de/10001645586
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Testing constancy of the error covariance matrix in vector models
Eklund, Bruno (contributor); Teräsvirta, Timo (contributor) - 2004 - [Elektronische Ressource], Rev. January 18, 2006
-varying whereas the correlation remain constant over time. Under the parameterized alternative hypothesis the variance may change …
Persistent link: https://www.econbiz.de/10001924637
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Exchange rate expectations, the forward exchange rate bias and risk premia in target zones
Nessén, Marianne - 1994
Persistent link: https://www.econbiz.de/10000888951
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Is there evidence of pessimism and doubt in subjective distributions? : a comment on Abel
Giordani, Paolo (contributor); Söderkind, Paul (contributor) - 2002 - [Elektronische Ressource], Rev. October 1, 2003
Abel (2002) shows that pessimism and doubt in the subjective distribution of the growth rate of consumption reduce the riskfree rate puzzle and the equity premium puzzle. We quantify the amount of pessimism and doubt in survey data on US consumption and income. Individual forecasters are in fact...
Persistent link: https://www.econbiz.de/10001729353