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Terms-of-trade uncertainty and economic growth : are risk indicators significant in growth regressions?

Mendoza, Enrique G. - 1994

Persistent link: https://www.econbiz.de/10000904208

Tax evasion and risky investments in an intertemporal context : an experimental study

Giese, Sebastian; Hoffmann, Antje - 2000

In this experimental study of tax evasion and its determinants participants earn their income in a complex stochastic intertemporal environment including the possibility to invest into a risky asset. The earned income has to be declared in four tax returns which are randomly verified. If tax...

Persistent link: https://www.econbiz.de/10009583891

Convertibility risk, default risk, and the Mexdollar anomaly

Rogers, John H. - 1995

Persistent link: https://www.econbiz.de/10000902187

The syndrome of exchange-rate-based stabilizations and the uncertain duration of currency pegs

Mendoza, Enrique G.; Uribe, Martín - 1996

Persistent link: https://www.econbiz.de/10000968424

On risk, rational expectations, and efficient asset markets

Stevens, Guy V. G.; Akbarian, Dara - 1994

Persistent link: https://www.econbiz.de/10000893004

How does future income affect current consumption?

Carroll, Chris - 1993

Persistent link: https://www.econbiz.de/10000870509

Distribution-invariant dynamic risk measures

Weber, Stefan (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001917139

Local risk-minimization under transaction costs

Lamberton, Damien; Pham, Huyên; Schweizer, Martin - 1998

We propose a new approach to the pricing and hedging of contingent claims under transaction costs in a general incomplete market in discrete time. Under the assumptions of a bounded mean-variance tradeoff, substantial risk and a nondegeneracy condition on the conditional variances of asset...

Persistent link: https://www.econbiz.de/10009576212

Coherent risk measures, valuation bounds, and (my,p)-portfolio optimization

Jaschke, Stefan R.; Küchler, Uwe - 1999

This paper presents a general theory that works out the relation between coherent risk measures, valuation bounds, and … theory presented seems to fill a gap between arbitrage valuation on the one hand and single agent utility maximization or … full-fledged equilibrium theory on the other hand. "Coherent" valuation bounds strike a balance in that the bounds can be …

Persistent link: https://www.econbiz.de/10009581108

Credit risk modeling and valuation : an introduction

Giesecke, Kay - 2002

Credit risk refers to the risk of incurring losses due to unexpected changes in the credit quality of a counterparty or issuer. In this paper we give an introduction to the modeling of credit risks and the valuation of credit-risky securities. We consider individual as well as correlated credit...

Persistent link: https://www.econbiz.de/10009625799