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Noise traders' trigger rates, FX options, and smiles

Pierdzioch, Christian - 2000

A contingent claims valuation model which allows to highlight the implications of program trading in spot markets for the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts is devoloped. The curvature of the volatility strike...

Persistent link: https://www.econbiz.de/10011476532

Dialects, cultural Identity, and economic exchange

Falck, Oliver; Heblich, Stephan; Lameli, Alfred; … - 2010

We investigate whether time-persistent cultural borders impede economic exchange across regions of the same country. To measure cultural differences we evaluate, for the first time in economics, linguistic micro-data about phonological and grammatical features of German dialects. These data are...

Persistent link: https://www.econbiz.de/10010266077

Long memory in German energy price indices

Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012

This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration modelling framework. The analysis is undertaken...

Persistent link: https://www.econbiz.de/10010288234

Sentiment dynamics and stock returns : the case of the German stock market

Lux, Thomas (contributor) - 2008

We use weekly survey data on short-term and medium-term sentiment of German investors in order to study the causal relationship between investors' mood and subsequent stock price changes. In contrast to extant literature for other countries, a tri-variate vector autoregression for short-run...

Persistent link: https://www.econbiz.de/10003785005

Firm heterogeneity and choice of ownership structure : an empirical analysis of German FDI in India

Görg, Holger; Lauber, Verena; Meyer, Birgit; … - 2008

We contribute to the nascent literature on the heterogeneity of multinational enterprises (MNEs) and the relevance of firm characteristics for analyzing the determinants of outward foreign direct investment (FDI). The focus is on the role of firm-level heterogeneity when MNEs decide on the share...

Persistent link: https://www.econbiz.de/10003772206

Unemployment accounts and employment incentives

Brown, Alessio J. G. (contributor); … - 2006

We explore the far-reaching implications of replacing current unemployment benefit (UB) systems by an unemployment accounts (UA) system. Under the UA system, employed people are required to make ongoing contributions to their UAs and the balances in these accounts are available to them during...

Persistent link: https://www.econbiz.de/10003313858

Aid allocation through various official and private channels : need, merit and self-interest as motives of German donors

Nunnenkamp, Peter; Öhler, Hannes - 2009

Assembly. -- Aid allocation ; aid channels ; donor motives ; Germany ; Tobit models …

Persistent link: https://www.econbiz.de/10003864489

Incentives and complementarities of flexicurity

Brown, Alessio J. G.; Snower, Dennis J. - 2009

microfounded model of searching workers and firms, calibrate it to Germany and perform the policy experiment of implementing the … show that implementing the Danish flexicurity concept in Germany would reduce unemployment and earnings inequality … Germany - the reduction of unemployment effect is nearly 40% greater when the policies are implemented in conjunction than in …

Persistent link: https://www.econbiz.de/10003850634

What kind of shock was it? : Regional integration and structural change in Germany after unification

Burda, Michael C. (contributor) - 2007

Eastern Germany's recovery from the unification shockʺ has been characterized by deep structural change with apparent …

Persistent link: https://www.econbiz.de/10003414225

Beschäftigungskonten für Deutschland

Boss, Alfred (contributor); Brown, Alessio J. G. (contributor) - 2007

We present a proposal for reforming unemployment assistance in Germany through the introduction of unemployment … of how such a system of UAs can be designed and implemented in Germany. To make the influence of UAs as transparent as …

Persistent link: https://www.econbiz.de/10003481660

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