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Stakeholder capitalism, corporate governance and firm value
Allen, Franklin (contributor); Carletti, Elena (contributor) - 2007
Persistent link: https://www.econbiz.de/10003651331
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Asymmetric multivariate normal mixture GARCH
Haas, Markus (contributor); Mittnik, Stefan (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003651581
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Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus (contributor); Mittnik, Stefan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651587
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International evidence on sticky consumption growth
Carroll, Chris (contributor); Slacalek, Jirka (contributor);  … - 2008
"We estimate the degree of 'stickiness' in aggregate consumption growth (sometimes interpreted as reflecting consumption habits) for thirteen advanced economies. We find that, after controlling for measurement error, consumption growth has a high degree of autocorrelation, with a stickiness...
Persistent link: https://www.econbiz.de/10003651594
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Competitive risk sharing contracts with one-sided commitment
Krueger, Dirk (contributor); Uhlig, Harald (contributor) - 2005
Persistent link: https://www.econbiz.de/10003350788
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Volatility forecasting
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10003350800
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Modeling and predicting market risk with Laplace-Gaussian mixture distributions
Haas, Markus (contributor); Mittnik, Stefan (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003351512
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Pareto improving social security reform when financial markets are incomplete!?
Krueger, Dirk (contributor); Kubler, Felix (contributor) - 2005
Persistent link: https://www.econbiz.de/10003351524
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Does income inequality lead to consumption inequality? : Evidence and theory
Krueger, Dirk (contributor); Perri, Fabrizio (contributor) - 2005
Persistent link: https://www.econbiz.de/10003351543