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Induced innovation, inventors and the energy transition
Dugoua, Eugenie; Gerarden, Todd D. - 2023
Persistent link: https://www.econbiz.de/10014416243
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An assessment of the competitiveness of selected energy conservation and alternative energy technologies
Diener, Steven G.; Dupont, Serge - 1984
Persistent link: https://www.econbiz.de/10003527354
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Relative factor endowments and international portfolio choice
Cuñat, Alejandro (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003731174
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Portfolio allocation and international risk sharing
Benigno, Gianluca; Küçük-Tuger, Hande - 2011
Recent contributions have shown that it is possible to account for the so-called consumptionreal exchange anomaly in models with goods market frictions where international asset trade is limited to a riskless bond. In this paper, we consider a more realistic international asset market structure...
Persistent link: https://www.econbiz.de/10008988794
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Calculating trading book capital : is risk separation appropriate?
Raupach, Peter - 2015
portfolio, one for market risk and one for credit risk. Similar approaches are common in banks’ internal models for economic … capital. Although it is known that joint market and credit risk of certain investments can be larger than the sum of risks … holdings or CDS portfolios – are also affected. There are realistic conditions under which credit risk (represented by ratings …
Persistent link: https://www.econbiz.de/10011299075
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Investment risk appraisal
Serguieva, A.; Hunter, J. - 2000
Persistent link: https://www.econbiz.de/10001572628
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Long run risk model and equity premium puzzle in Thailand
Sartja Duangchaiyoosook; Kilenthong, Weerachart T. - 2021
Persistent link: https://www.econbiz.de/10012582703
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Portfolio liquidation under factor uncertainty
Horst, Ulrich; Xia, Xiaonyu; Zhou, Chao - 2021
liquidation costs. In particular, in our model ambiguity aversion is observationally equivalent to increased risk aversion. This …
Persistent link: https://www.econbiz.de/10012500352
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Beta dispersion and market timing
Kuntz, Laura-Chloé - 2020
The beta dispersion, which is the spread of betas on a stock market, can be interpreted as a measure of market vulnerability. This study examines the economic idea of the beta dispersion and its application as a market return predictor. Based on the empirical beta dispersion observed in the US...
Persistent link: https://www.econbiz.de/10012264452
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Innovation, growth and the transition to net-zero emissions
Stern, Nicholas H.; Valero, Anna - 2021
Persistent link: https://www.econbiz.de/10012581832