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Willingness to overpay for insurance and for consumer credit: search and risk behavior under price dispersion

Malakhov, Sergey - Volkswirtschaftliche Fakultät, … - 2014

function takes the form of cubic parabola, where the risk aversion behavior ends at the saddle point of the comprehensive … the ambiguity of the departure from risk-neutrality. This ambiguity can produce the ordinary risk seeking behavior as well … as mathematical catastrophes of Veblen-effect’s imprudence and over prudence of family altruism. The comeback to risk …

Persistent link: https://www.econbiz.de/10011267888

The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management

Marco, Bianchetti - Volkswirtschaftliche Fakultät, … - 2011

plus a 3x6 months Forward Rate Agreement (FRA), and that Libor was a good proxy of the risk free rate required as basic … carry very important consequences in derivative’s trading and risk management, such as, for example, basis risk …

Persistent link: https://www.econbiz.de/10011259157

Markets Evolution After the Credit Crunch

Bianchetti, Marco; Carlicchi, Mattia - Volkswirtschaftliche Fakultät, … - 2012

We review the main changes in the interbank market after the financial crisis started in August 2007. In particular, we focus on the fixed income market and we analyse the most relevant empirical evidences regarding the divergence of the existing basis between interbank rates with different...

Persistent link: https://www.econbiz.de/10011260721

Inflation as restructuring. A theoretical and empirical account of the U.S. experience

Nitzan, Jonathan - Volkswirtschaftliche Fakultät, … - 1992

This work is a PhD dissertation, written at the Department of Economics, McGill University. The thesis offers a new framework for inflation as a process of restructuring. Contrary to existing theories of inflation, which tend to take structure and institutions as given for the purpose of...

Persistent link: https://www.econbiz.de/10005789620

New solutions in the crediting process of agriculture

Harangus, Daniela - Volkswirtschaftliche Fakultät, … - 2008

the totality of risk factors specific to any activity, including the agricultural farm, can be quantified. Starting with … the analysis of risk factors and symptoms, this paper proposes new solutions for diminishing the degree of banks risks. …

Persistent link: https://www.econbiz.de/10005029685

Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR

Marco, Bianchetti; Mattia, Carlicchi - Volkswirtschaftliche Fakultät, … - 2012

, based on multiple yield curves reflecting the different credit and liquidity risk of Libor rates with different tenors and …

Persistent link: https://www.econbiz.de/10011110035

The joint services of money and credit

Barnett, William A. - Volkswirtschaftliche Fakultät, … - 2014

While credit cards provide transaction services, as do currency and demand deposits, credit cards have never been included in measures of the money supply. The reason is accounting conventions, which do not permit adding liabilities, such as credit card balances, to assets, such as money. But...

Persistent link: https://www.econbiz.de/10011113973