Narrow search
Showing 1 - 10 of 279
Cover Image
Firm Size, Dual Brokerage, and National Franchise Affiliation of Real Estate Brokerage Firms: Unexpected Results from 2008 to 2013
Angjellari-Dajci, Fiorentina; Boylan, Robert; Cebula, … - Volkswirtschaftliche Fakultät, … - 2014
In this study, we examine the impact of real estate brokerage firm characteristics on real estate prices from 2008 to 2013. We focus on single-family homes and condominiums in Duval County, the largest county in the Northeast Florida real estate market. Contrary to most research findings to...
Persistent link: https://www.econbiz.de/10011110851
Cover Image
Asset Liability Management for Banks
Giandomenico, Rossano - Volkswirtschaftliche Fakultät, … - 2007
protection and the surrender possibility. Furthermore, it determines the implied duration of banks liabilities so to show that … the surrender possibility will reduce the effective duration of banks liabilities. Implications for the immunization are …
Persistent link: https://www.econbiz.de/10005039974
Cover Image
Constructing a GDP-based Index for Use as Benchmark
Cohen, Ruben D - Volkswirtschaftliche Fakultät, … - 2009
The gross domestic product [GDP] is a fundamental economic indicator that is frequently used as a benchmark for local equity indices. The widespread appeal of this association is understandable because an equity index, especially if broad, could, like the GDP, also manifest the state of the...
Persistent link: https://www.econbiz.de/10008549607
Cover Image
Do countries “graduate” from crises? Some historical perspective
Reinhart, Carmen; Qian, Rong; Rogoff, Kenneth - Volkswirtschaftliche Fakultät, … - 2010
The widespread banking crises since 2007 among advanced economies and the “near” default of Greece in 2010 dashed the popular notion that rich countries have outgrown severe financial crises. Record or near-record declines in output accompanying these events signaled the end of the...
Persistent link: https://www.econbiz.de/10008534540
Cover Image
Asset Liability Management in Insurance Company
Giandomenico, Rossano - Volkswirtschaftliche Fakultät, … - 2003
maturity and shows that the effective liabilities duration of an Insurance Company exposed to the default risk is different … from the duration of a default free zero coupon bond with the same time of maturity. Furthermore, it shows that the value …
Persistent link: https://www.econbiz.de/10005011950
Cover Image
Duration of Business Cycles
Everts, Martin - Volkswirtschaftliche Fakultät, … - 2006
to recalculate the maximum duration of business cycles. In this way it can be shown that the maximum duration of business … the maximum duration of Burns and Mitchell (1946) makes clear that caution is advisable with the application of the … filters by Baxter and King (1999) and Christiano and Fitzgerald (2003). If one chooses the maximum duration too low (high …
Persistent link: https://www.econbiz.de/10005620108
Cover Image
Banks exposure to market risks
Galy, Michel - Volkswirtschaftliche Fakultät, … - 1989
Maturity transformation coupled with open foreign exchange positions expose financial intermediaries to unexpected changes in interest and exchange rates. This paper proposes to measure the degree of banks exposure to market risks by taking the variance of the total differential of the bank...
Persistent link: https://www.econbiz.de/10011183544
Cover Image
Market Risk Measurement: Key Rate Duration as an asset allocation instrument
Zeballos, David - Volkswirtschaftliche Fakultät, … - 2011
. Among the traditional ones we have the duration, which measures the bond price sensitivity to changes of interest rates …
Persistent link: https://www.econbiz.de/10011108087
Cover Image
Asset Liability Management for Banks
Giandomenico, Rossano - Volkswirtschaftliche Fakultät, … - 2008
protection and the surrender possibility. Furthermore, it determines the implied duration of banks liabilities so to show that … the surrender possibility will reduce the effective duration of banks liabilities. Implications for the immunization are …
Persistent link: https://www.econbiz.de/10011108749
Cover Image
Pricing of the Policy Life in Absence of Default Risk and Asset Liability Management
Giandomenico, Rossano - Volkswirtschaftliche Fakultät, … - 2006
options between policyholders and shareholders. Furthermore, it shows that the effective liabilities duration is different … from the duration of a default free zero coupon bond with the same time of maturity such that the equity value is immunized …
Persistent link: https://www.econbiz.de/10011113897