Narrow search
Showing 1 - 10 of 105
Cover Image
Courtesy and idleness : gender differences in team work and team competition
Ivanova-Stenzel, Radosveta (contributor);  … - 2005
Does gender play a role in the context of team work? Our results based on a real-effort experiment suggest that … performance depends on the composition of the team. We find that female and male performance differ most in mixed teams with … revenue sharing between the team members, as men put in significantly more effort than women. The data also indicate that …
Persistent link: https://www.econbiz.de/10003323048
Cover Image
Media coverage and macroeconomic information processing
Niessen, Alexandra (contributor) - 2007
This paper investigates how media coverage inʿuences macroeconomic information processing at the bond market. I provide evidence that a high media coverage of an economic topic increases investor attention prior to the release of the corresponding economic indicator: High media coverage of the...
Persistent link: https://www.econbiz.de/10003633370
Cover Image
Fiscal policy rules in practice
Thams, Andreas (contributor) - 2007
This paper analyzes German and Spanish fiscal policy using simple policy rules. We choose Germany and Spain, as both … 1990s.We focus on the question, how fiscal policy behaves under rising public debt ratios. It is found that both Germany … and seems to be non-permanent in the case of Germany.-- Fiscal policy rules ; public debt ; euro area ; fiscal …
Persistent link: https://www.econbiz.de/10003633561
Cover Image
Empirical pricing kernels and investor preferences
Detlefsen, Kai (contributor); Härdle, Wolfgang (contributor) - 2007
This paper analyzes empirical market utility functions and pricing kernels derived from the DAX and DAX option data for three market regimes. A consistent parametric framework of stochastic volatility is used. All empirical market utility functions show a region of risk proclivity that is...
Persistent link: https://www.econbiz.de/10003633572
Cover Image
From animal baits to investors' preference : estimating and demixing of the weight function in semiparametric models for biased samples
Ritov, Ya'acov (contributor); Härdle, Wolfgang (contributor) - 2007
We consider two semiparametric models for the weight function in a bias sample model. The object of our interest parametrizes the weight function, and it is either Euclidean or non Euclidean. One of the models discussed in this paper is motivated by the estimation the mixing distribution of...
Persistent link: https://www.econbiz.de/10003633700
Cover Image
Statistics of risk aversion
Giacomini, Enzo (contributor); Härdle, Wolfgang (contributor) - 2007
Persistent link: https://www.econbiz.de/10003633711
Cover Image
Does international outsourcing depress union wages?
Braun, Sebastian (contributor);  … - 2007
-employee data for Germany. We find that low skilled workers experience a decline in the union wage premium when working in …
Persistent link: https://www.econbiz.de/10003633877
Cover Image
Estimating probabilities of default with support vector machines
Härdle, Wolfgang (contributor); Moro, Rouslan (contributor) - 2007
This paper proposes a rating methodology that is based on a non-linear classification method, the support vector machine, and a non-parametric technique for mapping rating scores into probabilities of default. We give an introduction to underlying statistical models and represent the results of...
Persistent link: https://www.econbiz.de/10003633940
Cover Image
Ein Vergleich des binären Logit-Modells mit künstlichen neuronalen Netzen zur Insolvenzprognose anhand relativer Bilanzkennzahlen
Franken, Ronald (contributor) - 2007
Die Prognose der Insolvenzgefährdung von Unternehmen anhand statistischer Methodik war und ist eine bedeutende Aufgabe empirischer Forschung. Eine Möglichkeit der Beurteilung der finanziellen bzw. wirtschaftlichen Verfassung von Unternehmen stellt die sog. externe Bilanzanalyse anhand...
Persistent link: https://www.econbiz.de/10003634014
Cover Image
The drivers and implications of business divestiture : an application and extension of prior findings
Decker, Carolin (contributor); Mellewigt, Thomas (contributor) - 2007
The purpose of this study is to extend the current understanding of business divestiture by investigating its potential for triggering strategic reorientation. A divestiture involving strategic reorientation is here denoted as a strategic business exit, otherwise it is a status quopreserving...
Persistent link: https://www.econbiz.de/10003634737