Showing 1 - 10 of 1,135
Die empirische Kapitalmarktforschung beobachtet in den Volatilitäten von Aktienkursrenditen immer wieder eine lang anhaltende Abhängigkeitsstruktur, ein so genanntes langes Gedächtnis. Dieses hat weit reichende Konsequenzen. Beispielsweise verkompliziert ein tatsächlich vorliegendes langes...
Persistent link: https://www.econbiz.de/10014015173
Complex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, financial and economic phenomena. This book pursues the ambitious goal to bring together an extensive body of knowledge regarding complex dynamics...
Persistent link: https://www.econbiz.de/10013521149
Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is … priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross … pricing story: higher asset returns must be associated with lower prices and higher risk exposure. In particular, he …
Persistent link: https://www.econbiz.de/10013521240
Emerging markets have received a particular attention of academic researchers and practitioners since they decided to open their domestic capital markets to foreign participants about three decades ago. At the same time, we remark that theoretical and empirical research in emerging stock markets...
Persistent link: https://www.econbiz.de/10013521320
This book investigates the existence of stochastic and deterministic convergence of real output per worker and the sources of output (physical capital per worker, human capital per worker, total factor productivity -TFP- and average annual hours worked) in 21 OECD countries over the period...
Persistent link: https://www.econbiz.de/10012401997
Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and...
Persistent link: https://www.econbiz.de/10013520878
This book explores how to set up an empirical model that helps with forecasting long-term economic growth in a large number of countries. It offers a systematic approach to models of potential GDP that can also be used for forecasts of more than a decade. It is an attempt to fill the wide gap...
Persistent link: https://www.econbiz.de/10013520921
psychology and behavior, risk perception and communication, marketing research strategies, as well as consumer product regulation … -- Risk Communication -- Perception of Product Risks and Benefits: Comprehension of Products and Messages -- Perception of … Product Risks -- Measuring Risk Perception -- The Perception Risk Instrument (PRI) -- Role of Emotions in Risk Perception …
Persistent link: https://www.econbiz.de/10012397836
as well as the considerations of catastrophic risk and extremal events. Leading experts address questions of economic … governance, risk management, policy decision making and distribution across time and space …Part I. Catastrophic risk in economic theory -- Catastrophic Risk, Rare Events, and Black Swans: Toward an Alternative …
Persistent link: https://www.econbiz.de/10012398233
This book is a guide to asset and risk management from a practical point of view. It is centered around two questions … they should not? - How do investors deal with such crises in terms of their risk measurement and management and, as a … market anomalies and historical crashes. It is intended to serve as a comprehensive introduction to asset and risk management …
Persistent link: https://www.econbiz.de/10012402226