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On crisis models: An alternative crisis definition
Eliasson, Ann-Charlotte; Kreuter, Christof J. - 2001
In this paper we question the consensus of using a binary crisisdefinition for empirical crisis models. We believe that the most severeshortcomings of the crisis models today are in the crisis definition rather than the explanatory variables ...
Persistent link: https://www.econbiz.de/10005843732
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Financial Integration And Domestic Sovereignty In European Stock Markets
Chambet, Anthony; Gibson, Rajna - Institut für Schweizerisches Bankwesen <Zürich>; … - 2004
n this study, we examine the level of stock market integration and the impact of sovereign risk on the pricing of European equity markets since the introduction of the euro. We use a multivariate GARCH(1,1)-M return generating model allowing for partial market integration in which sovereign risk...
Persistent link: https://www.econbiz.de/10005859116
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The real estate risk premium:A developed/emerging country panel data analysis
D’Argensio, John-John; Laurin, Frédéric - Center for Operations Research and Econometrics … - 2008
The objective of this paper is to identify the determinants of office capitalization rates for a panel of 52countries (developed and emerging countries) between 2000 and 2006. Our assumption, based on a CapitalAsset Pricing Model, is that the capitalization rate should be at least proportional...
Persistent link: https://www.econbiz.de/10005868743
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Hong Kong and Guangdong: Greater China or Greater Hong Kong?
Kuan, Hsin-chi - 1994
Symposiums „China: A New Growth Center in the World Economy“ vorgelegt wurde, das zwischen dem 11. und dem 13.07.1994 in Duisburg … aller China-Wissenschaftler geworden ist. In einer der nächsten Nummern der Duisburger Arbeitsberichte wird der ausführliche … stand die Frage, ob China künftig ein neues Gravitationszentrum der Weltwirtschaft sein wird. Ein ausführlicher Bericht über …
Persistent link: https://www.econbiz.de/10005841488
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Management von Marktrisiken auf der Basis des Value-at-Risk (VaR)-Ansatzes
Albrecht, Peter - 2001
Vorliegendes Arbeitspapier beschäftigt sich mit der mathematischen Modellierung von Marktrisiken.
Persistent link: https://www.econbiz.de/10005842339
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Filtrations
Coculescu, Delia; Nikeghbali, Ashkan - Finrisk - 2008
Filtrations have been introduced by Doob and have been a fundamentalfeature of the theory of stochastic processes. Most …
Persistent link: https://www.econbiz.de/10009022141
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A Replication Study of the Chen/Starosta-Model of Intercultural Sensitivity in Germany and the USA
Fritz, Wolfgang; Graf, Andrea; Hentze, Joachim; … - Technische Universität Braunschweig - Institut für … - 2003
Regarding to the success of a company acting on foreign markets, an intercultural competent staff has become progressively important. Therefore, management studies have paid an increased empirical attention on Intercultural Competence.The model of Intercultural Sensitivity by Chen and Starosta,...
Persistent link: https://www.econbiz.de/10005869845
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The Changing Japanese Multinational: Consequences of internationalisation and recession in manufacturing and financial services
Whitley, Richard; Morgan, Glenn; Kelly, William; … - Manchester Business School - 2001
Japanese multinational companies (MNCs) have often been portrayed as highly centralised firms that limit the roles of overseas subsidiaries to the assembly and sale of standardised products designed and developed in Japan (see, e.g. Bartlett and Ghoshal, 1989: 51-2, 158-161). Their foreign...
Persistent link: https://www.econbiz.de/10005869961
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Cross Border Mergers in the OECD: A Panel Data Study
Simpson, Paul - Manchester Business School - 2006
Despite the rapid rise in cross-border mergers and acquisitions in the past twenty years, there has been little attention paid to what determines their patterns and, in particular, what influences their behaviour over time. Employing a panel database this paper models the behaviour of foreign...
Persistent link: https://www.econbiz.de/10005870087
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Untersuchung von internationalen Immobilienbewertungsmethoden hinsichtlich Anwendbarkeit und Vergleichbarkeit unter besonderer Berücksichtigung von Deutschland und der Schweiz
Bärthel, Jan - Center for Urban & Real Estate Management <Zürich> - 2007
Mit fortschreitender Globalisierung der Wirtschaft nimmt der Umfang von Auslandsinvestitionen in Immobilien zu; der Asset markt ist immer weniger duch Ländergrenzen bestimmt. Die Gründe hierfür liegen sowohl in dem sich verschärfenden Wettbewerb um rentable Anlagemöglichkeiten als auch in...
Persistent link: https://www.econbiz.de/10005871117