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Semi-analytische und simulative Kreditrisikomessung synthetischer Collateralized Debt Obligations bei heterogenen Referenzportfolios ; Unternehmenswertorientierte Modellentwicklung...

Jortzik, Stephan - 2013

Persistent link: https://www.econbiz.de/10010353253

Firm-level exchange rate exposure in the Eurozone

Hutson, Elaine; O'Driscoll, Anthony

Using a sample of 1154 European firms from 11 countries, we show that firm-levelexchange exposure for Eurozone and non-Eurozone … European firms has increased sincethe introduction of the euro, but this rise was smaller for Eurozone than non … Eurozone countries, so the advent of the euroappears to have been associated with a shift in exchange risk from systematic to …

Persistent link: https://www.econbiz.de/10009475709

SOME ISSUES OF THE RAPID DEVELOPMENT OF GEORGIA AS A TRANSIT COUNTRY

Giorgadze, Paata - 2019

Persistent link: https://www.econbiz.de/10011971430

Three Essays on Industrial Organization

Lee, Yang Seung - 2008

The dissertation discusses issues in the field of industrial organization. When the government provides better infrastructure to competing firms for innovation, private firms' R&D expenditures are affected. When the government doesn't assure project completion, the uncertainty impacts private...

Persistent link: https://www.econbiz.de/10009430888

Likelihood-based estimation of latent generalised ARCH structures

Fiorentini, Gabriele; Sentana, Enrique; Shephard, Neil - 2004

GARCH models are commonly used as latent processes in econometrics, financial economics, and macroeconomics. Yet no exact likelihood analysis of these models has been provided so far. In this paper we outline the issues and suggest a Markov chain Monte Carlo algorithm which allows the...

Persistent link: https://www.econbiz.de/10009441544

Analysis of high dimensional multivariate stochastic volatility models

Chib, Siddhartha; Nardari, Federico; Shephard, Neil - 2006

This paper is concerned with the Bayesian estimation and comparison of flexible, high dimensional multivariate time series models with time varying correlations. The model proposed and considered here combines features of the classical factor model with that of the heavy tailed univariate...

Persistent link: https://www.econbiz.de/10009441545

Trip-Level Analysis of Efficiency Changes in Oregon's Deepwater Trawl Fishery

Tomberlin, David; Holloway, Garth J. - 2007

In 2003, an industry-financed, government-administered buyback of trawl fishing permits and vessels took place on the US West Coast, resulting in the retirement of about one-third of the limited-entry trawl fleet. The lack of cost data in this fishery precludes an analysis of how the buyback has...

Persistent link: https://www.econbiz.de/10009445081

Zero Tolerance Ecology: Improving Ecological Inference By Modelling the Source of Zero Observations

Martin, Tara G.; Wintle, Brendan A.; Rhodes, Jonathan R.; … - 2005

A common feature of ecological datasets is their tendency to contain many zero values. Statistical inference based on such data is likely to be inefficient or wrong unless careful thought is given to how these zeros arose and how best to model them. In this paper, we propose a framework for...

Persistent link: https://www.econbiz.de/10009447984

Labor market policies in an equilibrium matching model with heterogeneous agents and on-the-job search

Stavrunova, Olena - 2007

This dissertation quantitatively evaluates selected labor market policies in a search-matching model with skill heterogeneity where high-skilled workers can take temporary jobs with skill requirements below their skill levels. The joint posterior distribution of structural parameters of the...

Persistent link: https://www.econbiz.de/10009466063

Time-varying covariates and semi-parametric regression in capture-recapture: an adaptive spline approach

Bonner, SJ; Thomson, DL; Schwarz, CJ - 2009

Advances in capture–recapture methodology have allowed the inclusion of continuous, time-dependent individual-covariates as predictors of survival and capture probabilities. The problem posed by these covariates is that they are only observed for an individual when that individual is captured....

Persistent link: https://www.econbiz.de/10009471487

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