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Three essays on skill-specific labor markets, inequality and consumption over the business cycle

Xie-Uebele, Runli - 2011

Diese Dissertation befasst sich mit Arbeitsmarkterfolg und Konsum sozioökonomischer Gruppen. Die ersten zwei Kapitel untersuchen konjunkturelle Auswirkungen auf Arbeitsmärkten für Hoch- und Niedrigqualifizierte. Zunächst wird ein qualifikationsspezifisches Konjunkturmodell mit Suchkosten...

Persistent link: https://www.econbiz.de/10009467051

Four Essays on International Trade and Labour Markets

Weigert, Benjamin - 2007

The following dissertation is a collection of four stand-alone research papers. The common theme of all papers is the analysis of the decision of heterogeneous individuals about investing in education. The first paper analyses how these decisions affect the impact of globalisation or...

Persistent link: https://www.econbiz.de/10009471899

The labor market effects of technology shocks

Canova, Fabio; López Salido, J. David; Michelacci, Claudio - 2007

We analyze the effects of neutral and investment-specific technology shocks on hours worked and unemployment. We characterize the response of unemployment in terms of job separation and job finding rates. We find that job separation rates mainly account for the impact response of unemployment...

Persistent link: https://www.econbiz.de/10012530174

Dynamic semiparametric factor models

Borak, Szymon - 2008

resultierende Faktor-Hedging von Barrier Optionen gerichtet. … volatility dynamics and resulting factor hedging of barrier options. …

Persistent link: https://www.econbiz.de/10009467069

Beitr?ge zum Risikomanagement in Wertsch?pfungsnetzwerken

Wiesent, Julia - 2011

Eine langfristige und nachhaltige Steigerung des Unternehmenswerts als zentrales Unternehmensziel fordert eine konsequente, wertorientierte Ausrichtung aller Unternehmensteile und -aktivit?ten. Das Risikomanagement, welches stets im Rahmen einer integrierten Betrachtung von Ertrags- und...

Persistent link: https://www.econbiz.de/10009482328

Risikomanagement unter besonderer Berücksichtigung des Hedging von Rohstoffpreisen : eine theoretische Betrachtung

Matzer, Gertrude - 2010

nicht vorhanden

Persistent link: https://www.econbiz.de/10009434231

A simplified approach to modeling the co-movement of asset returns

Harris, Richard D. F.; Stoja, Evarist; Tucker, Jon - 2007

The authors propose a simplified multivariate GARCH (generalized autoregressive conditional heteroscedasticity) model (the S-GARCH model), which involves the estimation of only univariate GARCH models, both for the individual return series and for the sum and difference of each pair of series....

Persistent link: https://www.econbiz.de/10009440897

Robust estimation of the optimal hedge ratio

Harris, Richard D. F.; Shen, Jian - 2003

robust OHR to construct a dynamic hedging strategy for daily returns on the FTSE100 index using index futures. We estimate … the variance of the standard OHR, substantially reducing the transaction costs that are associated with dynamic hedging …

Persistent link: https://www.econbiz.de/10009440947

Does the US Government Hedge against Fiscal Risk?

Berndt, Antje; Lustig, Hanno; Yeltekin, Sevin - 2009

We develop a method for measuring the amount of insurance the portfolio of government liabilities provides against scal shocks, and apply it to postwar US data. We dene scal shocks as surprises in defense spending. Our results indicate that the US federal government is partially hedged against...

Persistent link: https://www.econbiz.de/10009441130

A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging

Gupta, Alok; Reisinger, Christoph - 2010

hedging strategy. Throughout the study, the local volatility model is used as a working example to clarify the proposed … selecting the model, from a set of candidate models, that optimises the hedging of a specified financial contract. In particular … we choose the model whose corresponding price and hedge optimises some hedging performance indicator. The selection …

Persistent link: https://www.econbiz.de/10009441418