Narrow search
Showing 1 - 10 of 5,475
Cover Image
Exchange Rate Regime Transitions
Masson, Paul R. - International Monetary Fund (IMF) - 2000
The “hollowing-out,” or “two poles” hypothesis is tested in the context of a Markov chain model of exchange rate transitions. In particular, two versions of the hypothesis—that hard pegs are an absorbing state, or that fixes and floats form a closed set, with no transitions to...
Persistent link: https://www.econbiz.de/10005825618
Cover Image
Effect of IMF Structural Adjustment Programson Expectations; The Case of Transition Economies
Imam, Patrick A. - International Monetary Fund (IMF) - 2007
We analyze the effect of IMF programs on economic agents' expectations about the economy in transitional countries using survey data from the Central and Eastern Eurobarometer poll, an annual general public survey monitoring the evolution of public opinion from 1990 to 1997. Previous studies, in...
Persistent link: https://www.econbiz.de/10005768769
Cover Image
Subordinated Levy Processes and Applications to Crude Oil Options
Krichene, Noureddine - International Monetary Fund (IMF) - 2005
One approach to oil markets is to treat oil as an asset, besides its role as a commodity. Speculative and nonspeculative activity by investors in the derivatives markets could be responsible for a sizable increase in oil prices. This paper recognizes both the consumption and investment aspects...
Persistent link: https://www.econbiz.de/10005605320
Cover Image
ОСНОВНЫЕ КОНЦЕПЦИИ РИСК-МЕНЕДЖМЕНТА
ВИКТОРОВИЧ, ХМЫРОВ ВЯЧЕСЛАВ - In: Бизнес в законе. … (2012) 3, pp. 245-249
В статье раскрываются основные этапы развития теории и практики риск-менеджмента. При этом особое внимание уделено осмыслению понятия «риск» в экономической...
Persistent link: https://www.econbiz.de/10011223861
Cover Image
Conditional Dominance Criteria: Definition and Application to Risk-Management.
Deelstra, G.; Grasselli, M.; Koehl, P.-F. - 1999
We define the concept of conditional dominance and use it for the obtention of bounds on the edging prices of random variables. These bounds depend only on the characteristics of the financial market and the random variables to hedge. Moreover, they are coherent with equilibrium and tighter than...
Persistent link: https://www.econbiz.de/10005640988
Cover Image
Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)
Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2013
Abstract: This article surveys optimization of simulated systems. The simulation may be either deterministic or random. The survey reflects the author’s extensive experience with simulation-optimization through Kriging (or Gaussian process) metamodels. The analysis of these metamodels may use...
Persistent link: https://www.econbiz.de/10011091591
Cover Image
Klimaresilienz durch Agrobiodiversität? Literaturstudie zum Zusammenhang zwischen Elementen der Agrobiodiversität und der Empfindlichkeit von landwirtschaftlichen Produktionssystem...
Petersen, Ute; Weigel, Hans-Joachim - Bundesforschungsinstitut für Lädliche Räume, Wald … - 2015
Im globalen und regionalen Kontext wird wiederholt auf eine Diversifizierung der Agrarproduktion von der genetischen über die Betriebs- bis hin zur Landschaftsebene als eine entscheidende Maßnahme zur Anpassung an den Klimawandel hingewiesen. Allgemein bekannt ist, dass für die züchterische...
Persistent link: https://www.econbiz.de/10011272922
Cover Image
Natural Disasters and Agriculture: Individual Risk Preferences towards Flooding
Sauer, Johannes - Gesellschaft für Wirtschafts- und Sozialwissenschaften … - 2011
. It suggest a microeconometric method for measuring flooding related risk preferences of affected individuals. The method …-experimental approach to measure differences in the risk attitudes of farmers located in high flooding risk areas versus farmers located in … low flooding risk areas is followed. Changes in flooding risk related behaviour over time is analysed and marginal effects …
Persistent link: https://www.econbiz.de/10009326480
Cover Image
Which type of crop insurance for Kazakhstan? Empirical results
Heidelbach, Olaf; Bokusheva, Raushan; Kussaiynov, Talgat - Leibniz-Institut für Agrarentwicklung in … - 2004
Risk plays an important role in agricultural decision-making, particularly in those regions that are remarkably exposed … conditions, risk attitudes and risk management techniques with respect to the requirements of a functioning crop insurance system …Risiko spielt eine wichtige Rolle im Entscheidungsprozess landwirtschaftlicher Unternehmer, insbesondere in Regionen …
Persistent link: https://www.econbiz.de/10008526811
Cover Image
Crop insurance in transition: a qualitative and quantitative assessment of insurance products
Bokusheva, Raushan - Leibniz-Institut für Agrarentwicklung in … - 2004
This discussion paper considers insurance as a possible instrument of farm income stabilization and compares several crop insurance products with respect to their applicability in a transition economy using the case of Kazakhstan. The analysis is based on a qualitative evaluation as well a...
Persistent link: https://www.econbiz.de/10008526832