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Preisvolatilität auf landwirtschaftlichen Märkten
von Ledebur, Ernst-Oliver; Schmitz, Jochen - Bundesforschungsinstitut für Lädliche Räume, Wald … - 2011
In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …
Persistent link: https://www.econbiz.de/10009003989
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The Financial Accelerator: An Emerging Market Story
Hussein, Shah; Saeed, Amna; Hassan, Amer - eSocialSciences - 2011
In support of the financial-accelerator theory, evidence is found on countercyclical price-cost banking margins possibly explaining the amplifications of business cycles in Pakistan. [WP 41]. URL:[http://www.sbp.org.pk/publications/wpapers/2011/wp41.pdf].
Persistent link: https://www.econbiz.de/10009358537
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Appraisal of Combined Agreements in BOT Project Finance: Focused on Minimum Revenue Guarantee and Revenue Cap Agreements
Jaebum, Jun - In: International Journal of Strategic Property Management 14 (2010) 2, pp. 139-155
Limited public funds for infrastructures have the government consider joining the private in a BOT project finance scheme. Generally, the BOT projects entail lots of managerial flexibilities that may induce the radical change of project's cash flows, an asymmetric payoff, when facing on the...
Persistent link: https://www.econbiz.de/10010534717
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Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan
Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - Deutsche Bundesbank - 2010
We use a compound option-based structural credit risk model to infer a term structure of banking crisis risk from market data on bank stocks in daily frequency. Considering debt service payments with different maturities this term structure assigns a separate estimator for short- and long-term...
Persistent link: https://www.econbiz.de/10008595896
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Appraisal of Combined Agreements in BOT Project Finance: Focused on Minimum Revenue Guarantee and Revenue Cap Agreements
Jaebum, Jun - In: International Journal of Strategic Property Management 14 (2010) 2, pp. 139-155
Limited public funds for infrastructures have the government consider joining the private in a BOT project finance scheme. Generally, the BOT projects entail lots of managerial flexibilities that may induce the radical change of project's cash flows, an asymmetric payoff, when facing on the...
Persistent link: https://www.econbiz.de/10010641351
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An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options
Sharp, Nicholas; Newton, David; Duck, Peter - In: The Journal of Real Estate Finance and Economics 36 (2008) 3, pp. 307-342
Persistent link: https://www.econbiz.de/10005716727
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Reinsurance, Taxes and Efficiency: A Contingent Claims Model of Insurance Market Equilibrium
Garven, J. R.; Louberge, H. - Risk and Insurance Archive
This paper presents an analytical model of underwriting capacity and insurance market equilibrium under an asymmetric corporate tax schedule. It is shown that reinsurance markets enable risk-neutral insurers to allocate tax shields to those firms that have the greatest capacity for utilizing...
Persistent link: https://www.econbiz.de/10005796350
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Valuation of a Repriceable Executive Stock Option
Fujita, Takahiko; Ishii, Masahiro - In: Asia-Pacific Financial Markets 17 (2010) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10008480874
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REINSURANCE, TAXES AND EFFICIENCY: A CONTINGENT CLAIMS MODEL OF INSURANCE MARKET EQUILIBRIUM
GARVEN, James R.; Louberge, Henri - EconWPA - 1994
This paper presents an analytical model of underwriting capacity and insurance market equilibrium under an asymmetric corporate tax schedule. It is shown that reinsurance markets enable risk-neutral insurers to allocate tax shields to those firms that have the greatest capacity for utilizing...
Persistent link: https://www.econbiz.de/10005413066
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Weak convergence and distributional assumptions for a general class of nonliner arch models
Fornari, Fabio; Mele, Antonio - In: Econometric Reviews 16 (1997) 2, pp. 205-227
Persistent link: https://www.econbiz.de/10005644443