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The relation between overreaction in forecasts and uncertainty : a nonlinear approach ; conference paper

Leppin, Julian Sebastian - 2014 - This version: February 2014

This paper examines if overreaction of oil price forecasters is affected by uncertainty. Furthermore, it takes into account joint effects of uncertainty and oil price returns on forecast changes. The panel smooth transition regression model from Gonz alez et al. (2005) is applied with univariate...

Persistent link: https://www.econbiz.de/10010480543

Crises and Uncertainty in the Economy

Ben Ameur, Hachmi (ed.); Ftiti, Zied (ed.); … - 2022

Monetary Union -- 3. Macroeconomic-Financial Policies And Climate Change Nexus: Theory & Practices -- 4. Exchange Market … the Literature -- 12. How Accurate Are Risk Models During COVID-19 Pandemic Period? -- 13. What Does Matter The Climate … Change Risk On Agriculture Adaptation: Evidence From Southern Mediterranean Country. …

Persistent link: https://www.econbiz.de/10013503483

Asset price bubbles : the implications for monetary, regulatory, and international policies

Hunter, William Curt (ed.); Kaufman, George G. (contributor) - 2003

Persistent link: https://www.econbiz.de/10001692173

Papers and proceedings, sixty-second annual meeting / American Finance Association : Atlanta, Georgia, January 4 - 6, 2002

O'Hara, Maureen (contributor) - American Finance Association - 2002

Persistent link: https://www.econbiz.de/10001694215

Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.

Stoll, Hans R. (contributor) - American Finance Association - 1999

Persistent link: https://www.econbiz.de/10001395744

Special issue on future markets : price discovery and price determination

Stein, Jerome L. (contributor) - 1992

Persistent link: https://www.econbiz.de/10011894736

Aging, the great moderation and business-cycle volatility in a life-cycle model : conference paper

Heer, Burkhard; Rohrbacher, Stefan; Scharrer, Christian - 2014

According to empirical studies, the life cycle of labor supply volatility exhibits a U-shaped pattern. This may lead to the conclusion that demographic change induces a drop in output volatility. We present an overlapping generations model that replicates the empirically observed pattern and...

Persistent link: https://www.econbiz.de/10010489277

International capital flows, external assets and output volatility : conference paper

Hoffmann, Mathias; Krause, Michael; Tillmann, Peter - 2014 - Preliminary version: March 1, 2014

increases households' precautionary savings. In the model, the combination of income risk and the precautionary savings motive …

Persistent link: https://www.econbiz.de/10010487744

Coherent price systems and uncertainty-neutral valuation : conference paper

Beißner, Patrick - 2013 - This version: 28 February, 2013

We consider fundamental questions of arbitrage pricing arising when the uncertainty model incorporates volatility uncertainty. With a standard probabilistic model, essential equivalence between the absence of arbitrage and the existence of an equivalent martingale measure is a folk theorem, see...

Persistent link: https://www.econbiz.de/10010338399

Volatility : risk and uncertainty in financial markets

Schwartz, Robert A. (contributor); … - 2011

Persistent link: https://www.econbiz.de/10008760187