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Household savings decision and income uncertainty
Beznoska, Martin; Ochmann, Richard - 2010
This paper empirically investigates the effects of changes in the interest rate as well as transitory income uncertainty on households' consumption-savings decision. Applying a structural demand model to German survey data, we estimate the uncompensated interest rate elasticity for savings, in...
Persistent link: https://www.econbiz.de/10009261306
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Locus of control and investment in risky assets
Salamanca, Nicolás; Grip, Andries de; Fouarge, Didier; … - 2016
this relation is driven by a link between internal economic locus of control and a lower perception of the risk of …
Persistent link: https://www.econbiz.de/10011594548
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"Absolute Return" : Theorie und Empirie am Beispiel der "Best of Two"-Strategie
Dichtl, Hubert; Schlenger, Christian - In: Risikomanagement und kapitalmarktorientierte …, (pp. 841-867). 2009
Persistent link: https://www.econbiz.de/10003861672
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Implied basket correlation dynamics
Härdle, Wolfgang; Silyakova, Elena - 2012
Equity basket correlation is an important risk factor. It characterizes the strength of linear dependence between … dynamic semiparametric factor model (DSFM). -- correlation risk ; dimension reduction ; dispersion strategy ; dynamic factor … return series, and under the risk neutral measure from option prices. The difference between the two estimates motivates a so …
Persistent link: https://www.econbiz.de/10009665551
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Modelling implied correlation dynamics
Silyakova, Elena - 2013
Persistent link: https://www.econbiz.de/10010233468
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More than a feeling : confidence, uncertainty and macroeconomic fluctuations
Nowzohour, Laura; Stracca, Livio - 2017
Economists, observers and policy-makers often emphasize the role of sentiment as a potential driver of the business cycle. In this paper we provide three contributions to this debate. First, we critically survey the existing literature on sentiment (considering both confidence and uncertainty)...
Persistent link: https://www.econbiz.de/10011719915
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Risky earnings, taxation and entrepreneurial choice : a microeconometric model for Germany
Fossen, Frank (contributor) - 2007
Persistent link: https://www.econbiz.de/10003577356
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Versicherung unternehmerischer Risiken
Bogner, Björn - 2009
Persistent link: https://www.econbiz.de/10013262616
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Risky earnings, taxation and entrepreneurial choice : a microeconometric model for Germany
Fossen, Frank M. - 2007
earnings deter risk-averse individuals. In this paper I analyse the expected value and variance of income in self …-employment entry and exit under risk are estimated, which include a standard risk aversion parameter. The model predicts that the …
Persistent link: https://www.econbiz.de/10011630018
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Risky Earnings, Taxation and Entrepreneurial Choice : A Microeconometric Model for Germany
Fossen, Frank M. - 2008
earnings deter risk-averse individuals. In this paper I analyse the expected value and variance of income in self …-employment entry and exit under risk are estimated, which include a standard risk aversion parameter. The model predicts that the …
Persistent link: https://www.econbiz.de/10014220108