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Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.; Mahieu, Ronald J.; Dijk, Herman K. van - 1999
Exchange rates typically exhibit time-varying patterns in both means andvariances. The histograms of such series indicate heavy tails. In thispaper we construct models which enable a decision-maker to analyze theimplications of such time series patterns for currency risk management.Our approach...
Persistent link: https://www.econbiz.de/10011302131
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Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.; Mahieu, Ronald J.; Dijk, Herman K. van - 2001
We construct models which enable a decision-maker to analyze the implications oftypical timeseries patterns of daily exchange rates for currency risk management. Ourapproach is Bayesianwhere extensive use is made of Markov chain Monte Carlo methods. The effects ofseveral modelcharacteristics...
Persistent link: https://www.econbiz.de/10011313921
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A Stochastic LQR Model for Child Order Placement in Algorithmic Trading
Shen, Jackie - 2020
Modern Algorithmic Trading ("Algo") allows institutional investors and traders to liquidate or establish big security positions in a fully automated or low-touch manner. Most existing academic or industrial Algos focus on how to "slice" a big parent order into smaller child orders over a given...
Persistent link: https://www.econbiz.de/10012837206
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What drives biodiversity? : an empirical assessment of the relation between biodiversity and the economy
Freytag, Andreas; Vietze, Christoph; Völkl, Wolfgang - 2009
The environmental discussion is increasingly extended to the question of how to preserve biodiversity. As sensible … regulation of biodiversity utilization uses politically set incentive schemes, it is required to discus the monetary value of … biodiversity. Consequently, the relation between economic incentives and biodiversity is in the focus of our paper. By using bird …
Persistent link: https://www.econbiz.de/10003824148
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The interdependence between biodiversity and socioeconomic variables on a local level : evidence for german counties
Münch, Angela; Völkl, Wolfgang - 2011
This paper explores possible interdependence of biodiversity and several socioeconomic and political factors at the … county level. It is aimed at the empirical identification of direct and indirect effects between biodiversity (loss) and … determinant of biodiversity status. However, the impact of regional socioeconomic structures on biodiversity should not be …
Persistent link: https://www.econbiz.de/10008990042
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Investors' behavior in alternative asset classes
Papavasiliou, Ellie; Topaloglou, Nikolas; Tsomidis, Georgios - In: Spoudai : journal of economics and business 72 (2022) 3/4, pp. 3-55
investor personae in the Behavioral Finance literature, namely, the Cumulative Prospect Theory, the Markowitz and the Loss …
Persistent link: https://www.econbiz.de/10014246136
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Building Back Better : How Big are Green Spending Multipliers?
Batini, Nicoletta; di Serio, Mario; Fragetta, Matteo; … - 2022
This paper provides estimates of output multipliers for spending in clean energy and biodiversity conservation, as well … and lend support to bottom-up analyses arguing that stabilizing climate and reversing biodiversity loss are not at odds …
Persistent link: https://www.econbiz.de/10013305683
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Models for sample selection bias in contingent valuation : application to forest biodiversity
Garcia, Serge; Harou, Patrice A.; Montagné, Claire; … - In: Journal of forest economics : JFE 15 (2009) 1/2, pp. 59-78
Persistent link: https://www.econbiz.de/10003881268
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Nutzen aus Biodiversitätsveränderungen
Liebe, Ulf; Preisendörfer, Peter; Meyerhoff, Jürgen - In: Biologische Vielfalt und deren Bewertung am Beispiel …, (pp. 101-155). 2006
Persistent link: https://www.econbiz.de/10003440802