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The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices
Fender, Ingo; Scheicher, Martin - 2009
This paper investigates the market pricing of subprime mortgage risk on the basis of data for the ABX.HE family of … introduction into ABX index mechanics and a discussion of historical pricing patterns, we use regression analysis to establish the … for the inappropriateness of pricing models that do not sufficiently account for factors such as risk appetite and …
Persistent link: https://www.econbiz.de/10011605102
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Industry concentration dynamics and structural changes: The case of aerospace & defence
Lyócsa, Štefan; Svoboda, Svatopluk; Výrost, Tomáš - 2010
In this paper we present a general approach and methodology for modelling concentration dynamics on industrial level. The majority of research in this field has usually been focused on estimating adjustment models, where the speed of adjustment of actual level of concentration to the long-run...
Persistent link: https://www.econbiz.de/10010322172
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An empirical investigation of industry conduct under information sharing : the case of the Gypsum industry
Sarkar, Subrata - 1992
Persistent link: https://www.econbiz.de/10000167722
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How and why the per se rule against price-fixing went wrong
Kimmel, Sheldon - 2006
Persistent link: https://www.econbiz.de/10003311479
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Global price fixing
Connor, John Murray - 2006 - 2., updated and rev. Ed.
Persistent link: https://www.econbiz.de/10003314109
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Newspaper coverage of corporate price-fixing : a replication
Evans, Sandra S.; Lundman, Richard J. - 2009
Persistent link: https://www.econbiz.de/10003832952
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Anatomy of the rise and fall of a price-fixing conspiracy : auctions at Sotheby's and Christie's
Ashenfelter, Orley; Graddy, Kathryn - 2004
Persistent link: https://www.econbiz.de/10003834794
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An empirical analysis of the competitive effects of the Delta/Continental/Northwest code-share alliance
Gayle, Philip G. - In: The journal of law & economics 51 (2008) 4, pp. 743-766
Persistent link: https://www.econbiz.de/10003808649
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Presidential address : antitrust restrictions on single-firm strategies
Winter, Ralph Albert - In: The Canadian journal of economics 42 (2009) 4, pp. 1207-1239
Persistent link: https://www.econbiz.de/10003915380
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(Mixed) strategy in oligopoly pricing: evidence from gasoline price cycles before and under a timing regulation
Wang, Zhongmin - In: Journal of political economy 117 (2009) 6, pp. 987-1030
Persistent link: https://www.econbiz.de/10003936679