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Optimal contracting under mean-volatility joint ambiguity uncertainties
Sung, Jaeyoung - In: Economic theory 74 (2022) 2, pp. 593-642
Persistent link: https://www.econbiz.de/10013442066
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Yield curve data choice and potential moral hazard : an empirical exercise on pricing callable bonds
Díaz Pérez, Antonio; Jareño, Francisco; Navarro … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2124-2145
Persistent link: https://www.econbiz.de/10013184691
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Dynamic factor models
Gouriéroux, Christian; Jasiak, Joann - In: Econometric reviews 20 (2001) 4, pp. 385-424
Persistent link: https://www.econbiz.de/10001620897
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Dynamic factor models
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10001380657
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New formulations of ambiguous volatility with an application to optimal dynamic contracting
Hansen, Peter G. - In: Journal of economic theory 199 (2022), pp. 1-31
Persistent link: https://www.econbiz.de/10013193348
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Volatile capital flows and financial integration : the role of moral hazard
Kikuchi, Tomoo; Stachurski, John; Vachadze, George - In: Journal of economic theory 176 (2018), pp. 170-192
Persistent link: https://www.econbiz.de/10011980836
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Credit policy, real exchange rate volatility and moral hazard
Wan, Simon Shui-Ming - In: International economics and economic policy : IEEP 14 (2017) 4, pp. 553-578
Persistent link: https://www.econbiz.de/10011878079
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Executive stock options : volatility, managerial decisions and agency costs
Brookfield, David; Ormrod, Phillip - In: Journal of multinational financial management 10 (2000) 3/4, pp. 275-295
Persistent link: https://www.econbiz.de/10001532668
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Anreizkompatible Entlohnung: pro und contra Stock Options
Knoll, Leonhard - In: Quantitative und qualitative …, (pp. 95-117). 1998
Persistent link: https://www.econbiz.de/10001404097
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Executive Pay-for-Performance Sensitivity and Stochastic Volatility
Chen, Shuaiyu; Liu, Ping; Liu, Yan - 2022
This paper studies, both theoretically and empirically, the optimal executive compensation when firm performance is a noisy signal of executive’s hidden effort and the volatility of firm performance is stochastic. We build a tractable dynamic principal-agent model and show analytically that...
Persistent link: https://www.econbiz.de/10013403621