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Investment under uncertainty and volatility estimation risk
Dotsis, George; Makropoulou, Vasiliki; Markellos, … - In: Applied economics letters 19 (2012) 1/3, pp. 133-137
Persistent link: https://www.econbiz.de/10009412657
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The uncertainty-investment relationship with endogenous capacity
Sarkar, Sudipto - In: Omega : the international journal of management science 98 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012430316
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Strategic growth option, uncertainty, and R&D investment
Lai Van Vo; Le, Huong Thi Thu - In: International review of financial analysis 51 (2017), pp. 16-24
Persistent link: https://www.econbiz.de/10011868657
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Business uncertainty in developing and emerging economies
Avalos, Edgar; Barrero, Jose Maria; Davies, Elwyn; … - 2024
We study business uncertainty in high- versus low-volatility environments by surveying over 31,000 managers across 41 countries. We elicit subjective probability distributions for future own-firm sales and measure firm-level uncertainty with their mean absolute deviations. Analogously, we...
Persistent link: https://www.econbiz.de/10015071152
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Uncertainty network risk and currency returns
Babiak, Mykola; Baruník, Jozef - 2021
Persistent link: https://www.econbiz.de/10012583340
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Firm-specific information and systemic risk
Clements, Adam; Liao, Yin - In: Economic modelling 90 (2020), pp. 480-493
Persistent link: https://www.econbiz.de/10012428956
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Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef; Bevilacqua, Mattia; Faff, Robert W. - In: Journal of economic dynamics & control 159 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
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Networks in Risk Spillovers : A Multivariate GARCH Perspective
Billio, Monica - 2016
We propose a spatial approach for modeling risk spillovers using financial time-varying proximity matrices based on … observable networks. We show how these methods could be useful in (i) isolating risk channels, risk spreaders and risk receivers …, (ii) investigating the role of portfolio composition in risk transfer, and (iii) computing target exposure structures able …
Persistent link: https://www.econbiz.de/10012997533
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Explosive oil prices
Gronwald, Marc - 2013
This paper deals with three aspects of spectacular oil price episodes such as the one witnessed in 2008. First, the concept of temporary explosiveness is proposed as an empirical method for capturing this type of behavior. The application of a recently proposed recursive unit root test shows...
Persistent link: https://www.econbiz.de/10009786017
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Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan - In: Annals of financial economics 9 (2014) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10010489151