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The impacts of regional free trade agreements and exchange rate volatility on world vegetable and fruit trade flows

Karemera, David; Whitesides, Louis; Smalls, Gerald - In: International journal of food and agricultural … 5 (2017) 4, pp. 25-39

Persistent link: https://www.econbiz.de/10012057390

Produce retail price volatility and perceptions in the Canadian market : nutrition security variances

Charlebois, Sylvain; McCormick, Maggie; Foti, Lianne - In: Journal of international food & agribusiness marketing … 29 (2017) 2, pp. 178-196

Persistent link: https://www.econbiz.de/10011800100

Theoretical and experimental evidence on stock market volatilities : a two-phase flow model

Wang, Limin; Xu, Yingying; Salem, Sultan - In: Economic research 34 (2021) 1,3, pp. 3245-3269

Persistent link: https://www.econbiz.de/10014233517

What's causing overreaction? : an experimental investigation of recency and the hot hand effect

Offerman, Theo; Sonnemans, Joep - 1997

Persistent link: https://www.econbiz.de/10000959688

On the threshold dividend strategy for a generalized jump : diffusion risk model

Chi, Yichun; Lin, X. Sheldon - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 326-337

Persistent link: https://www.econbiz.de/10008989302

Central bank swaps and joint exchange rate interventions rescued global finance in 1982 - 85, again in 2006 - 09 : historical, laboratory and theoretical evidence for a single curr...

Pope, Robin; Selten, Reinhard - In: Stabilising an unequal economy? : public debt, …, (pp. 245-277). 2011

Persistent link: https://www.econbiz.de/10009426393

Learning in cobweb experiments

Hommes, Cars H.; Sonnemans, Joep; Tuinstra, Jan; … - 2003

Different theories of expectation formation and learning usually yield different outcomes for realized market prices in dynamic models. The purpose of this paper is to investigate expectation formation and learning in a controlled experimental environment. Subjects are asked to predict the next...

Persistent link: https://www.econbiz.de/10011333266

On the investment-uncertainty relationship in a real option model with stochastic volatility

Ting, Sai Hung Marten; Ewald, Christian-Oliver; Wang, … - In: Mathematical social sciences 66 (2013) 1, pp. 22-32

Persistent link: https://www.econbiz.de/10009751763

Limiting experiments for panel-data and jump-diffusion models

Gaia Becheri, Irene - 2012

This work concerns the theory of limiting experiments and its use in econometrics. In Chapter 2, we consider jump …-diffusion models and we compare, by means of the limiting experiment, the statistical information contained in continuous … the hidden process is highly persistent and, using the limiting experiment, we discuss some inference procedures. Chapter …

Persistent link: https://www.econbiz.de/10009733173

An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments

Badaoui, Mohamed; Fernández, Begoña - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10009785429

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