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Does market demand volatility facilitate collusion?
Kit, Pong Wong - In: Economic modelling 25 (2008) 4, pp. 696-703
Persistent link: https://www.econbiz.de/10003791261
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Collusion with fluctuating exchange rates : a note
Feuerstein, Switgard - In: International journal of the economics of business 11 (2004) 1, pp. 107-116
Persistent link: https://www.econbiz.de/10001990342
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Optimal timing of defections from price-setting cartels in volatile markets
Hassan, Shakill - In: Economic modelling 23 (2006) 5, pp. 792-804
Persistent link: https://www.econbiz.de/10003368362
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Cartel detection : is market share volatility a significant indicator?
Geist, Alexander; Blanckenburg, Korbinian von - In: Intereconomics : review of European economic policy 46 (2011) 4, pp. 217-221
In this short paper, cartel behaviour is analysed with respect to the market shares of cartel members. There is some …
Persistent link: https://www.econbiz.de/10010220213
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Optimal Timing of Defections from Price-Setting Cartels in Volatile Markets
Hassan, Shakill - 2008
We model cartel defection in markets with stochastic demand fluctuations as an investment timing problem. We show that … (i) the optimal timing of cartel defection is pro-cyclical, suggesting higher probability of competitive pricing during …
Persistent link: https://www.econbiz.de/10014225374
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Collusion with fluctuating exchange rates
Feuerstein, Switgard - 1999
Persistent link: https://www.econbiz.de/10013429586
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Trading volume and the short and long-run components of volatility
Liesenfeld, Roman - 1997
Persistent link: https://www.econbiz.de/10000641845
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The decision to export and the volatility of sales
Riaño, Alejandro - 2010
Persistent link: https://www.econbiz.de/10003988968
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Absicherung von Preis- und Wechselkursrisiken in volatilen Märkten : am Beispiel der Halbleiterindustrie
Ulukut, Cem - 2008
Persistent link: https://www.econbiz.de/10003697289
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Trading volume and the short and long-run components of volatility
Liesenfeld, Roman - 1997
This paper investigates the Information content of daily trading volume with respect to the long-run or high persistent and the short-run or transitory components of the volatility of daily stock market returns using bivariate mixture models. For this purpose, the Standard bivariate mixture...
Persistent link: https://www.econbiz.de/10010407096