Narrow search
Showing 1 - 10 of 9,842
Cover Image
Accounting for market equilibrium : comparing the revenue-expense to the balance-sheet approach
Braun, Eduard - In: Accounting, Economics, and Law : AEL ; a convivium 12 (2022) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10013161849
Cover Image
Managing capital flows in the presence of external risks
Reyes-Heroles, Ricardo; Tenorio, Gabriel - 2017
We introduce external risks, in the form of shocks to the level and volatility of world interest rates, into a small open economy model subject to the risk of sudden stops—large recessions together with abrupt reversals in capital inflows| and characterize optimal macroprudential policy in...
Persistent link: https://www.econbiz.de/10011779580
Cover Image
Equilibrium preference free pricing of derivatives under the generalized beta distributions
Ikeda, Masayuki - In: Review of derivatives research 13 (2010) 3, pp. 297-332
Persistent link: https://www.econbiz.de/10008695881
Cover Image
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard; Lunde, Asger - 2010
Persistent link: https://www.econbiz.de/10003934448
Cover Image
Option prices under generalized pricing kernels
Düring, Bertram; Lüders, Erik - In: Review of derivatives research 8 (2005) 2, pp. 97-123
Persistent link: https://www.econbiz.de/10003177145
Cover Image
Using asset prices to measure the persistence of the marginal utility of wealth
Alvarez, Fernando; Jermann, Urban J. - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 6, pp. 1977-2016
Persistent link: https://www.econbiz.de/10003185987
Cover Image
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea (contributor);  … - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
Cover Image
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea; Jackwerth, Jens Carsten - In: The review of financial studies 14 (2001) 2, pp. 495-527
Persistent link: https://www.econbiz.de/10001570577
Cover Image
Mitigating volatile US gasoline prices and internalizing external costs : a win-win fuel portfolio
Zhang, Zibin; Lohr, Luanne; Escalante, Cesar L.; … - In: American journal of agricultural economics 90 (2008) 5, pp. 1218-1225
Persistent link: https://www.econbiz.de/10003783037
Cover Image
Changes over time in the revenue-expense relation : accounting or economics?
Donelson, Dain C.; Jennings, Ross; McInnis, John - In: The accounting review : a publication of the American … 86 (2011) 3, pp. 945-974
Persistent link: https://www.econbiz.de/10009156943