Narrow search
Showing 1 - 10 of 161
Cover Image
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
Cover Image
Three essays on behavioural finance
Hemmens, Christopher - 2017
The fact that human economic behaviour has a significant irrational element - one that is simultaneously hard-to-explain and highly predictable - has fascinated economists for decades from Fechner, 1860 to Shiller, 2005 and beyond. In this dissertation, I investigate the field from various...
Persistent link: https://www.econbiz.de/10011948369
Cover Image
Essays on insurance-linked securities and foreign exchange options
Beer, Simone - 2019
deals with investigating the dynamics of foreign exchange implied volatility and correlation surfaces. The first paper …-neutral valuation framework is thus suitable for pricing natural catastrophe risk. In the fourth paper, smooth implied volatility and … interdependences between implied correlation and implied volatility. …
Persistent link: https://www.econbiz.de/10012152695
Cover Image
Asset management in volatile markets
Haiss, Peter R.; Sammer, Bernhard; Gartner, Martin; … - New Trends in Asset Management: Exploring the … - 2010
The 27th SUERF Colloquium in Munich in June 2008: New Trends in Asset Management: Exploring the Implications was already topical in the Summer of 2008. The subsequent dramatic events in the Autumn of 2008 made the presentations in Munich even more relevant to investors and bankers that want to...
Persistent link: https://www.econbiz.de/10011705329
Cover Image
Understanding and harvesting expected returns of asset classes, investment styles, and risk factors
Kroencke, Tim-Alexander - 2013
Persistent link: https://www.econbiz.de/10010211528
Cover Image
Commodities, energy and finance
Gnan, Ernest (ed.); Guðmundsson, Már (ed.) - Workshop on "Commodities, Energy and Finance" <2008, Wien>; … - 2008
Persistent link: https://www.econbiz.de/10011704678
Cover Image
Current trends in the Russian financial system : a joint publication with the Austrian Society for Bank Research
Balling, Morten (ed.) - SUERF Workshop and Special OeNB East Jour Fixe <2009, Wien>; … - 2009
The papers in the present SUERF Study is a selection of the papers presented at a SUERF Workshop and Special OeNB East Jour Fixe held at Oesterreichische Nationalbank in Vienna on 23 January 2009. In his opening remarks (chapter 2), Ewald Nowotny, Governor of the Oesterreichische Nationalbank...
Persistent link: https://www.econbiz.de/10011705410
Cover Image
Stand und Perspektiven der "New Economy" in ausgewählten Mitgliedstaaten der EU aus deutscher Sicht
Vieweg, Hans-Günther; Fuchs, Thomas; Hild, Reinhard; … - 2005
Die vorliegende Studie wurde im ifo Arbeitsbereich Branchenforschung erstellt und im Frühjahr 2005 abgeschlossen. Auftraggeber war das Bundesministerium für Wirtschaft und Arbeit. Gegenstand der Studie sind der Stand und die Perspektiven der „New Economy“ in Deutschland sowie ein Vergleich...
Persistent link: https://www.econbiz.de/10011747524
Cover Image
Monetary policy, regulation and volatile markets
Calverley, John; Restoy, Fernando; Thuesen, Jesper Ulriksen - New Trends in Asset Management: Exploring the … - 2008
and supervisory arrangements adequate when market volatility increases and financial institutions come under stress? In …
Persistent link: https://www.econbiz.de/10011705069
Cover Image
Asset-liability management with ultra-low interest rates
Grossman, Richard S.; Molyneux, Philip; Lambert, Frederic; … - Conference on Asset-Liability Management with Ultra-Low …; … - 2015
On 11 March 2015, SUERF jointly organised a conference with the Oesterreichische Nationalbank and the Austrian Society for Bank Research (Bankwissenschaftliche Gesellschaft - BWG). The present SUERF Study 2015/2 includes a selection of papers based on the authors' contributions to the Vienna...
Persistent link: https://www.econbiz.de/10011413495