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Measuring persistence in volatility spillovers : conference paper

Conrad, Christian; Weber, Enzo - Wettbewerbspolitik und Regulierung in einer Globalen … - 2013

This paper analyzes volatility spillovers in multivariate GARCH-type models. We show that the cross-effects between the conditional variances determine the persistence of the transmitted volatility innovations. In particular, the influence of a foreign volatility innovation on a conditional...

Persistent link: https://www.econbiz.de/10010341118

Second-chance offers and buyer reputation : theory and evidence on auctions with default

Engelmann, Dirk; Frank, Jeff; Koch, Alexander K.; … - 2020

Winning bidders in online auctions frequently fail to complete the transaction. Because enforcing bids usually is too costly, auction platforms often allow sellers to make a "secondchance" offer to the second highest bidder, to buy at the bid price of this bidder, and let sellers leave negative...

Persistent link: https://www.econbiz.de/10012438089

How do sellers benefit from Buy-It-Now prices in eBay auctions?

Grebe, Tim; Ivanova-Stenzel, Radosveta; Kröger, Sabine - 2019

We investigate experimentally on eBay how sellers set prices in "Buy-It-Now" (BIN) auctions. We find that the eBay format leads to prices substantially below those expected in second-price auctions. Moreover, our results reveal that the information available on eBay about buyer experience and...

Persistent link: https://www.econbiz.de/10012309640

The power of randomness in Bayesian optimal mechanism design

Chawla, Shuchi; Malec, David; Sivan, Balasubramanian - In: Games and economic behavior 91 (2015), pp. 297-317

Persistent link: https://www.econbiz.de/10011385831

Multidimensional measure of poverty in Ethiopia : factor and stochastic dominance analysis

Bersisa, Mekonnen; Heshmati, Almas - In: Poverty and well-being in East Africa : a multi-faceted …, (pp. 215-238). 2016

This study did an in-depth analysis of multidimensional poverty in rural and small towns in Ethiopia. As social well …-being or poverty is a multidimensional phenomenon, using a multidimensional measure of poverty helps circumvent problems … used six dimensions with 14 indicators to construct a multidimensional index of poverty using first rounds of Ethiopian …

Persistent link: https://www.econbiz.de/10012304825

A critical exploration of "access" in qualitative international business field research : towards a concept of socio-cultural and multidimensional research practice

Fjellström, Daniella; Guttormsen, David S. A. - In: Qualitative research in organizations and management : … 11 (2016) 2, pp. 110-126

Persistent link: https://www.econbiz.de/10011582862

Conditional exact law of large numbers and asymmetric information economies with aggregate uncertainty

Qiao, Lei; Sun, Yeneng; Zhang, Zhixiang - In: Economic theory : official journal of the Society for … 62 (2016) 1/2, pp. 43-64

Persistent link: https://www.econbiz.de/10011554107

Joint inventorys and pricing decision when customers are delay sensitive

Güler, Mehmet Güray; Bilgiç, Taner; Güllü, Refik - In: International journal of production economics 157 (2014), pp. 302-312

Persistent link: https://www.econbiz.de/10010437456

Applying reinforcement learning techniques to detect hepatocellular carcinoma under limited screening capacity

Lee, Elliot; Lavieri, Mariel S.; Volk, Michael L.; Xu, … - In: Health care management science 18 (2015) 3, pp. 363-375

Persistent link: https://www.econbiz.de/10011341696

Marketing by design

Nichols, John P. - In: Journal of agricultural and applied economics 46 (2014) 3, pp. 341-346

Persistent link: https://www.econbiz.de/10011282853