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Ethics and technique in welfare economics : how welfarism evolves in the making

Baujard, Antoinette - In: Revue économique : revue bimestrielle 73 (2022) 6, pp. 1039-1053

Persistent link: https://www.econbiz.de/10014231010

A new approach to improving hedging performance in the OLS model

Kim, Chongwon; Jung, Hyeonjong; Kang, Hyoung Goo - In: The journal of alternative investments : JAI 25 (2023) 3, pp. 40-61

Persistent link: https://www.econbiz.de/10014231018

Asymmetric effects of conventional and unconventional monetary policy when rates are low

Laine, Olli-Matti; Pihlajamaa, Matias - 2023 - This version: March 2023

We study asymmetric inflation effects of both conventional and unconventional monetary policy in the euro area during the period of low nominal interest rates. We find that rate cuts are inflationary also during low interest rates. Positive quantitative easing surprises have a deflationary...

Persistent link: https://www.econbiz.de/10014231034

A primer on hedging with stock index futures

Fabozzi, Frank J.; Fabozzi, Francesco A. - In: The journal of derivatives : JOD 29 (2022) 4, pp. 39-60

Persistent link: https://www.econbiz.de/10014231046

Location of housing and industry around city centre amenities

Garrido-da-Silva, Liliana; Castro, Sofia B. S. D.; … - In: Regional science & urban economics 95 (2022), pp. 1-35

Persistent link: https://www.econbiz.de/10014231047

The time dimension of volatility : implications for option strategy design

Hill, Joanne M. - In: The journal of derivatives : JOD 29 (2022) 4, pp. 97-109

Persistent link: https://www.econbiz.de/10014231053

Recycling vs mining : competition for market shares, collusion for market power

Beir, Jean De; Thai Ha Huy; Sourisseau, Sylvain - In: Revue économique : revue bimestrielle 74 (2023) 1, pp. 81-113

Persistent link: https://www.econbiz.de/10014231060

Delta-gamma-like hedging with transaction cost under reinforcement learning technique

Xu, Wei; Dai, Bing - In: The journal of derivatives : JOD 29 (2022) 5, pp. 60-82

Persistent link: https://www.econbiz.de/10014231076

Trade, war, and reconstruction

Martin, Philippe J.; Mayer, Thierry; Thoenig, Mathias - In: Supporting Ukraine: more critical than ever, (pp. 117-120). 2023

Persistent link: https://www.econbiz.de/10014231079

Zero Black-Derman-Toy model in catastrophic events : COVID-19 performance analysis

Krzyżanowski, Grzegorz; Sosa, Andrés - In: The journal of derivatives : JOD 30 (2022) 1, pp. 103-118

Persistent link: https://www.econbiz.de/10014231097