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Modelling dynamic portfolio risk using risk drivers of elliptical processes

Schmidt, Rafael; Schmieder, Christian - 2007

The situation of a limited availability of historical data is frequently encountered in portfolio risk estimation, especially in credit risk estimation. This makes it, for example, difficult to find temporal structures with statistical significance in the data on the single asset level. By...

Persistent link: https://www.econbiz.de/10010295926

A value at risk analysis of credit default swaps

Scheicher, Martin; Raunig, Burkhard - 2008

We study the risk of holding credit default swaps (CDS) in the trading book. In particular, we compare the Value at Risk (VaR) of a CDS position to the VaR for investing in the respective firm's equity. Our sample consists of CDS – stock price pairs for 86 actively traded firms over the period...

Persistent link: https://www.econbiz.de/10010295949

Perspectives on the World Income Distribution: Beyond Twin Peaks Towards Welfare Conclusions

Weisbrod, Julian; Vollmer, Sebastian; Holzmann, Hajo - 2007

This paper contributes towards the growing debate concerning the world distribution of income and its evolution over …

Persistent link: https://www.econbiz.de/10010296043

Globalisierung und gesellschaftliche Naturverhältnisse

von Winterfeld, Uta; Müller, Christa; Katz, Christine - 2004

Der neoliberalen Globalisierung liegen Rationalitätsmuster zugrunde, die weder neu noch liberal sind. Dies gilt für herrschaftliches Denken über Natur (als Ressource) ebenso wie für den sich verstärkenden Zugriff auf Naturgüter und die Ausblendung reproduktiver Elemente aus der Debatte...

Persistent link: https://www.econbiz.de/10010296135

Value-at-risk of carbon constraints : an input oriented approach of resource scarcity

Busch, Timo; Raschky, Paul - 2004

The purpose of this study is to broaden the discussion on corporate enviromental risk exposure by integrating an oil scarcity factor. This broader approach can be utilized as a means of instigating a discussion on carbon risks beyond output oriented adaption and mitigation strategies. Even...

Persistent link: https://www.econbiz.de/10010296136

Was ist gerecht? Nutzungsrechte an natürlichen Ressourcen in der Klima- und Biodiversitätspolitik

Brouns, Bernd - 2004

Was ist gerecht? In einer Welt zunehmenden Zugriffs auf die Natur stellt sich diese zentrale Frage auch für die Nutzung …

Persistent link: https://www.econbiz.de/10010296138

Am Beispiel Baumwolle: Flächennutzungskonkurrenz durch exportorientierte Landwirtschaft

Paulitsch, Katharina - 2004

Durch den weltweiten Austausch von Waren, Informationen und Kapital entsteht eine neue Qualität von Wechselbeziehungen in Politik, Wirtschaft, Ökologie und Kultur. Die Textil- und Bekleidungsbranche ist besonders gekennzeichnet durch internationale Arbeitsteilung und stellt damit einen Motor...

Persistent link: https://www.econbiz.de/10010296140

Intellectual Property Rights and Biological Resources: An Overview of Key Issues and Current Debates

Díaz, Carolina Lasén - 2005

around the world. The paper starts by outlining the background and evolution of intellectual property rights. It then … on the Convention of Biological Diversity (CBD), the World Intellecutal Property Organization (WIPO), and the World Trade … WTO (TRIPS) und der World Intellecutal Property Organization (WIPO). Ferner wird auch die zunehmende Bedeutung bilateraler …

Persistent link: https://www.econbiz.de/10010296143

Corporate practices and national governance systems: what do country rankings tell us?

Cornelius, Peter K. - 2004

pilot governance index developed by the Financial Times and ISS and compares it with new survey evidence from the World …

Persistent link: https://www.econbiz.de/10010296152

Pair-wise cointegration in long-run growth models

Bergheim, Stefan - 2007

This paper presents a novel theoretical and empirical approach to the analysis of long-run economic growth. It shows that most traditional theoretical models share the feature of pair-wise cointegration among the main variables. An augmented Kaldor model is proposed in contrast to the standard...

Persistent link: https://www.econbiz.de/10010296161