|
| Apr 18 2013 |
Benoît Sévi and César Baena |
| |
The explanatory power of signed jumps for the risk-return tradeoff |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 16 2013 |
Alfredo Omar Palafox-Roca and Francisco Venegas-Martínez |
| |
Consumption Decisions in an Economy with Heterogeneous Preferences Defined by a Bivariate Distribution |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 15 2013 |
Anja Koebrich Leon and Christian Pfeifer |
| |
An Empirical Note on Religiosity and Social Trust using German Survey Data |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 05 2013 |
Khaled Guesmi , Mohamed Hedi Arouri , Ilyes Abid and Frédéric Teulon |
| |
On the Determinants of Equity International Risk Premium: Are Emerging Zones Different? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 25 2013 |
Akihiho Yanase |
| |
Free trade may save a renewable resource from exhaustion |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 08 2013 |
Aymen Ben Rejeb |
| |
Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 20 2012 |
Bruno Karoubi |
| |
Does crime influence the merchants' preference for cash? Evidence from France. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 19 2012 |
Marco Cucculelli and Barbara Ermini |
| |
Individual risk attitude, product innovation and firm performance. Evidence from survey data. |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 19 2012 |
Gianni Bosi and Magalì Zuanon |
| |
A note on the axiomatization of Wang premium principle by means of continuity considerations |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 30 2012 |
Manuel Ramos-Francia and José G Rangel |
| |
Revisiting the effects of country specific fundamentals on sovereign default risk |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 08 2012 |
Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen |
| |
Oil-stock volatility transmission, portfolio selection and hedging |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 09 2012 |
Kirill Chernomaz |
| |
Inequity aversion in a model with moral hazard |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 05 2012 |
Carmine Trecroci |
| |
Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 14 2012 |
Walid Chkili |
| |
Is currency risk priced for emerging stock markets? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 10 2012 |
Anne Corcos , François Pannequin and Sacha Bourgeois-gironde |
| |
Is trust an ambiguous rather than a risky decision? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 01 2012 |
Mario Menegatti |
| |
New results on optimal prevention of risk averse agents |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 23 2012 |
Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller |
| |
Quantiles autocorrelation in stock markets returns |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 03 2012 |
João Caldeira , Guilherme Moura and André A.P. Santos |
| |
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 10 2012 |
Robert Czudaj and Joscha Beckmann |
| |
Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 04 2012 |
Francesco Menoncin and Paolo M. Panteghini |
| |
Ex-Post Equivalence under Capital Gains Taxation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 23 2012 |
Stoyu I. Ivanov |
| |
Analysis of Firm Risk around S&P 500 Index Changes |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 23 2012 |
Jijun Niu |
| |
Interest rates and the risk-taking incentives of bank CEOs |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 17 2012 |
Yunmi Kim |
| |
Autoregressive conditional beta |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 01 2012 |
Roberta Melis and Alessandro Trudda |
| |
Financial and demographic risks in PAYG pension funds |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 19 2012 |
Gilbert Koenig and Irem Zeyneloglu |
| |
International consumption risk sharing and fiscal policy |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 09 2012 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
| |
Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 29 2012 |
Arshia Amiri , Ulf-g Gerdtham and Bruno Ventelou |
| |
HIV/AIDS-GDP Nexus? Evidence from panel-data for African countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 26 2012 |
Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes |
| |
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 20 2012 |
Hsiao-Chi Chen , Yunshyong Chow and Li-Chau Wu |
| |
Imitation, local interaction, and efficiency: reappraisal |
| |
Abstract Contact Information Citation Full Text - Comment |
| |
| Feb 01 2012 |
Roger Collet |
| |
Household car use in France: a demographic and economic analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 27 2012 |
Minh Cong Nguyen and Quentin Wodon |
| |
Measuring child marriage |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 20 2012 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
| |
Predicting the risk of global portfolios considering the non-linear dependence structures |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 13 2012 |
Martín Jorge Egozcue |
| |
Gains from diversification: a regret theory approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 13 2012 |
Benoît Sévi and César Baena |
| |
A reassessment of the risk-return tradeoff at the daily horizon |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 09 2012 |
Tao Peng |
| |
A Note on the implementation of the Pareto efficient allocation in the Lagos-Wright model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 09 2012 |
Makram El-Shagi |
| |
Protect and survive? Did capital controls help shield emerging markets from the crisis? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 09 2011 |
Wafa Snoussi and Mhamed ali El-aroui |
| |
Impact of Returns Time Dependency on the Estimation of Extreme Market Risk |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 24 2011 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
| |
Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 21 2011 |
JaeJoon Han |
| |
Adequate Liquid Provision for a Run Preventing Contract |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 21 2011 |
Sheikh Shahnawaz |
| |
Infectious disease outbreak and trade policy formulation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 16 2011 |
Liad Wagman and Yoni Pruzansky |
| |
Intellectual Property Protection and Firm Innovation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 14 2011 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
| |
Extreme values dependence of risk in Latin American markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 09 2011 |
Edward W. Sun , Daniel Tenengauzer , Ali Bastani and Omid Rezania |
| |
Identification of Driving Factors for Emerging Markets Sovereign Spreads |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 28 2011 |
Loredana Ureche-Rangau and Franck Speeg |
| |
A simple method for variance shift detection at unknown time points |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 03 2011 |
Tran MANH Tuyen |
| |
Modeling Volatility Using GARCH Models: Evidence from Vietnam |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 22 2011 |
Rania Guirat |
| |
Investor behavior heterogeneity in the French stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 16 2011 |
François Maréchal |
| |
First-price vs second-price auctions under risk aversion and private affiliated values |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 13 2011 |
Marcelo Brutti Righi and Paulo Sérgio Ceretta |
| |
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 12 2011 |
Nikolay Nenovsky , Amine Lahiani and Petar Chobanov |
| |
Empirical Investigation of Systemic Risk in the New EU States |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 12 2011 |
João Caldeira and Luiz Furlani |
| |
Break-even inflation rate and the risk premium: an alternative approach to the VAR models in forecasting the CPI |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 12 2011 |
Riccardo Calcagno and Mariacristina Rossi |
| |
Portfolio Choice and Precautionary Savings |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 12 2011 |
Shino Takayama and Jayanaka Wijeratne |
| |
No Trade, Informed Trading, and Accuracy of Information |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 17 2011 |
Atsushi Maki and Kenji Wada |
| |
Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 15 2011 |
Myeong Hwan Kim and David A. Dilts |
| |
The Relationship of the value of the Dollar, and the Prices of Gold and Oil: A Tale of Asset Risk |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 10 2011 |
Khaled Guesmi |
| |
Time varying regional integration in emerging stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 06 2011 |
Rainer Niemann and Caren Sureth |
| |
The Impact of Differential Capital Income Taxation on the Value of Risky Projects |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 02 2011 |
Fernanda G Barba and Paulo S Ceretta |
| |
Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 14 2011 |
François Benhmad |
| |
Noise traders or Fundamentalists? A Wavelet approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 20 2011 |
Shih-Jye Wu , Yang-Ming Chang and Hung-Yi Chen |
| |
Antidumping Petition: To File or Not To File |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 15 2011 |
Swarnankur Chatterjee , John R. Salter and Nathaniel J. Harness |
| |
Financial Confidence Among Retirees: The Role of Financial Advice and Planning Duration |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 10 2011 |
Julien Chevallier |
| |
Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 08 2010 |
Jijun Niu |
| |
The effect of CEO overconfidence on bank risk taking |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 16 2010 |
Yi-ni Hsieh and Wea-in Wang |
| |
Credit risk, trade credit and finance: evidence from Taiwanese manufacturing firms |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 08 2010 |
Masato Ubukata |
| |
Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 31 2010 |
Shin Fukuda |
| |
Evaluating the influence of the internal ratings-based approach on bank lending in Japan |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 21 2010 |
Riccardo Lo Conte |
| |
Debt and interest rates: lessons from european monetary union |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 02 2010 |
Frank Strobel |
| |
Bank insolvency risk and aggregate Z-score measures: a caveat |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 28 2010 |
Sule Akkoyunlu , Frank R. Lichtenberg , Boriss Siliverstovs and Peter Zweifel |
| |
Spurious correlation in estimation of the health production function:
A note |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 28 2010 |
Jean-michel Sahut |
| |
A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 16 2010 |
Shu-Hsi Ho and Wen-Shai Hung |
| |
A comparative assessment of mortality among the widowers and widows in Taiwan |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 12 2010 |
Moawia Alghalith |
| |
The theory of the firm under multiple uncertainties |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 27 2010 |
Aric P. Shafran |
| |
Interdependent security experiments |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 19 2010 |
Iuliana Matei |
| |
Contagion and causality: an empirical analysis on sovereign bond spreads |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 19 2010 |
Isabelle Distinguin and Amine Tarazi |
| |
Are early market indicators of financial deterioration accurate for Too Big To Fail banks? Evidence from East Asia |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 15 2010 |
Julien Chevallier |
| |
Volatility forecasting of carbon prices using factor models |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 18 2010 |
Mazbahul Golam Ahamad and Rezai Karim Khondker |
| |
Climate Risks, Seasonal Food Insecurity and Consumption Coping Strategies: Evidences from a Micro-level Study from Northern Bangladesh |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 06 2010 |
Jijun Niu |
| |
A note on loan market equilibrium when some borrowers are optimistic |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 21 2010 |
Arouri Mohamed El Hédi and Jawadi Fredj |
| |
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 01 2010 |
Tomoki Kitamura , Yasuhiro Yonezawa and Munenori Nakasato |
| |
Saving Behavior under the Influence of Income Risk: An Experimental Study
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 01 2010 |
Eisei Ohtaki |
| |
Sunspots, whether they are risk or uncertainty, cannot matter in the static Arrow-Debreu economy |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 01 2010 |
Yoichiro Fujii and Yutaka Nakamura |
| |
Equity premium under multiple background risks |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2010 |
Yves Jegourel and Samuel Maveyraud |
| |
A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 18 2010 |
Md. Israt Rayhan and Ulrike Grote |
| |
Crop Diversification to Mitigate Flood Vulnerability in Bangladesh: An Economic Approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 12 2010 |
Akihiko Noda and Shunsuke Sugiyama |
| |
Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 29 2010 |
Yen-Chen Chiu |
| |
Industry Concentration and Cash Flow at Risk |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 28 2010 |
Maik Heinemann |
| |
Stability under learning of equilibria in financial markets with supply information |
| |
Abstract Contact Information Citation Full Text - Comment |
| |
| Jan 13 2010 |
Frederik Lundtofte |
| |
Implied volatility and risk aversion in a simple model with uncertain growth
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 11 2010 |
Samih A Azar |
| |
Random risk aversion and the cost of eliminating the foreign exchange risk of the Euro |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 22 2009 |
John Stranlund and Wei Zhang |
| |
Bankruptcy Risk, Limited Liability and Imperfectly Enforced Emissions
Taxes |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 09 2009 |
Minoru Watanabe and Masaya Yasuoka |
| |
Income growth, inequality and preference for education investment: a note |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2009 |
Tomoaki Yamada |
| |
Persistence of income shocks and consumption inequality: A case in Japan |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 16 2009 |
François Maréchal |
| |
Prevention of diseases and preventive co-payment rate |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 24 2009 |
Sylvain M. Prado |
| |
The European used-car market at a glance:
Hedonic resale price valuation in automotive leasing industry |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 06 2009 |
Carlos Bautista , Philippe Rous and Amine Tarazi |
| |
The determinants of bank stock return's co-movements in East Asia |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 01 2009 |
Michael Bleaney and Zhiyong Li |
| |
Do exchange rate bubbles deflate faster than they inflate? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 28 2009 |
Juliana Caicedo-llano and Catherine Bruneau |
| |
Co-movements of international equity markets: a large-scale factor model approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 10 2009 |
Nathalie Etchart-Vincent |
| |
The shape of the utility function under risk in the loss domain and the "ruinous losses" hypothesis: some experimental results |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 28 2009 |
Estela Sáenz , María Dolores Gadea and Marcela Sabaté |
| |
Measuring the external risk in the United Kingdom |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 25 2009 |
Giuseppe Cavaliere , Luca Fanelli and Attilio Gardini |
| |
Consumption risk sharing and adjustment costs |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 04 2009 |
Jim Lee |
| |
Food and Energy Prices in Core Inflation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 17 2009 |
Paolo M. Panteghini |
| |
On the equivalence between labor and consumption taxation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 07 2009 |
Mahito Okura |
| |
An economic analysis of risk management in the airline industry |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 01 2009 |
Anthony N Rezitis and Konstantinos S Stavropoulos |
| |
Modeling sheep supply response under asymmetric price volatility and cap reforms |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 13 2009 |
Shiba Suzuki |
| |
Risks after disasters: a note on the effects of precautionary saving on equity premiums |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 22 2009 |
Fredj JAWADI , Nicolas MILLION and Mohamed El hédi Arouri |
| |
Stock market integration in the Latin American markets: further evidence from nonlinear modeling |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 02 2008 |
Brishti Guha and Ashok Guha |
| |
Utility functions, future consumption targets and subsistence thresholds |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 28 2008 |
Wan-Hsiu Cheng |
| |
Overestimation in the Traditional GARCH Model During Jump Periods |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 01 2008 |
Rossana Patron |
| |
Enhancing the public provision of education: the economics of education reform in developing countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 29 2008 |
Kin Chung Lo |
| |
Risk, Ambiguity, and the Klibanoff Axioms |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 26 2008 |
Masahiro Shoji |
| |
How do the poor cope with hardships when mutual assistance is unavailable? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 02 2008 |
Sofiane Amri |
| |
Analysing the forward premium anomaly using a Logistic Smooth Transition Regression model. |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 27 2008 |
Laetitia Placido and Olivier L'Haridon |
| |
An allais paradox for generalized expected utility theories? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 27 2008 |
Andrea Morone and Ulrich Schmidt |
| |
An Experimental Investigation of Alternatives to Expected Utility Using Pricing Data |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 27 2008 |
Tim Friehe |
| |
Insurance, Pooling, and Resistance to Reform: The Case of Individual Uncertainty |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 21 2008 |
Takaaki Aoki |
| |
One Proposition about Dynamic Portfolio Selection in an Open Economy and International Diversification |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 03 2008 |
John Stranlund and Wei Zhang |
| |
Bankruptcy risk and the performance of tradable permit markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 07 2008 |
Venus Khim-Sen Liew , Ricky Chee-Jiun Chia and Syed Azizi Wafa Syed Khalid Wafa |
| |
Day-of-the-week effects in Selected East Asian stock markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 04 2008 |
Yasuhiko Nakamura |
| |
On Forecasting Recessions via Neural Nets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 26 2007 |
Naoufel Mzoughi , Sanja Pekovic and Gilles Grolleau |
| |
The characteristics of chemical firms registering for ISO 14001 or Responsible Care |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 19 2007 |
Tsangyao Chang , Yu-Chen Wei and Yang-Cheng Lu |
| |
An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 03 2007 |
Sunanda Roy |
| |
Self insurance and public employment programs |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 03 2007 |
sunanda roy |
| |
On price uncertainty, nominal assets and uninsurable idiosyncratic risks |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 15 2007 |
Tao Wang |
| |
Financial Constraints and the Risk-Return Relation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 13 2007 |
Antoine Bommier |
| |
Risk Aversion, Intertemporal Elasticity of Substitution and Correlation Aversion |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 02 2007 |
Simon Parker |
| |
Which firms do the entrepreneurs come from? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 24 2007 |
David Peel and David Law |
| |
Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 17 2007 |
emmanuel mamatzakis and Panos Fousekis |
| |
Towards a Common EU Policy on Income Distribution: the case of Social Benefit Expenditures |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 20 2007 |
virginie terraza and stephane mussard |
| |
New trading risk indexes: application of the shapley value in finance |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 17 2007 |
Luigi Ventura |
| |
A note on the relevance of prudence in precautionary saving. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 22 2007 |
Quentin Wodon |
| |
Constructing Fama-French Factors from style indexes: Japanese evidence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 06 2007 |
Hideki Nishigaki |
| |
An analysis of the relationship between US REIT returns |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 21 2007 |
Vincent Bouvatier |
| |
Are International Interest Rate Differentials Driven by the Risk Premium? The Case of Asian Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 18 2007 |
Takeshi Nakata |
| |
Habit Formation, Parents' Education Spending, and Growth |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 17 2007 |
Alan Marco and Kieran Walsh |
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Credibility and Credulity: How Beliefs about Beliefs Affect Entry Incentives |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 05 2007 |
Achintya Ray |
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ARE RACIAL DISPARITIES IN DIABETES IN THE USA DRIVEN BY EDUCATION DISTRIBUTION? |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 04 2007 |
Stephane Ciriani |
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Education policy in a general equilibrium model with heterogeneous agents. |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 16 2006 |
Hideaki Sakawa and Naoki Watanabel |
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A Note on Synchronization Risk and Delayed Arbitrage |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 26 2006 |
Diego Nocetti |
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Portfolio Selection with Endogenous Estimation Risk |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 03 2006 |
Fulvia Focker and Umberto Triacca |
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A new proxy of the average volatility of a basket of returns: A Monte Carlo study |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 03 2006 |
W. Douglass Shaw , Andres Silva and Rodolfo M. Nayga, Jr. |
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Health benefits and uncertainty: an experimental analysis of the effects of risk presentation on auction bids for a healthful product |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 09 2006 |
Vahe Lskavyan |
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Multiple Shareholder Control as a Signaling Mechanism |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 11 2006 |
Alexander Zimper and Alexander Ludwig |
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Rational expectations and ambiguity: A comment on Abel (2002) |
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Abstract Contact Information Citation Full Text - Comment |
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| Jan 06 2006 |
Ananish Chaudhuri , Chenan Zhou , Parapin Prak and Laura Bangun |
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Common and almost common knowledge of credible assignments in a coordination game |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 15 2005 |
Udo Ebert |
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Measures of downside risk |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 12 2005 |
Moawia Alghalith |
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A note on output hedging with basis risk- an extension of Paroush and Wolf hedging model |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 01 2005 |
Diego Nocetti |
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A Model of Mental Effort and Endogenous Estimation Risk |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 01 2005 |
Yossi Tobol |
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Wage discrimination as an illegal behavior |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 06 2005 |
Sergio Da Silva , Jefferson Cunha and Newton Da Costa, Jr |
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Stock selection based on cluster analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 25 2005 |
Jean Fernand Nguema |
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Stochastic dominance on optimal portfolio with one risk-less and two risky assets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 05 2005 |
Shunichiro Sasaki |
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Signal Qualities, Order of Decisions, and Informational Cascades: Experimental Evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 22 2005 |
Yusuke Osaki |
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Dependent background risks and asset prices |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 06 2005 |
Benoît Sévi and Fabrice Yafil |
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A special case of self-protection: The choice of a lawyer |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 09 2005 |
Thierry Vignolo |
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When envy helps explain coordination |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 08 2005 |
Kevin E. Beaubrun-Diant |
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Can a Time-to-Plan Model explain the Equity Premium Puzzle |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 13 2005 |
Sudipta Sarangi and Prabirendra Chatterjee |
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Enforcement with Costly Group Formation |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 03 2005 |
Panayiotis Petrakis and Stylianos Kotsios |
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The dynamics of structural change under risk influence |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 12 2005 |
Andreas Wagener |
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Linear risk tolerance and mean-variance preferences |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 06 2004 |
Johann Scharler |
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International Risk Sharing and Investor Protection: Some Evidence from the EU-15 |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 04 2004 |
Vincenzo Costa |
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Risk neutral valuation and uncovered interest rate parity in a stochastic two-country-economy with two goods |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 29 2004 |
Paolo M. Panteghini |
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Neutrality Properties of Firm Taxation under Default Risk |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 28 2004 |
Suren Basov |
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Equilibrium selection in coordination games: Why do dominated strategies matter? |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 11 2004 |
Frederic Peltrault and Michel Blanchard |
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The welfare effects of international trade with optimistic and pessimistic managers |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 06 2004 |
William Barnett and Shu Wu |
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Intertemporally non-separable monetary-asset risk adjustment and aggregation |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 05 2004 |
Victor Vaugirard |
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A canonical first passage time model to pricing nature-linked bonds |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 09 2004 |
Udo Broll and Jack E. Wahl |
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Optimal hedge ratio and elasticity of risk aversion |
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Abstract Contact Information Citation Full Text - Note |
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| May 20 2004 |
Mark Weder |
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Endogenous Monetary Growth Rules and Determinacy in Cash-in-Advance Models |
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Abstract Contact Information Citation Full Text - Note |
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| May 04 2004 |
Chongcheul Cheong |
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Does the risk of exchange rate fluctuation really affect international trade flows between countries? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 21 2004 |
Simon Grant and John Quiggin |
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Noise Trader Risk and the Welfare Effects of Privatization |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 18 2004 |
AROURI Mohamed El Hedi |
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The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk. |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 28 2004 |
Albert Burgos |
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Guessing and gambling |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 12 2004 |
John Conley and Bhaskar Chakravorti |
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Bargaining efficiency and the repeated prisoners' dilemma |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 19 2003 |
Joseph G. Eisenhauer |
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Approximation bias in estimating risk aversion |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 19 2003 |
Stephen LeRoy |
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Expected utility: a defense |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 25 2003 |
Thierry Vignolo and Agnès d'Artigues |
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Why Global Integration May Lead to Terrorism: An Evolutionary Theory of Mimetic Rivalry |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 11 2003 |
Ludovic Renou and Guillaume Carlier |
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Existence and monotonicity of optimal debt contracts in costly state verification models |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 03 2003 |
Paul Makdissi and Nguyen Mahn Hung |
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Infantile mortality and fertility decisions in a stochastic environment |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 13 2003 |
Toshihiro Matsumura |
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Strategic R and D investments with uncertainty |
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Abstract Contact Information Citation Full Text - Note |
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| May 28 2003 |
Keiichi Tanaka |
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Indeterminacy of equilibrium price of money, market price of risk and interest rates |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 17 2003 |
Paul Makdissi and Quentin Wodon |
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Risk-adjusted measures of wage inequality and safety nets |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 06 2003 |
Marco Scarsini and Yossi Feinberg |
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Rate of Arbitrage and Reconciled Beliefs |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 02 2002 |
Thibault Gajdos and Jean-Marc Tallon |
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Fairness under Uncertainty |
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Abstract Contact Information Citation Full Text - Note |
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| May 28 2002 |
Albert Burgos |
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Learning to deal with risk: what does reinforcement learning tell us about risk attitudes? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 18 2002 |
Concepción Peñarrubia and Gonzalo Olcina |
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Specific investments and coordination failures |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 04 2002 |
Mark DeWeaver and James Roumasset |
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Risk aversion as effort incentive: A correction and prima facie test of the moral hazard theory of share tenancy |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 12 2001 |
William Neilson |
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Calibration results for rank-dependent expected utility |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 05 2001 |
Sumru Altug and Michel Demers |
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The Impact of Tax Risk and Persistence on Investment Decisions |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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