Discussion Paper Serie B

from University of Bonn, Germany
Bonn Graduate School of Economics, University of Bonn, Adenauerallee 24 - 26, 53113 Bonn, Germany.
Series data maintained by BGSE Office ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

465: Multi-Fractal Processes as Models for Financial Returns: Multi-Fractal Processes as Models for Financial Returns: A First Assessment

Thomas Lux

463: Zuschlag erhalten, aber Verlust gebucht - Gefdhrdet der Fluch des Gewinners auch Kapitalmarktprofis?

Elisabeth Hehn and Abdolkarim Sadrieh

462: The Decision to Seek or to Be Sought

Dorothea K. Herreiner

461: Experimental Evidence for Attractions to Chance

Wulf Albers, Robin Pope, Reinhard Selten and Bodo Vogt

460: Staff Rotation: A Powerful Weapon Against Corruption?

Klaus Abbink

459: An Experimental Bribery Game

Klaus Abbink, Bernd Irlenbusch and Elke Renner

458: On Rational Bubbles and Fat Tails

Thomas Lux and Didier Sornette

456: Multi-Fractal Processes as Models for Financial Returns: A First Assessment

Thomas Lux

454: What is Bounded Rationality? Paper prepared for the Dahlem Conferen

Reinhard Selten

453: A Market Model for Stochastic Implied Volatility

Philipp Schönbucher

452: Teams Take the Better Risks

Bettina Kuon, Abdolkarim Sadrieh and Barbara Mathauschek

451: The Pricing of Derivatives on Assets with Quadratic Volatility

Christian Zuehlsdorff

450: Local Manufacturing Hurt by Depreciations in a Theoretical Model Reflecting the Australian Experience

Robin Pope

449: Reconciliation with the Utility of Chance by Elaborated Outcomes Destroys the Axiomatic Basis of Expected Utility Theory

Robin Pope

448: European Business Cycles: New Indices and Analysis of their Synchronicity

Michael J. Dueker and K. Wesche

447: Testing for Non-Linear Structure in an Artificial Financial Market

Shu-Heng Chen, Thomas Lux and Michele Marchesi

446: Valuation of Barrier Options in a Black--Scholes Setup with Jump Risk

Dietmar P.J. Leisen

445: Risk Aversion in International Relations Theory

O'Neill,Barry

444: A Note on the Stochastic Properties of German Stock Returns

Thomas Lux

443: Building a Consistent Pricing Model from Observed Option Prices

Jean-Paul Laurent and Dietmar P.J. Leisen

442: Pseudo--Arbitrage - A new Approach to Pricing and Hedging in Incomplete Markets

Daniel Sommer

441: Economics and Ethics Part I. The General Conception

Wilhelm Krelle

438: Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market

Thomas Lux and Michele Marchesi

437: Volatility Clustering in Financial Markets: A Micro-Simulation of Interacting Agents

Thomas Lux and Michele Marchesi

436: The Limiting Extremal Behaviour of Speculative Returns: An Analysis of Intra-Daily Data from the Frankfurt Stock Exchange

Thomas Lux

432: Updating Strategies Through Observed Play - Optimization Under Bounded Rationality

R. Cressman and Karl H. Schlag

431: Asian Exchange Rate Options under Stochastic Interest Rates: Pricing as a Sum of Delayed Payment Options

J.A. Nielsen and Klaus Sandmann

429: The Stochastic Finite Element Method and Application in Option Pricing

Stefan Look

428: Oekonomische Grundlagen der Ethik

Wilhelm Krelle

427: Sophisticated Imitation in Cyclic Games

Josef Hofbauer and Karl H. Schlag

426: An Options Pricing Experiment with Professional Traders

Klaus Abbink and Bettina Kuon

425: Ein Optionsbewertungsexperiment mit professionellen Tradern

Klaus Abbink and Bettina Kuon

423: Fictitious Play in Coordination Games

Aner Sela and Dorothea K. Herreiner

422: Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives

Antje Dudenhausen, Erik Schloegl and Lutz Schloegl

421: Features of Experimentally Observed Bounded Rationality

Reinhard Selten

419: Sources of Purchasing Power Disparities Between the G3-Economies

Axel A. Weber

418: Sources of Currency Crisis: An Empirical Analysis

Axel A. Weber

417: RatImage 3.30

Klaus Abbink and Abdolkarim Sadrieh

415: The Moonlighting Game - An Experimental Study on Reciprocity and Retribution

Klaus Abbink, Bernd Irlenbusch and Elke Renner

414: How to deal with unobservable variables in economics

Wilhelm Krelle

410: Loss of Commitment? An Evolutionary Analysis of Bagwell's Example

Karl H. Schlag and Jörg Oechsler

409: Perfect Recall

Klaus Ritzberger

408: An Experimental Study of Adaptive Behavior in an Oligopolistic Market Game

Rosemarie Chariklia Nagel and Nicolaas J. Vriend

407: Stock Evolution under Stochastic Volatility: A Discrete Approach

Dietmar P.J. Leisen

406: A Simple Regime-Switching Model for Stochastic Volatilities

Norbert Christopeit and Axel Cron

405: Bounds on European Option Prices under Stochastic Volatility

Rüdiger Frey and Carlos A. Sin

404: Die Wirkung direkter Auslandsinvestitionen auf Einkommen und Beschäftigung im In- und Ausland

Wilhelm Krelle

402: Break-offs in Bargaining, Evidence from a Video Experiment

Heike Hennig-Schmidt

401: Derivative Asset Analysis in Models with Level-Dependent and Stochastic Volatility

Rüdiger Frey

400: A Non-normative Theory of Inflation and Central Bank Independence

Berthold Herrendorf and Manfred J. M. Neumann