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SFB 649 Discussion Papers

From Humboldt University, Collaborative Research Center 649
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SFB649DP2007-048: Sensitivities for Bermudan Options by Regression Methods Downloads
Denis Belomestny, Grigori Milstein and John Schoenmakers
SFB649DP2014-025: Is there a demand for multi-year crop insurance? Downloads
Maria Osipenko, Zhiwei Shen and Martin Odening
SFB649DP2008-024: Skill Specific Unemployment with Imperfect Substitution of Skills Downloads
Runli Xie
SFB649DP2013-008: Forecasting systemic impact in financial networks Downloads
Nikolaus Hautsch, Julia Schaumburg and Melanie Schienle
SFB649DP2012-060: Modelling general dependence between commodity forward curves Downloads
Mikhail Zolotko and Ostap Okhrin
SFB649DP2011-058: Optimal liquidation in dark pools Downloads
Gökhan Cebiro˜glu and Ulrich Horst
SFB649DP2014-044: On the Timing of Climate Agreements Downloads
Robert Schmidt, Roland Strausz and Melanie
SFB649DP2010-030: Can the New Keynesian Phillips Curve Explain Inflation Gap Persistence? Downloads
Fang Yao
SFB649DP2006-086: Overreaction and Multiple Tail Dependence at the High-frequency Level — The Copula Rose Downloads
Wing Lon Ng
SFB649DP2010-034: Sociodemographic, Economic, and Psychological Drivers of the Demand for Life Insurance: Evidence from the German Retirement Income Act Downloads
Carolin Hecht and Katja Hanewald
SFB649DP2005-063: The Conglomerate Discount in Germany and the Relationship to Corporate Governance Downloads
Christian Weiner
SFB649DP2012-010: Fair Value Reclassifications of Financial Assets during the Financial Crisis Downloads
Jannis Bischof, Ulf Brüggemann and Holger Daske
SFB649DP2007-065: Integrating latent variables in discrete choice models – How higher-order values and attitudes determine consumer choice Downloads
Dirk Temme, Marcel Paulssen and Till Dannewald
SFB649DP2009-054: Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression Downloads
Pooyan Amir Ahmadi and Albrecht Ritschl
SFB649DP2006-083: Formative Measurement Models in Covariance Structure Analysis: Specification and Identification Downloads
Dirk Temme and Lutz Hildebrandt
SFB649DP2014-040: Localising Forward Intensities for Multiperiod Corporate Default Downloads
Dedy Prastyo and Wolfang Karl Härdle
SFB649DP2010-010: On Securitization, Market Completion and Equilibrium Risk Transfer Downloads
Ulrich Horst, Traian A. Pirvu and Gonçalo Dos Reis
SFB649DP2014-029: Information Risk, Market Stress and Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model Downloads
Christopher Boortz, Stephanie Kremer, Simon Jurkatis and Dieter Nautz
SFB649DP2007-013: Uncertain Paternity, Mating Market Failure, and the Institution of Marriage Downloads
Dirk Bethmann and Michael Kvasnicka
SFB649DP2010-023: The (In)stability of Money Demand in the Euro Area: Lessons from a Cross-Country Analysis Downloads
Dieter Nautz and Ulrike Rondorf
SFB649DP2015-011: Competitors In Merger Control: Shall They Be Merely Heard Or Also Listened To? Downloads
Thomas Giebe and Miyu Lee
SFB649DP2005-023: Towards a Monthly Business Cycle Chronology for the Euro Area Downloads
Emanuel Mönch and Harald Uhlig
SFB649DP2013-038: ECB monetary policy surprises: identification through cojumps in interest rates Downloads
Lars Winkelmann, Markus Bibinger and Tobias Linzert
SFB649DP2008-059: The Influence of the Business Cycle on Mortality Downloads
Wolfgang Reichmuth and Samad Sarferaz
SFB649DP2011-061: Forward-backward systems for expected utility maximization Downloads
Ulrich Horst, Ying Hu, Peter Imkeller and Anthony Reveillac
SFB649DP2008-054: The Natural Rate Hypothesis and Real Determinacy Downloads
Alexander Meyer-Gohde
SFB649DP2009-029: Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area Downloads
Ulrike Busch and Dieter Nautz
SFB649DP2008-032: Against All Odds? National Sentiment and Wagering on European Football Downloads
Sebastian Braun and Michael Kvasnicka
SFB649DP2006-027: Institutional Competition, Political Process and Holdup Downloads
Bruno Deffains and Dominique Demougin
SFB649DP2011-007: Mean-Variance Cointegration and the Expectations Hypothesis Downloads
Till Strohsal and Enzo Weber
SFB649DP2006-036: Spatial aggregation of local likelihood estimates with applications to classification Downloads
Denis Belomestny and Vladimir Spokoiny
SFB649DP2006-021: Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions Downloads
Ralf Brüggemann
SFB649DP2014-004: Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey Downloads
Helmut Lütkepohl
SFB649DP2009-019: A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics Downloads
Ji Cao, Wolfgang Härdle and Julius Mungo
SFB649DP2008-066: The U.S. Business Cycle, 1867-1995: Dynamic Factor Analysis vs. Reconstructed National Accounts Downloads
Albrecht Ritschl, Samad Sarferaz and Martin Uebele
SFB649DP2014-020: Modelling spatiotemporal variability of temperature Downloads
Xiaofeng Cao, Ostap Okhrin, Martin Odening and Matthias Ritter
SFB649DP2011-010: Unwillingness to Pay for Privacy: A Field Experiment Downloads
Alastair R. Beresford, Dorothea Kübler and Sören Preibusch
SFB649DP2010-053: Systemic Weather Risk and Crop Insurance: The Case of China Downloads
Wei Xu, Ostap Okhrin, Martin Odening and Ji Cao
SFB649DP2010-004: Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model Downloads
Nikolaus Hautsch and Fuyu Yang
SFB649DP2015-017: Loss Potential and Disclosures Related to Credit Derivatives – A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation Downloads
Dominika Paula Gałkiewicz
SFB649DP2016-020: Academic Ranking Scales in Economics: Prediction and Imputation Downloads
Alona Zharova, Andrija Mihoci and Wolfgang Härdle
SFB649DP2011-056: Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data Downloads
Nikolaus Hautsch and Ruihong Huang
SFB649DP2005-036: Getting Used to Risks: Reference Dependence and Risk Inclusion Downloads
Astrid Matthey
SFB649DP2010-059: Nonparametric Regression with Nonparametrically Generated Covariates Downloads
Enno Mammen, Christoph Rothe and Melanie Schienle
SFB649DP2011-071: Econometric analysis of volatile art markets Downloads
Fabian Y. R. P. Bocart and Christian Hafner
SFB649DP2014-021: Do Maternal Health Problems Influence Child's Worrying Status? Evidence from British Cohort Study Downloads
Xianhua Dai, Wolfgang Karl Härdle and Keming Yu
SFB649DP2013-001: Functional Data Analysis of Generalized Quantile Regressions Downloads
Mengmeng Guo, Lhan Zhou, Jianhua Z. Huang and Wolfgang Karl Härdle
SFB649DP2009-052: On economic evaluation of directional forecasts Downloads
Oliver Blaskowitz and Helmut Herwartz
SFB649DP2006-034: Spectral calibration of exponential Lévy Models [1] Downloads
Denis Belomestny and Markus Reiss
SFB649DP2016-018: Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions Downloads
Wolfgang Härdle, Chen Huang and Shih-Kang Chao
Page updated 2016-09-30
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