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SFB 649 Discussion Papers

From Humboldt University, Collaborative Research Center 649
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SFB649DP2008-019: The Accuracy of Long-term Real Estate Valuations Downloads
Rainer Schulz, Markus Staiber, Martin Wersing and Axel Werwatz
SFB649DP2011-017: The Law of Attraction: Bilateral Search and Horizontal Heterogeneity Downloads
Dirk Hofmann and Salmai Qari
SFB649DP2006-022: Barrier Option Hedging under Constraints: A Viscosity Approach Downloads
Imen Bentahar and Bruno Bouchard
SFB649DP2006-009: Institutions, Bargaining Power and Labor Shares Downloads
Benjamin Bental and Dominique Demougin
SFB649DP2011-044: Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models Downloads
Axel Groß-Klußmann and Nikolaus Hautsch
SFB649DP2008-013: House Prices and Replacement Cost: A Micro-Level Analysis Downloads
Rainer Schulz and Axel Werwatz
SFB649DP2008-003: The Bayesian Additive Classification Tree Applied to Credit Risk Modelling Downloads
Junni L. Zhang and Wolfgang Härdle
SFB649DP2005-063: The Conglomerate Discount in Germany and the Relationship to Corporate Governance Downloads
Christian Weiner
SFB649DP2011-047: Bargaining and Collusion in a Regulatory Model Downloads
Raffaele Fiocco and Mario Gilli
SFB649DP2011-082: Continuous Equilibrium under Base Preferences and Attainable Initial Endowments Downloads
Ulrich Horst, Michael Kupper, Andrea Macrina and Christoph Mainberger
SFB649DP2009-010: A Microeconomic Explanation of the EPK Paradox Downloads
Wolfgang Härdle, Volker Krätschmer and Rouslan Moro
SFB649DP2009-037: The Impact of the European Monetary Union on Inflation Persistence in the Euro Area Downloads
Barbara Meller and Dieter Nautz
SFB649DP2006-003: On the Appropriateness of Inappropriate VaR Models Downloads
Wolfgang Härdle, Zdenek Hlavka and Gerhard Stahl
SFB649DP2008-009: Recursive Portfolio Selection with Decision Trees Downloads
Anton Andriyashin, Wolfgang Härdle and Roman Timofeev
SFB649DP2011-028: Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise Downloads
Markus Reiß
SFB649DP2011-059: The Merit of High-Frequency Data in Portfolio Allocation Downloads
Nikolaus Hautsch, Lada M. Kyj and Peter Malec
SFB649DP2006-066: Pension Sytems and the Allocation of Macroeconomic Risk Downloads
Lans Bovenberg and Harald Uhlig
SFB649DP2010-009: Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory Downloads
Julia Schaumburg
SFB649DP2011-054: TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data Downloads
Ray-Bing Chen, Ying Chen and Wolfgang Härdle
SFB649DP2008-057: Measuring changes in preferences and perception due to the entry of a new brand with choice data Downloads
Lutz Hildebrandt and Lea Kalweit
SFB649DP2012-032: Copula Dynamics in CDOs Downloads
Barbara Choros-Tomczyk, Wolfgang Karl Härdle and Ludger Overbeck
SFB649DP2014-005: Functional stable limit theorems for efficient spectral covolatility estimators Downloads
Randolf Altmeyer and Markus Bibinger
SFB649DP2015-051: Frictions or deadlocks? Job polarization with search and matching frictions Downloads
Julien Albertini, Jean Olivier Hairault, François Langot and Thepthida Sopraseuth
SFB649DP2015-009: From Galloping Inflation to Price Stability in Steps: Israel 1985–2013 Downloads
Rafi Melnick and Till Strohsal
SFB649DP2010-025: Herding of Institutional Traders Downloads
Stephanie Kremer
SFB649DP2005-012: Common Functional Implied Volatility Analysis Downloads
Michal Benko and Wolfgang Härdle
SFB649DP2011-055: Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives Downloads
Wolfgang Härdle and Maria Osipenko
SFB649DP2011-084: Competition and regulation in a differentiated good market Downloads
Raffaele Fiocco
SFB649DP2008-011: Don’t aim too high: the potential costs of high aspirations Downloads
Astrid Matthey and Nadja Dwenger
SFB649DP2015-035: Price discovery in the markets for credit risk: A Markov switching approach Downloads
Thomas Dimpfl and Franziska J. Peter
SFB649DP2005-030: The Shannon Information of Filtrations and the Additional Logarithmic Utility of Insiders Downloads
Stefan Ankirchner, Steffen Dereich and Peter Imkeller
SFB649DP2009-054: Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression Downloads
Pooyan Amir Ahmadi and Albrecht Ritschl
SFB649DP2012-066: Implied Basket Correlation Dynamics Downloads
Wolfgang Karl Härdle and Elena Silyakova
SFB649DP2012-042: Generated Covariates in Nonparametric Estimation: A Short Review Downloads
Enno Mammen, Christoph Rothe and Melanie Schienle
SFB649DP2012-014: On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements Downloads
Nikolaus Hautsch and Ruihong Huang
SFB649DP2010-030: Can the New Keynesian Phillips Curve Explain Inflation Gap Persistence? Downloads
Fang Yao
SFB649DP2012-051: Using transfer entropy to measure information flows between financial markets Downloads
Thomas Dimpfl and Franziska J. Peter
SFB649DP2007-034: A Note on the Effect of Outsourcing on Union Wages Downloads
Sebastian Braun and Juliane Scheffel
SFB649DP2006-070: The Welfare Enhancing Effects of a Selfish Government in the Presence of Uninsurable, Idiosyncratic Risk Downloads
R. Braun and Harald Uhlig
SFB649DP2011-051: A Network Model of Financial System Resilience Downloads
Kartik Anand, Prasanna Gai, Sujit Kapadia, Simon Brennan and Matthew Willison
SFB649DP2012-048: Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics Downloads
Piotr Majer and Melanie Schienle
SFB649DP2011-034: An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory Downloads
Markus Bibinger
SFB649DP2007-015: Who Leads Financial Markets? Downloads
Enzo Weber
SFB649DP2008-073: Testing directional forecast value in the presence of serial correlation Downloads
Oliver Blaskowitz and Helmut Herwartz
SFB649DP2005-042: Bank finance versus bond finance: what explains the differences between US and Europe? Downloads
Fiorella De Fiore and Harald Uhlig
SFB649DP2012-067: Can the market forecast the weather better than meteorologists? Downloads
Matthias Ritter
SFB649DP2006-053: Governance: Who Controls Matters Downloads
Bruno Deffains and Dominique Demougin
SFB649DP2014-036: Portfolio Decisions and Brain Reactions via the CEAD method Downloads
Piotr Majer, Peter Mohr, Hauke Heekeren and Wolfgang Karl Härdle
SFB649DP2010-051: Executive Compensation Regulation and the Dynamics of the Pay-Performance Sensitivity Downloads
Ralf Sabiwalsky
SFB649DP2013-041: Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models Downloads
Shulin Zhang, Ostap Okhrin, Qian M. Zhou and Peter X.-K. Song
Page updated 2015-11-30
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