Economics at your fingertips  

SFB 649 Discussion Papers

From Humboldt University, Collaborative Research Center 649
Contact information at EDIRC.

Series data maintained by RDC-Team ().

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.

SFB649DP2009-022: Individual Welfare Gains from Deferred Life-Annuities under Stochastic Lee-Carter Mortality Downloads
Thomas Post
SFB649DP2010-001: Volatility Investing with Variance Swaps Downloads
Wolfgang Karl Härdle and Elena Silyakova
SFB649DP2013-028: Analysis of Deviance in Generalized Partial Linear Models Downloads
Wolfgang Karl Härdle and Li-Shan Huang
SFB649DP2013-031: Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions Downloads
Helmut Lütkepohl, Anna Staszewska-Bystrova and Peter Winker
SFB649DP2006-003: On the Appropriateness of Inappropriate VaR Models Downloads
Wolfgang Härdle, Zdenek Hlavka and Gerhard Stahl
SFB649DP2007-032: Visualization of Competitive Market Structure by Means of Choice Data Downloads
Werner Kunz
SFB649DP2007-011: Media Coverage and Macroeconomic Information Processing Downloads
Alexandra Niessen
SFB649DP2006-075: Inhomogeneous Dependency Modelling with Time Varying Copulae Downloads
Enzo Giacomini, Wolfgang Härdle, Ekaterina Ignatieva and Vladimir Spokoiny
SFB649DP2015-048: CRIX or evaluating Blockchain based currencies Downloads
Simon Trimborn and Wolfgang Härdle
SFB649DP2015-007: Stochastic Population Analysis: A Functional Data Approach Downloads
Lei Fang and Wolfgang K. Härdle
SFB649DP2005-061: How much of the Macroeconomic Variation in Eastern Europe is Attributable to External Shocks? Downloads
Bartosz Maćkowiak
SFB649DP2012-035: Correlated Trades and Herd Behavior in the Stock Market Downloads
Simon Jurkatis, Stephanie Kremer and Dieter Nautz
SFB649DP2010-015: Estimation of the characteristics of a Lévy process observed at arbitrary frequency Downloads
Johanna Kappus and Markus Reiß
SFB649DP2014-040: Localising Forward Intensities for Multiperiod Corporate Default Downloads
Dedy Prastyo and Wolfang Karl Härdle
SFB649DP2014-011: Fiscal Devaluation in a Monetary Union Downloads
Philipp Engler, Giovanni Ganelli, Juha Tervala and Simon Voigts
SFB649DP2014-070: The Politics of Related Lending Downloads
Michael Halling, Pegaret Pichler and Alex Stomper
SFB649DP2016-008: Measuring the benefit from reducing income inequality in terms of GDP Downloads
Simon Voigts
SFB649DP2010-062: The Norges Bank’s key rate projections and the news element of monetary policy: a wavelet based jump detection approach Downloads
Lars Winkelmann
SFB649DP2009-050: Generalized single-index models: The EFM approach Downloads
Xia Cui, Wolfgang Karl Härdle and Lixing Zhu
SFB649DP2007-033: Does International Outsourcing Depress Union Wages? Downloads
Sebastian Braun and Juliane Scheffel
SFB649DP2009-061: Is cross-category brand loyalty determined by risk aversion? Downloads
Nadja Silberhorn and Lutz Hildebrandt
SFB649DP2006-072: Optimal Interest Rate Stabilization in a Basic Sticky-Price Model Downloads
Matthias Paustian and Christian Stoltenberg
SFB649DP2010-060: Communal Responsibility and the Coexistence of Money and Credit Under Anonymous Matching Downloads
Lars Boerner and Albrecht Ritschl
SFB649DP2006-045: Firm Specific Wage Spread in Germany - Decomposition of regional differences in inter firm wage dispersion Downloads
Bernd Görzig, Martin Gornig and Axel Werwatz
SFB649DP2012-044: Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes Downloads
Taras Bodnar and Nikolaus Hautsch
SFB649DP2005-025: Duality theory for optimal investments under model uncertainty Downloads
Alexander Schied and Ching-Tang Wu
SFB649DP2006-041: Forward and reverse representations for Markov chains Downloads
Grigori Milstein, John Schoenmakers and Vladimir Spokoiny
SFB649DP2012-014: On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements Downloads
Nikolaus Hautsch and Ruihong Huang
SFB649DP2014-019: Unemployment benefits extensions at the zero lower bound on nominal interest rate Downloads
Julien Albertini and Arthur Poirier
SFB649DP2011-069: The Labor Share: A Review of Theory and Evidence Downloads
Dorothee Schneider
SFB649DP2006-047: The Division of Ownership in New Ventures Downloads
Dominique Demougin and Oliver Fabel
SFB649DP2014-036: Portfolio Decisions and Brain Reactions via the CEAD method Downloads
Piotr Majer, Peter Mohr, Hauke Heekeren and Wolfgang Karl Härdle
SFB649DP2006-017: Estimation with the Nested Logit Model: Specifications and Software Particularities Downloads
Nadja Silberhorn, Yasemin Boztug and Lutz Hildebrandt
SFB649DP2010-009: Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory Downloads
Julia Schaumburg
SFB649DP2009-021: Spectral estimation of the fractional order of a Lévy process Downloads
Denis Belomestny
SFB649DP2006-009: Institutions, Bargaining Power and Labor Shares Downloads
Benjamin Bental and Dominique Demougin
SFB649DP2011-057: Optimal Display of Iceberg Orders Downloads
Gökhan Cebiroğlu and Ulrich Horst
SFB649DP2014-032: TEDAS - Tail Event Driven ASset Allocation Downloads
Wolfgang Karl Härdle, Sergey Nasekin, David Kuo Chuen Lee and Kok Fai Phoon
SFB649DP2006-026: External Shocks, U.S. Monetary Policy and Macroeconomic Fluctuations in Emerging Markets Downloads
Bartosz Maćkowiak
SFB649DP2014-047: Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds – What Can Regulators Learn from Each Other? Downloads
Dominika Paula Gałkiewicz and Melanie
SFB649DP2006-085: Relational Contracts and Inequity Aversion Downloads
Jenny Kragl and Julia Schmid
SFB649DP2011-051: A Network Model of Financial System Resilience Downloads
Kartik Anand, Prasanna Gai, Sujit Kapadia, Simon Brennan and Matthew Willison
SFB649DP2012-042: Generated Covariates in Nonparametric Estimation: A Short Review Downloads
Enno Mammen, Christoph Rothe and Melanie Schienle
SFB649DP2011-047: Bargaining and Collusion in a Regulatory Model Downloads
Raffaele Fiocco and Mario Gilli
SFB649DP2009-047: MM-Stat – MultiMedia-Statistik: Statistische Datenanalyse – webbasiert, interaktiv und multimedial Downloads
Sigbert Klinke, Dina Kuhlee, Christian Theel, Cornelia Wagner and Christian Westermeier
SFB649DP2010-013: The dynamics of hourly electricity prices Downloads
Wolfgang Karl Härdle and Stefan Trück
SFB649DP2005-064: Worldscope meets Compustat: A Comparison of Financial Databases Downloads
Christian Weiner and Niels Ulbricht
SFB649DP2011-052: Rollover risk, network structure and systemic financial crises Downloads
Kartik Anand, Prasanna Gai and Matteo Marsili
SFB649DP2006-079: Do Individuals Recognize Cascade Behavior of Others? - An Experimental Study - Downloads
Tim Grebe, Julia Schmid and Andreas Stiehler
SFB649DP2009-039: Regulation and Investment in Network Industries: Evidence from European Telecoms Downloads
Michal Grajek and Lars-Hendrik Röller
Page updated 2016-06-27
Sorted by number, 4d-year right