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SFB 649 Discussion Papers

From Humboldt University, Collaborative Research Center 649
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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
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