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SFB 649 Discussion Papers

From Humboldt University, Collaborative Research Center 649
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SFB649DP2013-008: Forecasting systemic impact in financial networks Downloads
Nikolaus Hautsch, Julia Schaumburg and Melanie Schienle
SFB649DP2015-027: The Information Content of Monetary Statistics for the Great Recession: Evidence from Germany Downloads
Wenjuan Chen and Dieter Nautz
SFB649DP2008-015: Structural Constant Conditional Correlation Downloads
Enzo Weber
SFB649DP2010-058: Inflation, Price Dispersion and Market Integration through the Lens of a Monetary Search Model Downloads
Sascha S. Becker and Dieter Nautz
SFB649DP2007-025: Statistics of Risk Aversion Downloads
Enzo Giacomini and Wolfgang Härdle
SFB649DP2014-045: Optimal Sales Contracts with Withdrawal Rights Downloads
Daniel Krähmer, Roland Strausz and Melanie
SFB649DP2014-050: Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models Downloads
Thijs Benschopa and Brenda López Cabrera
SFB649DP2014-053: IMPROVED VOLATILITY ESTIMATION BASED ON LIMIT ORDER BOOKS Downloads
Markus Bibinger, Moritz Jirak and Markus Reiss
SFB649DP2007-048: Sensitivities for Bermudan Options by Regression Methods Downloads
Denis Belomestny, Grigori Milstein and John Schoenmakers
SFB649DP2016-020: Academic Ranking Scales in Economics: Prediction and Imputation Downloads
Alona Zharova, Andrija Mihoci and Wolfgang Härdle
SFB649DP2005-013: Nonparametric Productivity Analysis Downloads
Wolfgang Härdle and Seok-Oh Jeong
SFB649DP2014-022: Nonparametric Test for a Constant Beta over a Fixed Time Interval Downloads
Markus Reiß, Viktor Todorov and George Tauchen
SFB649DP2010-011: Illiquidity and Derivative Valuation Downloads
Ulrich Horst and Felix Naujokat
SFB649DP2010-020: Aggregate Hazard Function in Price-Setting: A Bayesian Analysis Using Macro Data Downloads
Fang Yao
SFB649DP2007-052: Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model Downloads
Nikolaus Hautsch
SFB649DP2012-027: Forecast based Pricing of Weather Derivatives Downloads
Wolfgang Karl Härdle, Brenda López-Cabrera and Matthias Ritter
SFB649DP2016-046: Credit Rating Score Analysis Downloads
Wolfgang Härdle, Phoon Kok Fai and David Lee Kuo Chuen
SFB649DP2010-057: Consumption Growth and Volatility with Consumption Externalities Downloads
Runli Xie
SFB649DP2007-007: Rules, Discretion or Reputation? Monetary Policies and the Efficiency of Financial Markets in Germany, 14th to 16th Centuries Downloads
Oliver Volckart
SFB649DP2010-013: The dynamics of hourly electricity prices Downloads
Wolfgang Karl Härdle and Stefan Trück
SFB649DP2011-019: What Drives the Relationship Between Inflation and Price Dispersion? Market Power vs. Price Rigidity Downloads
Sascha S. Becker
SFB649DP2008-068: Understanding West German Economic Growth in the 1950s Downloads
Barry Eichengreen and Albrecht Ritschl
SFB649DP2012-055: Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation Downloads
Raffaele Fiocco and Roland Strausz
SFB649DP2012-019: Why Do Firms Engage in Selective Hedging? Downloads
Tim R. Adam, Chitru S. Fernando and Jesus M. Salas
SFB649DP2008-062: Nonlinear Modeling of Target Leverage with Latent Determinant Variables – New Evidence on the Trade-off Theory Downloads
Ralf Sabiwalsky
SFB649DP2011-015: Short-Term Herding of Institutional Traders: New Evidence from the German Stock Market Downloads
Stephanie Kremer and Dieter Nautz
SFB649DP2006-062: On the Difficulty to Design Arabic E-learning System in Statistics Downloads
Taleb Ahmad, Wolfgang Härdle and Julius Mungo
SFB649DP2016-055: Effect of Particulate Air Pollution on Coronary Heart Disease in China: Evidence from Threshold GAM and Bayesian Hierarchical Model Downloads
Xiaoyu Chen
SFB649DP2010-021: Nonparametric Estimation of Risk-Neutral Densities Downloads
Maria Grith, Wolfgang Karl Härdle and Melanie Schienle
SFB649DP2006-025: Macroeconomic Regime Switches and Speculative Attacks Downloads
Bartosz Maćkowiak
SFB649DP2006-028: Technological Choice under Organizational Diseconomies of Scale Downloads
Dominique Demougin and Anja Schöttner
SFB649DP2007-047: Risiken infolge von Technologie-Outsourcing? Downloads
Michael Stephan
SFB649DP2008-004: Independent Component Analysis Via Copula Techniques Downloads
Ray-Bing Chen, Meihui Guo, Wolfgang Härdle and Shih-Feng Huang
SFB649DP2011-082: Continuous Equilibrium under Base Preferences and Attainable Initial Endowments Downloads
Ulrich Horst, Michael Kupper, Andrea Macrina and Christoph Mainberger
SFB649DP2007-001: Trade Liberalisation, Process and Product Innovation, and Relative Skill Demand Downloads
Sebastian Braun
SFB649DP2015-005: Distillation of News Flow into Analysis of Stock Reactions Downloads
Junni L. Zhang, Wolfgang K. Härdle, Cathy Y. Chen and Elisabeth Bommes
SFB649DP2007-028: Macroeconomic Policy in a Heterogeneous Monetary Union Downloads
Oliver Grimm and Stefan Ried
SFB649DP2010-001: Volatility Investing with Variance Swaps Downloads
Wolfgang Karl Härdle and Elena Silyakova
SFB649DP2008-031: Beyond the business cycle - factors driving aggregate mortality rates Downloads
Katja Hanewald
SFB649DP2012-046: We estimate linear functionals in the classical deconvolution problem by kernel estimators Downloads
Jakob Söhl and Mathias Trabs
SFB649DP2011-027: Estimation of the characteristics of a Lévy process observed at arbitrary frequency Downloads
Johanna Kappus and Markus Reiß
SFB649DP2010-041: Prognose mit nichtparametrischen Verfahren Downloads
Wolfgang Karl Härdle, Rainer Schulz and Weining Wang
SFB649DP2009-059: Der Einfluss von Exporten auf die betriebliche Entwicklung Downloads
Stefan Mangelsdorf
SFB649DP2011-061: Forward-backward systems for expected utility maximization Downloads
Ulrich Horst, Ying Hu, Peter Imkeller and Anthony Reveillac
SFB649DP2010-052: Central limit theorems for law-invariant coherent risk measures Downloads
Denis Belomestny and Volker Krätschmer
SFB649DP2005-002: Selecting Comparables for the Valuation of European Firms Downloads
Ingolf Dittmann and Christian Weiner
SFB649DP2016-057: Factorisable Multi-Task Quantile Regression Downloads
Shih-Kang Chao, Wolfgang Härdle and Ming Yuan
SFB649DP2014-046: Ex post information rents in sequential screening Downloads
Daniel Krähmer, Roland Strausz and Melanie
SFB649DP2005-011: FFT Based Option Pricing Downloads
Szymon Borak, Kai Detlefsen and Wolfgang Härdle
SFB649DP2011-009: Exclusion in the All-Pay Auction: An Experimental Investigation Downloads
Dietmar Fehr and Julia Schmid
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