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CoFE Discussion Paper
from Center of Finance and Econometrics, University of Konstanz EDIRC .
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03-07: The Taxation of Financial Capital under Asymmetric Information and the Tax-Competition Paradox
Wolfgang Eggert and Martin Kolmar 03-06: Double Taxation, Tax Credits and the Information Exchange Puzzle
Wolfgang Eggert 03-05: Multiplicative Background Risk
Günter Franke , Harris Schlesinger and Richard C. Stapleton 03-04: Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten
Winfried Pohlmeier and Sandra Lechner 03-03: A Dynamic Integer Count Data Model for Financial Transaction Prices
Winfried Pohlmeier and Roman Liesenfeld 03-02: Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors kernel dependent function, bandwidth selection
Yuanhua Feng 03-01: Some Criticism of the Tobin Tax
Markus Haberer 02-18: Modelling Different Volatility Components in High-Frequency Financial Returns
Yuanhua Feng 02-17: Shall We Tax the Risk Premium?
Dirk Schindler and Bodo Hilgers 02-16: Besteuerung des Nichts — Steuerarbitrage und das schwindende Aufkommen bei Kapitaleinkommensteuern
Dirk Schindler 02-15: ML-Estimation in the Location-Scale-Shape Model of the Generalized Logistic Distribution
Klaus Abberger 02-14: Exploring local dependence
Klaus Abberger 02-13: Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors
Jan Beran and Yuanhua Feng 02-12: Simultaneously Modelling Conditional Heteroskedasticity and Scale Change
Yuanhua Feng 02-11: Prediction of 0-1-events for short- and long-memory time series
Jan Beran 02-10: Pricing of cap-interest rates based on renewal processes
Jan Beran and Dirk Ocker 02-09: Smoothing ordered sparse contingency tables and the Chi-Squared test
Klaus Abberger 02-08: The impact of delivery risk on optimal production and futures hedging
Adam-Müller, Axel F. A. and Kit Pong Wong 02-07: Restricted Export Flexibility and Risk Management with Options and Futures
Adam-Müller, Axel F. A. and Kit Pong Wong 02-06: The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report
Nikolaus Hautsch and Dieter Hess 02-05: Modelling Intraday Trading Activity Using Box-Cox-ACD Models
Nikolaus Hautsch 02-04: An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series
Yuanhua Feng 02-03: Variable data driven bandwidth choice in nonparametric quantile regression
Klaus Abberger 02-02: Kernel smoothed prediction intervals for ARMA models
Klaus Abberger 02-01: Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors
Yuanhua Feng 01-12: Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results
Jan Beran and Yuanhua Feng 01-11: Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties
Jan Beran and Yuanhua Feng 01-10: Penalizing function based bandwidth choice in nonparametric quantile regression
Klaus Abberger 01-09: Ist eine duale Einkommensteuer einfacher und gerechter als eine umfassende Einkommensteuer?
Bernd Genser 01-08: Heterogeneity of Investors and Asset Pricing in a Risk-Value World
Günter Franke and Martin Weber 01-07: High order compact finite difference schemes for a nonlinear Black-Scholes equation
Bertram Düring , Michel Fournié and Ansgar Jüngel 01-06: What to Do if Dollar is Not a Dollar? The Impact of Inflation Risk on Production and Risk Management
Adam-Müller, Axel F. A. 01-05: Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities
Nikolaus Hautsch and Winfried Pohlmeier 01-04: Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on the Analysis of Innovation Decisions
Nikolaus Hautsch and Stefan Klotz 01-03: Accounting for Nonresponse Heterogeneity in Panel Data
Joachim Inkmann 01-02: Der "Bankenschlüssel": Zum eingeschränkten Vorsteuerabzug bei Finanzdienstleistungsunternehmen in Deutschland
Carsten Schmidt 01-01: Surprises in U.S. macroeconomic releases: Determinants of their relative impact on T-Bond futures
Dieter Hess 00-38: Die deutsche Einkommenssteuer als synthetisches Besteuerungssystem - Eine Fiktion?
Dirk Schindler 00-37: Modifying the double smoothing bandwidth selector in nonparametric regression
Jan Beran , Yuanhua Feng and Siegfried Heiler 00-36: Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background Risk
Guenter Franke , Richard C. Stapleton and Marti G. Subrahmanyam 00-35: Mean-Variance Efficiency and Intertemporal Pricefor Risk
Johannes Leitner 00-34: Utility Maximization and Duality
Johannes Leitner 00-33: Taxation of Investment and Finance in an International Setting: Implications for Tax Competition
Jack M. Mintz 00-32: Commodity Taxation and international Trade in Imperfect Markets
Andreas Haufler , Guttorm Schjelderup and Frank Staehler 00-31: Deutsche Finanzmarktregulierung nach dem Zweiten Weltkrieg zwischen Risikoschutz und Wettbewerbssicherung
Guenter Franke 00-30: Recent Advances in Backward Stochastics Ricatti Equations and Their Applications
Michael Kohlmann and Shanjian Tang 00-29: Multi-Dimensional Backward Stochastic Ricatti Equations, and Applications
Michael Kohlmann and Shanjian Tang 00-28: Einfache oekonomische Verfahren fuer die Kreditrisikomessung
Ulrich Kaiser and Andrea Szczesny 00-27: Do companies exploit accounting rules for broad stock opion plans?
Dieter Hess and Eric Lueders 00-26: Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean-Variance Hedging
Michael Kohlmann and Shanjian Tang
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