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SFB 649 Discussion Papers

From Humboldt University, Collaborative Research Center 649
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SFB649DP2005-051: Optimal Investments for Risk- and Ambiguity-Averse Preferences: A Duality Approach Downloads
Alexander Schied
SFB649DP2009-013: CDO Pricing with Copulae Downloads
Barbara Choros-Tomczyk, Wolfgang Härdle and Ostap Okhrin
SFB649DP2016-045: Information Acquisition and Liquidity Dry-Ups Downloads
Philipp Koenig and David Pothier
SFB649DP2010-010: On Securitization, Market Completion and Equilibrium Risk Transfer Downloads
Ulrich Horst, Traian A. Pirvu and Gonçalo Dos Reis
SFB649DP2005-010: Working with the XQC Downloads
Wolfgang Härdle and Heiko Lehmann
SFB649DP2006-048: The Anglo-German Industrial Productivity Paradox, 1895-1938: A Restatement and a Possible Resolution Downloads
Albrecht Ritschl
SFB649DP2006-086: Overreaction and Multiple Tail Dependence at the High-frequency Level — The Copula Rose Downloads
Wing Lon Ng
SFB649DP2006-072: Optimal Interest Rate Stabilization in a Basic Sticky-Price Model Downloads
Matthias Paustian and Christian Stoltenberg
SFB649DP2016-030: Do voluntary payments to advisors improve the quality of financial advice? An experimental sender-receiver game Downloads
Vera Angelova and Tobias Regner
SFB649DP2016-017: Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions Downloads
Helmut Lütkepohl, Anna Staszewska-Bystrova and Peter Winker
SFB649DP2016-028: Relative Performance of Liability Rules: Experimental Evidence Downloads
Vera Angelova, Giuseppe Attanasi and Yolande Hiriart
SFB649DP2008-066: The U.S. Business Cycle, 1867-1995: Dynamic Factor Analysis vs. Reconstructed National Accounts Downloads
Albrecht Ritschl, Samad Sarferaz and Martin Uebele
SFB649DP2005-049: Courtesy and Idleness: Gender Differences in Team Work and Team Competition Downloads
Radosveta Ivanova-Stenzel and Dorothea Kübler
SFB649DP2015-031: Simultaneous likelihood-based bootstrap confidence sets for a large number of models Downloads
Mayya Zhilova
SFB649DP2005-047: Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration Downloads
Lijian Yang, Byeong Park, Lan Xue and Wolfgang Härdle
SFB649DP2009-045: Quantifizierbarkeit von Risiken auf Finanzmärkten Downloads
Wolfgang Karl Härdle and Christian Friedrich Wolfgang Kirchner
SFB649DP2008-047: Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models Downloads
Nikolaus Hautsch and Vahidin Jeleskovic
SFB649DP2007-047: Risiken infolge von Technologie-Outsourcing? Downloads
Michael Stephan
SFB649DP2014-025: Is there a demand for multi-year crop insurance? Downloads
Maria Osipenko, Zhiwei Shen and Martin Odening
SFB649DP2016-055: Effect of Particulate Air Pollution on Coronary Heart Disease in China: Evidence from Threshold GAM and Bayesian Hierarchical Model Downloads
Xiaoyu Chen
SFB649DP2011-055: Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives Downloads
Wolfgang Härdle and Maria Osipenko
SFB649DP2006-035: Spectral calibration of exponential Lévy Models [2] Downloads
Denis Belomestny and Markus Reiss
SFB649DP2006-041: Forward and reverse representations for Markov chains Downloads
Grigori Milstein, John Schoenmakers and Vladimir Spokoiny
SFB649DP2011-022: Extreme value models in a conditional duration intensity framework Downloads
Rodrigo Herrera and Bernhard Schipp
SFB649DP2008-009: Recursive Portfolio Selection with Decision Trees Downloads
Anton Andriyashin, Wolfgang Härdle and Roman Timofeev
SFB649DP2009-012: On the Existence of the Moments of the Asymptotic Trace Statistic Downloads
Deniz Dilan Karaman Örsal and Bernd Droge
SFB649DP2010-017: The Impact of ICT Investments on the Relative Demand for High-, Medium-, and Low-Skilled Workers: Industry versus Country Analysis Downloads
Dorothee Schneider
SFB649DP2005-013: Nonparametric Productivity Analysis Downloads
Wolfgang Härdle and Seok-Oh Jeong
SFB649DP2011-024: Identifying the Effect of Temporal Work Flexibility on Parental Time with Children Downloads
Juliane Scheffel
SFB649DP2016-042: The Impact of a Negative Labor Demand Shock on Fertility - Evidence from the Fall of the Berlin Wall Downloads
Hannah Liepmann
SFB649DP2007-070: Telling the Truth May Not Pay Off: An Empirical Study of Centralised University Admissions in Germany Downloads
Sebastian Braun, Nadja Dwenger and Dorothea Kübler
SFB649DP2007-050: On the Utility of E-Learning in Statistics Downloads
Wolfgang Härdle, Sigbert Klinke and Uwe Ziegenhagen
SFB649DP2005-034: Skill mismatch in equilibrium unemployment Downloads
Ronald Bachmann
SFB649DP2008-070: A Brand Specific Investigation of International Cost Shock Threats on Price and Margin with a Manufacturer-Wholesaler-Retailer Model Downloads
Till Dannewald and Lutz Hildebrandt
SFB649DP2013-044: Assortative matching through signals Downloads
Friedrich Poeschel
SFB649DP2011-083: Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences Downloads
Patrick Cheridito, Ulrich Horst, Michael Kupper and Traian A. Pirvu
SFB649DP2016-046: Credit Rating Score Analysis Downloads
Wolfgang Härdle, Phoon Kok Fai and David Lee Kuo Chuen
SFB649DP2009-033: TFP Growth in Old and New Europe Downloads
Michael Burda and Battista Severgnini
SFB649DP2010-016: Honey, I’ll Be Working Late Tonight. The Effect of Individual Work Routines on Leisure Time Synchronization of Couples Downloads
Juliane Scheffel
SFB649DP2006-055: Reassessing Intergenerational Mobility in Germany and the United States: The Impact of Differences in Lifecycle Earnings Patterns Downloads
Thorsten Vogel
SFB649DP2015-033: Not Working at Work: Loafing, Unemployment and Labor Productivity Downloads
Michael Burda, Katie Genadek and Daniel Hamermesh
SFB649DP2008-043: Modeling Dependencies in Finance using Copulae Downloads
Wolfgang Härdle, Ostap Okhrin and Yarema Okhrin
SFB649DP2007-002: Robust Risk Management. Accounting for Nonstationarity and Heavy Tails Downloads
Ying Chen and Vladimir Spokoiny
SFB649DP2015-040: The Role of Shadow Banking in the Monetary Transmission Mechanism and the Business Cycle Downloads
Falk Mazelis
SFB649DP2005-042: Bank finance versus bond finance: what explains the differences between US and Europe? Downloads
Fiorella De Fiore and Harald Uhlig
SFB649DP2014-066: TENET: Tail-Event driven NETwork risk Downloads
Wolfgang Karl Härdle, Natalia Sirotko-Sibirskaya and Weining Wang
SFB649DP2014-059: Expectile Treatment Effects: An efficient alternative to compute the distribution of treatment effects Downloads
Stephan Stahlschmidt, Matthias Eckardt and Wolfgang Härdle
SFB649DP2015-032: Government Bond Liquidity and Sovereign-Bank Interlinkages Downloads
Sören Radde, Cristina Checherita-Westphal and Wei Cui
SFB649DP2005-053: Explicit characterization of the super-replication strategy in financial markets with partial transaction costs Downloads
Imen Bentahar and Bruno Bouchard
SFB649DP2005-056: Stock Markets and Business Cycle Comovement in Germany before World War I: Evidence from Spectral Analysis Downloads
Albrecht Ritschl and Martin Uebele
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