SFB 649 Discussion Papers

From Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
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2006-028: Technological choice under organizational diseconomies of scale

Anja Schöttner and Bruno Deffains

2006-027: Institutional competition, political process and holdup

Bruno Deffains and Dominique M. Demougin

2006-026: External shocks, US monetary policy and macroeconomic fluctuations in merging markets

Bartosz Maćkowiak

2006-025: Macroeconomic regime switches and speculative attacks

Bartosz Maćkowiak

2006-024: E-learning statistics: A selective review

Wolfgang Härdle, Sigbert Klinke and Uwe Ziegenhagen

2006-023: How far are we from the slippery slope? The Laffer curve revisited

Mathias Trabandt and Harald Uhlig

2006-022: Barrier option hedging under constraints: A viscosity approach

Imen Bentahar and Bruno Bouchard

2006-021: Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions

Ralf Brüggemann

2006-020: Time dependent relative risk aversion

Enzo Giacomini, Michael Handel and Wolfgang Härdle

2006-019: Cheap talk in the classroom

Lydia Mechtenberg

2006-018: The Bologna Process: How student mobility affects multi-cultural skills and educational quality

Lydia Mechtenberg and Roland Strausz

2006-017: Estimation with the nested logit model: Specifications and software particularities

Nadja Silberhorn, Yasemin Boztug and Lutz Hildebrandt

2006-016: Fiscal policy effects in the European Union

Andreas Thams

2006-015: Graphical data representation in bankruptcy analysis

Wolfgang Härdle, Rouslan A. Moro and Dorothea Schäfer

2006-014: Core labour standards and FDI: Friends or foes? The case of child labour

Sebastian Braun

2006-013: Penalties and optimality in financial contracts: Taking stock

Michel Robe, Eva Maria Berger Steiger and Pierre-Armand Michel

2006-012: Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms

Carsten Trenkler

2006-011: VAR modeling for dynamic semiparametric factors of volatility strings

Ralf Brüggemann, Wolfgang Härdle, Julius Mungo and Carsten Trenkler

2006-010: Common functional principal components

Michal Benko, Wolfgang Härdle and Alois Kneip

2006-009: Institutions, bargaining power and labor shares

Benjamin Bental and Dominique M. Demougin

2006-008: Economic growth of agglomerations and geographic concentration of industries: Evidence for Germany

Kurt Geppert, Martin Gornig and Axel Werwatz

2006-007: Robust utility maximization in a stochastic factor model

Daniel Hernández-Hernández and Alexander Schied

2006-006: A combined approach for segment-specific analysis of market basket data

Yasemin Boztug and Thomas Reutterer

2006-005: British interest rate convergence between the US and Europe: A recursive cointegration analysis

Enzo Weber

2006-004: Regional labor markets, network externalities and migration: The case of German reunification

Harald Uhlig

2006-003: On the appropriateness of inappropriate VaR models

Wolfgang Härdle, Zdeněk Hlávka and Gerhard Stahl

2006-002: Calibration design of implied volatility surfaces

Kai Detlefsen and Wolfgang Härdle

2006-001: Calibration risk for exotic options

Kai Detlefsen and Wolfgang Härdle

2005-064: Worldscope meets Compustat: A comparison of financial databases

Niels Ulbricht and Christian Weiner

2005-063: The conglomerate discount in Germany and the relationship to corporate governance

Christian Weiner

2005-062: The impact of industry classification schemes on financial research

Christian Weiner

2005-061: How much of the macroeconomic variation in Eastern Europe is attributable to external shocks

Bartosz Maćkowiak

2005-060: Portfolio value at risk based on independent components analysis

Ying Chen, Wolfgang Härdle and Vladimir Spokoiny

2005-059: What does the Bank of Japan do to East Asia?

Bartosz Maćkowiak

2005-058: Integrable e-lements for statistics education

Wolfgang Härdle, Sigbert Klinke and Uwe Ziegenhagen

2005-057: An empirical test of theories of price valuation using a semiparametric approach, reference prices, and accounting for heterogeneity

Yasemin Boztug and Lutz Hildebrandt

2005-056: Stock markets and business cvycle comovement in Germany before World War I: Evidence from spectral analysis

Albrecht Ritschl and Martin Uebele

2005-055: Limited enforceable international loans, international risk sharing and trade

Almuth Scholl

2005-054: Aid effectiveness and limited enforceable conditionality

Almuth Scholl

2005-053: Explicit characterization of the super-replication strategy in financial markets with partial transaction costs

Imen Bentahar and Bruno Bouchard

2005-052: Relational contracts and job design

Anja Schöttner

2005-051: Optimal investments for risk- and ambiguity-averse preferences: A duality approach

Alexander Schied

2005-050: Do factor shares reflect technology?

Benjamin Bental and Dominique M. Demougin

2005-049: Courtesy and idleness: Gender differences in team work and team competition

Radosveta Ivanova-Stenzel and Dorothea Kübler

2005-048: Zeitarbeit in Deutschland: Trends und Perspektiven

Michael Burda and Michael Kvasnicka

2005-047: Estimation and testing for varying coefficients in additive models with marginal integration

Lijian Yang, Byeong U. Park, Lan Xue and Wolfgang Härdle

2005-046: Paternal uncertainty and the economics of mating, marriage, and parental investment in children

Dirk Bethmann and Michael Kvasnicka

2005-045: Labour market dynamics in Germany: Hirings, separations, and job-to-job transitions over the business cycle

Ronald Bachmann

2005-044: A software framework for data based analysis

Markus Krätzig

2005-043: On local times of ranked continuous semimartingales: Application to portfolio generating functions

Raouf Ghomrasni