SFB 649 Discussion Papers

From Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
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2012-026: Explaining regional unemployment differences in Germany: A spatial panel data analysis

Franziska Lottmann

2012-025: Is socially responsible investing just screening? Evidence from mutual funds

Markus Hirschberger, Ralph E. Steuer, Sebastian Utz and Maximilian Wimmer

2012-024: Bye bye, GI: The impact of the US military drawdown on local German labor markets

Jan Peter aus dem Moore and Alexandra Spitz-Oener

2012-023: Hidden liquidity: Determinants and impact

Gökhan Cebiroğlu and Ulrich Horst

2012-022: Assessing the anchoring of inflation expectations

Till Strohsal and Lars Winkelmann

2012-021: A strategy perspective on the performance relevance of the CFO

Andreas Venus and Andreas Engelen

2012-020: A slab in the face: Building quality and neighborhood effects

Rainer Schulz and Martin Wersing

2012-019: Why do firms engage in selective hedging?

Tim R. Adam, Chitru S. Fernando and Jesus M. Salas

2012-018: Managerial overconfidence and corporate risk management

Tim R. Adam, Chitru S. Fernando and Evgenia Golubeva

2012-017: Option calibration of exponential Lévy models: Implementation and empirical results

Jakob Söhl and Mathias Trabs

2012-016: Nonparametric adaptive estimation of linear functionals for low frequency observed Lévy processes

Johanna Kappus

2012-015: Existence and uniqueness of perturbation solutions to DSGE models

Hong Lan and Alexander Meyer-Gohde

2012-014: On the dark side of the market: Identifying and analyzing hidden order placements

Nikolaus Hautsch and Ruihong Huang

2012-013: The polarization of employment in German local labor markets

Charlotte Senftleben and Hanna Wielandt

2012-012: Confidence sets in nonparametric calibration of exponential Lévy models

Jakob Söhl

2012-011: Intended and unintended consequences of mandatory IFRS adoption: A review of extant evidence and suggestions for future research

Ulf Brüggemann, Jörg-Markus Hitz and Thorsten Sellhorn

2012-010: Fair value reclassifications of financial assets during the financial crisis

Jannis Bischof, Ulf Brüggemann and Holger Daske

2012-009: Comparability effects of mandatory IFRS adoption

Stefano Cascino and Joachim Gassen

2012-008: Does Basel II pillar 3 risk exposure data help to identify risky banks?

Ralf Sabiwalsky

2012-007: Total work and gender: Facts and possible explanations

Michael Burda, Daniel Hamermesh and Philippe Weil

2012-006: Quantile regression in risk calibration

Shih-Kang Chao, Wolfgang Härdle and Weining Wang

2012-005: Implementing quotas in university admissions: An experimental analysis

Sebastian Braun, Nadja Dwenger, Dorothea Kübler and Alexander Westkamp

2012-004: Computational Statistics (Journal)

Wolfgang Härdle, Yuichi Mori and Jürgen Symanzik

2012-003: A Donsker theorem for Lévy measures

Richard Nickl and Markus Reiss

2012-002: Dynamic activity analysis model based win-win development forecasting under the environmental regulation in China

Shiyi Chen and Wolfgang Härdle

2012-001: HMM in dynamic HAC models

Wolfgang Härdle, Ostap Okhrin and Weining Wang

2011-087: Solving DSGE models with a nonlinear moving average

Hong Lan and Alexander Meyer-Gohde

2011-086: Spectral estimation of covolatility from noisy observations using local weights

Markus Bibinger and Markus Reiss

2011-085: Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns

Alena Myšičková, Song Song, Piotr Majer, Peter N. C. Mohr, Hauke Heekeren and Wolfgang Härdle

2011-084: Competition and regulation in a differentiated good market

Raffaele Fiocco

2011-083: Equilibrium pricing in incomplete markets under translation invariant preferences

Patrick Cheridito, Ulrich Horst, Michael Kupper and Traian A. Pirvu

2011-082: Continuous equilibrium under base preferences and attainable initial endowments

Ulrich Horst, Michael Kupper, Andrea Macrina and Christoph Mainberger

2011-081: Parametric estimation: Finite sample theory

Vladimir Spokoiny

2011-080: Sparse non Gaussian component analysis by semidefinite programming

Elmar Diederichs, Anatoli Juditsky, Arkadi Nemirovski and Vladimir Spokoiny

2011-079: Martingale approach in pricing and hedging European options under regime-switching

Grigori N. Milstein and Vladimir Spokoiny

2011-078: Spatially adaptive density estimation by localised Haar projections

Florian Gach, Richard Nickl and Vladimir Spokoiny

2011-077: Increasing weather risk: Fact of fiction?

Weining Wang, Ihtiyor Bobojonov, Wolfgang Härdle and Martin Odening

2011-076: Nonparametric nonstationary regression with many covariates

Melanie Schienle

2011-075: Changes in occupational demand structure and their impact on individual wages

Alexandra Fedorets

2011-074: Time-varying occupational contents: An additional link between occupational task profiles and individual wages

Alexandra Fedorets

2011-073: Calibration of self-decomposable Lévy models

Mathias Trabs

2011-072: Financial network systemic risk contributions

Nikolaus Hautsch, Julia Schaumburg and Melanie Schienle

2011-071: Econometric analysis of volatile art markets

Fabian Y. R. P. Bocart and Christian Hafner

2011-070: The power of sunspots: An experimental analysis

Dietmar Fehr, Frank Heinemann and Aniol Llorente-Saguer

2011-069: The labor share: A review of theory and evidence

Dorothee Schneider

2011-068: Bargaining, openness and the labor share

Dorothee Schneider

2011-067: Minimal supersolutions of BSDEs with lower semicontinuous generations

Gregor Heyne, Michael Kupper and Christoph Mainberger

2011-066: Monitoring, information technology and the labor share

Dorothee Schneider

2011-065: Linking corporate reputation and shareholder value using the publication of reputation rankings

Sven Tischer and Lutz Hildebrandt

2011-064: Semiparametric estimation with generated covariates

Enno Mammen, Christoph Rothe and Melanie Schienle