SFB 649 Discussion Papers

From Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
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2011-013: Spatial risk premium on weather derivatives and hedging weather exposure in electricity

Wolfgang Härdle and Maria Osipenko

2011-012: A strategic mediator who is biased into the same direction as the expert can improve information transmission

Lydia Mechtenberg and Johannes Münster

2011-011: Human capital formation on skill-specific labor markets

Runli Xie

2011-010: Unwillingness to pay for privacy: A field experiment

Alastair R. Beresford, Dorothea Kübler and Sören Preibusch

2011-009: Exclusion in the all-pay auction: An experimental investigation

Dietmar Fehr and Julia Schmid

2011-008: Monetary policy, trend inflation and inflation Persistence

Fang Yao

2011-007: Mean-variance cointegration and the expectations hypothesis

Till Strohsal and Enzo Weber

2011-006: Sticky information and determinacy

Alexander Meyer-Gohde

2011-005: Local quantile regression

Wolfgang Härdle, Vladimir Spokoiny and Weining Wang

2011-004: A confidence corridor for expectile functions

Esra Akdeniz Duran, Mengmeng Guo and Wolfgang Härdle

2011-003: Mean volatility regressions

Lu Lin, Feng Li, Lixing Zhu and Wolfgang Härdle

2011-002: A confidence corridor for sparse longitudinal data curves

Shuzhuan Zheng, Lijian Yang and Wolfgang Härdle

2011-001: Localising temperature risk

Wolfgang Härdle, Brenda López Cabrera, Ostap Okhrin and Weining Wang

2010-065: Neural Processing of Risk

Peter N. C. Mohr, Guido Biele and Hauke Heekeren

2010-064: Variability in brain activity as an individual difference measure in neuroscience?

Peter N. C. Mohr, Hauke Heekeren and Shu-Chen Li

2010-063: How the brain integrates costs and benefits during decision making

Ulrike Basten, Guido Biele, Hauke Heekeren and Christian J. Fiebach

2010-062: The Norges Bank's key rate projections and the news element of monetary policy: A wavelet based jump detection approach

Lars Winkelmann

2010-061: Every symmetric 3 x 3 global game of strategic complementarities is noise independent

Christian Basteck and Tijmen Daniëls

2010-060: Communal responsibility and the coexistence of money and credit under anonymous matching

Lars Boerner and Albrecht Ritschl

2010-059: Nonparametric regression with nonparametrically generated covariates

Enno Mammen, Christoph Rothe and Melanie Schienle

2010-058: Inflation, price dispersion and market integration through the lens of a monetary search model

Sascha S. Becker and Dieter Nautz

2010-057: Consumption growth and volatility with consumption externalities

Runli Xie

2010-056: Context effects as customer reaction on delisting of brands

Nicole Wiebach and Lutz Hildebrandt

2010-055: Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes

Nikolaus Hautsch, Peter Malec and Melanie Schienle

2010-054: Spatial dependencies in German matching functions

Franziska Schulze

2010-053: Systemic weather risk and crop insurance: The case of China

Wei Xu, Ostap Okhrin, Martin Odening and Ji Cao

2010-052: Central limit theorems for law-invariant coherent risk measures

Denis Belomestny and Volker Krätschmer

2010-051: Executive compensation regulation and the dynamics of the pay-performance sensitivity

Ralf Sabiwalsky

2010-050: Estimation of the signal subspace without estimation of the inverse covariance matrix

Vladimir Panov

2010-049: Models for heavy-tailed asset returns

Szymon Borak, Adam Misiorek and Rafał Weron

2010-048: Building loss models

Krzysztof Burnecki, Joanna Janczura and Rafał Weron

2010-047: FX smile in the Heston model

Agnieszka Janek, Tino Kluge, Rafał Weron and Uwe Wystup

2010-046: Mandatory IFRS adoption and accounting comparability

Stefano Cascino and Joachim Gassen

2010-045: Parametric estimation of risk neutral density functions

Maria Grith and Volker Krätschmer

2010-044: The high sensitivity of employment to agency costs: The relevance of wage rigidity

Atanas Hristov

2010-043: Meteorological forecasts and the pricing of weather derivatives

Matthias Ritter, Oliver Musshoff and Martin Odening

2010-042: Payroll taxes, social insurance and business cycles

Michael Burda and Mark Weder

2010-041: Prognose mit nichtparametrischen Verfahren

Wolfgang Härdle, Rainer Schulz and Weining Wang

2010-040: Stochastic mortality, subjective survival expectations, and individual saving behavior

Thomas Post and Katja Hanewald

2010-039: High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model

Song Song, Wolfgang Härdle and Ya'acov Ritov

2010-038: Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence

Nikolaus Hautsch and Mark Podolskij

2010-037: Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling

Alexander L. Baranovski

2010-036: Why do financial market experts misperceive future monetary policy decisions?

Sandra Schmidt and Dieter Nautz

2010-035: Efficiency and equilibria in games of optimal derivative design

Ulrich Horst and Santiago Moreno-Bromberg

2010-034: Sociodemographic, economic, and psychological drivers of the demand for life insurance: Evidence from the German Retirement Income Act

Carolin Hecht and Katja Hanewald

2010-033: Sensitivity of risk measures with respect to the normal approximation of total claim distributions

Volker Krätschmer and Henryk Zähle

2010-032: Learning machines supporting bankruptcy prediction

Wolfgang Härdle, Rouslan A. Moro and Linda Hoffmann

2010-031: Modeling asset prices

James E. Gentle and Wolfgang Härdle

2010-030: Can the New Keynesian Phillips Curve explain inflation gap persistence?

Fang Yao

2010-029: Adaptive interest rate modelling

Mengmeng Guo and Wolfgang Härdle