Search Results - isPartOf:"CFS Working Paper"

Corsi, Fulvio; Kretschmer, Uta; Mittnik, Stefan; … - Center for Financial Studies - 2005

between the financial community and academia. The CFS Working Paper Series presents the result of scientific research on …-mail: pigorsch@stat.uni-muenchen.de. CFS Working Paper No. 2005/33 The Volatility of Realized Volatility* Fulvio Corsi 1 , Uta …

Persistent link: https://www.econbiz.de/10005138845

Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence

Campbell, Sean D.; Diebold, Francis X. - Center for Financial Studies - 2005

, it provides a strong link between the financial community and academia. The CFS Working Paper Series presents the result … Pennsylvania and NBER CFS Working Paper No. 2005/22 Stock Returns and Expected Business Conditions: Half a Century of Direct … conventional level. See text for details. CFS Working Paper Series: No. Author(s) Title 2005/13 Keith Kuester …

Persistent link: https://www.econbiz.de/10005176432

Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design

Rustem, Berc; Wieland, Volker; Zakovic, Stan - Center for Financial Studies - 2005

, it provides a strong link between the financial community and academia. The CFS Working Paper Series presents the result … Prof. Volker Wieland, Ph.D. CFS Working Paper No. 2005/14 Stochastic Optimization and Worst-Case Analysis in … Management Science, Kluwer Academic Publishers, 2002. 25 CFS Working Paper Series: No. Author(s) Title 2005/05 Jan Pieter …

Persistent link: https://www.econbiz.de/10005176433

Trusting the Stock Market

Guiso, Luigi; Sapienza, Paola; Zingales, Luigi - Center for Financial Studies - 2005

community and academia. The CFS Working Paper Series presents the result of scientific research on selected top- ics in the …, University of Chicago & CEPR 2 Northwestern University, NBER, & CEPR 3 Harvard University, NBER, & CEPR CFS Working … Paper No. 2005/27 Trusting the Stock Market* Luigi Guiso 1 , Paola Sapienza 2 and Luigi Zingales 3 September …

Persistent link: https://www.econbiz.de/10005176434

Credit Market Competition and Capital Regulation

Allen, Franklin; Carletti, Elena; Marquez, Robert - Center for Financial Studies - 2005

Market discipline for financial institutions can be imposed not only from the liability side, as has often been stressed in the literature on the use of subordinated debt, but also from the asset side. This will be particularly true if good lending opportunities are in short supply, so that...

Persistent link: https://www.econbiz.de/10005176435

Pareto Improving Social Security Reform when Financial Markets are Incomplete!?

Krueger, Dirk; Kubler, Felix - Center for Financial Studies - 2005

strong link between the financial community and academia. The CFS Working Paper Series presents the result of scientific … of Mannheim CFS Working Paper No. 2005/12 Pareto Improving Social Security Reform when Financial Markets are …

Persistent link: https://www.econbiz.de/10005176438

ART Versus Reinsurance: The Disciplining Effect of Information Insensitivity

Brandts, Silke; Laux, Christian - Center for Financial Studies - 2005

We provide a novel benefit of "Alternative Risk Transfer" (ART) products with parametric or index triggers. When a reinsurer has private information about his client's risk, outside reinsurers will price their reinsurance offer less aggressively. Outsiders are subject to adverse selection as...

Persistent link: https://www.econbiz.de/10005176446

Intertemporal Choice and Consumption Mobility

Jappelli, Tullio; Pistaferri, Luigi - Center for Financial Studies - 2005

community and academia. The CFS Working Paper Series presents the result of scientific research on selected top- ics in the …@leland.stanford.edu CFS Working Paper No. 2005/28 Intertemporal Choice and Consumption Mobility* Tullio Jappelli 1 and Luigi Pistaferri 2 …

Persistent link: https://www.econbiz.de/10005176459

Equity Culture and the Distribution of Wealth

Bilias, Yannis; Georgarakos, Dimitris; Haliassos, Michael - Center for Financial Studies - 2005

between the financial community and academia. The CFS Working Paper Series presents the result of scientific research on … 2 Queen Mary, University of London 3 Goethe University Frankfurt, CFS, and MEA CFS Working Paper No. 2005 …

Persistent link: https://www.econbiz.de/10005176463

Market efficiency today

Pesaran, Mohammad Hashem - 2005

Persistent link: https://www.econbiz.de/10010298316