Search Results - isPartOf:"SFB 649 Discussion Paper"

Consumption growth and volatility with consumption externalities

Xie, Runli - 2010 - This draft: November, 2010

Persistent link: https://www.econbiz.de/10009139518

Systemic weather risk and crop insurance : the case of China

Xu, Wei (contributor) - 2010

Persistent link: https://www.econbiz.de/10009139539

De copulis non estdisputandum Copulae: An Overview

Härdle, Wolfgang; Okhrin, Ostap - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009

SFB 649 Discussion Paper 2009-031 De copulis non est disputandum Copulae: An Overview …

Persistent link: https://www.econbiz.de/10005865416

Controllability andPersistence of MoneyMarket Rates along theYield Curve: Evidence fromthe Euro Area

Busch, Ulrike; Nautz, Dieter - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009

SFB 649 Discussion Paper 2009-029 Controllability and Persistence of Money Market Rates along …, Journal of Econometrics 91(2): 325{371. 17 SFB 649 Discussion Paper Series 2009 For a complete list of Discussion … research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economic Risk". SFB 649 Discussion …

Persistent link: https://www.econbiz.de/10005865428

Stochastic Mortality,Macroeconomic Risks, andLife Insurer Solvency

Hanewald, Katja; Post, Thomas; Gründl, Helmut - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009

SFB 649 Discussion Paper 2009-015 Stochastic Mortality, Macroeconomic Risks, and Life … aggregate mortality rates, SFB 649 Discussion Paper 2008-031, Humboldt-Universität zu Berlin. Hanewald, K. (2009), Lee …-Carter and the macroeconomy, SFB 649 Discussion Paper 2009-008, Humboldt-Universität zu Berlin. Härdle, W. K., and Myšičková, A …

Persistent link: https://www.econbiz.de/10005865446

CDO Pricing with Copulae

Choroś, Barbara; Härdle, Wolfgang; Okhrin, Ostap - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009

SFB 649 Discussion Paper 2009-013 CDO Pricing with Copulae Barbara Choroś* Wolfgang …). Credit Derivatives Pricing Models: Model, Pricing and Imple- mentation, John Wiley & Sons. 10 SFB 649 Discussion … Paper Series 2009 For a complete list of Discussion Papers published by the SFB 649, please visit http://sfb649.wiwi …

Persistent link: https://www.econbiz.de/10005865449

Combination ofmultivariate volatilityforecasts

Amendola, Alessandra; Storti, Giuseppe - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009

,1) models, Computational Statistics & Data Analysis, 51, 1803-1821. 14 SFB 649 Discussion Paper Series 2009 For a complete … Combination of multivariate volatility forecasts Alessandra Amendola* Giuseppe Storti* SFB 649 … Discussion Paper 2009-007 S FB 6 4 9 E C O N O M I C R I S K …

Persistent link: https://www.econbiz.de/10005865451

Unionisation Structures,Productivity, andFirm Performance

Braun, Sebastian - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009

SFB 649 Discussion Paper 2009-027 Unionisation Structures, Productivity, and Firm Performance …

Persistent link: https://www.econbiz.de/10008939776

Transparency through FinancialClaims with Fingerprints –A Free Market Mechanismfor Preventing MortgageSecuritization Induced FinancialCrises

Gründl, Helmut; Post, Thomas - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009

SFB 649 Discussion Paper 2009-018 Transparency through Financial Claims with Fingerprints …: Securitization with a Global Mortgage Data Center Borrowers with Mortgage Characteristics = L O1 L O2 = SFB 649 … Discussion Paper Series 2009 For a complete list of Discussion Papers published by the SFB 649, please visit http://sfb649 …

Persistent link: https://www.econbiz.de/10008939784

On the systemic nature of weather risk

Filler, Guenther; Odening, Martin; Okhrin, Ostap; Xu, Wei - 2009

Systemic weather risk is a major obstacle for the formation of private (non- subsidized) crop insurance. This paper explores the possibility of spatial diversification of insurance by estimating the joint occurrence of unfavorable weather conditions in different locations. For that purpose...

Persistent link: https://www.econbiz.de/10010263758