Search Results - subject:"Structural Approach"

Crecimiento, desigualdad y pobreza : estado de la cuestión

Macías Vázquez, Alfredo - In: Revista de economía institucional 16 (2014) 2, pp. 101-126

Persistent link: https://www.econbiz.de/10011527266

Econometrics of First Price Auctions: a Survey of the Theoretical and Applied Literature

Gabrielli, Florencia - In: Económica 60 (2014) January-December, pp. 77-118

provides an overview of the literature relevant to the econometrics of auctions from a structural approach perspective. The … structural approach is a framework to analyze auction data in which theory and econometrics are closely related. There are three …?. This survey shows how the structural approach literature has answered each question. …

Persistent link: https://www.econbiz.de/10011164214

Coopérer pour résister : interactions marchandes et réseaux multiniveaux dans un salon d'échanges de programmes de télévision en Europe Centrale et Orientale

Brailly, Julien - Université Paris-Dauphine (Paris IX) - 2014

Today television programs produced by a few American companies, the Majors, are among the most popular with viewers. This dissertation examines the process of cultural uniformisation that has driven this phenomenon by focusing on commercial interactions in the global distribution market for...

Persistent link: https://www.econbiz.de/10011246088

A SYSTEMIC AND STRUCTURAL APPROACH TO THE LEADERSHIP OF INDUSTRIAL ENTERPRISES

Shevchuk, O. - In: Economics of Development 69 (2014) 1, pp. 94-100

on the basis of the structural approach. An enterprise is offered to be considered as a system consisting of a set of … structures that interact in a certain way. The basic principles characterizing the systemic and structural approach as a concrete …

Persistent link: https://www.econbiz.de/10011271914

Close form pricing formulas for Coupon Cancellable CoCos

Corcuera, José Manuel; De Spiegeleer, Jan; Fajardo, José - In: Journal of Banking & Finance 42 (2014) C, pp. 339-351

Contingent Convertibles (“CoCos”) are contingent capital instruments which convert into shares, or have a principal write down, if a trigger event takes place. CoCos exhibit the undesirable so-called death-spiral effect: by actively hedging the equity risk, investors can (unintentionally)...

Persistent link: https://www.econbiz.de/10011065581

Bankcruptcy prediction model used in credit risk management

Rankov, Siniša; Kotlica, Slobodan - In: Megatrend revija 10 (2013) 4, pp. 37-58

Persistent link: https://www.econbiz.de/10010345422

Detecting Collusion on Highway Procurement

Gabrielli, Florencia M. - In: Económica 59 (2013) January-December, pp. 127-165

twofold. First, to provide a methodology to detect collusion using a structural approach, and second to apply the methodology …

Persistent link: https://www.econbiz.de/10010742043

THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS

HSIAO, CHENG - In: The Singapore Economic Review (SER) 57 (2012) 03, pp. 1250017-1

This paper warns the risks of uncritically adopting the mind set of statisticians in empirical analysis. The examples of vector autoregressions, forecast combinations and measurement of treatment effects are used to illustrate the fragility of statistical inference when sample observations are...

Persistent link: https://www.econbiz.de/10010578173

Credit risk modeling and valuation: An introduction

Giesecke, Kay - 2002

Credit risk refers to the risk of incurring losses due to unexpected changes in the credit quality of a counterparty or issuer. In this paper we give an introduction to the modeling of credit risks and the valuation of credit-risky securities. We consider individual as well as correlated credit...

Persistent link: https://www.econbiz.de/10010310593

Credit risk modeling and valuation: An introduction

Giesecke, Kay - Sonderforschungsbereich 373, Quantifikation und … - 2002

Persistent link: https://www.econbiz.de/10010956473