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Transparency through financial claims with fingerprints: A free market mechanism for preventing mortgage securitization induced financial crises
Gründl, Helmut; Post, Thomas - 2009
participants at each stage of the securitization process to obtain easily full information about the underlying original risks and …
Persistent link: https://www.econbiz.de/10010265673
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State Price Densities implied from weather derivatives
Härdle, Wolfgang Karl; López-Cabrera, Brenda; Teng, … - 2013
the dynamics of the implied SPD's and related to weather data. …
Persistent link: https://www.econbiz.de/10010319199
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Irrational exuberance and herding in financial markets
Boortz, Christopher - 2016
learning and price dynamics. Without ambiguity, neither herding nor contrarianism is possible. If there is ambiguity and agents …
Persistent link: https://www.econbiz.de/10011531892
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Hidden liquidity: Determinants and impact
Cebiroğlu, Gökhan; Horst, Ulrich - 2012
We cross-sectionally analyze the presence of aggregated hidden depth and trade volume in the S&P 500 and identify its key determinants. We find that the spread is the main predictor for a stock's hidden dimension, both in terms of traded and posted liquidity. Our findings moreover suggest that...
Persistent link: https://www.econbiz.de/10010281537
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Measuring the impact of critical incidents on brand personality
Tischer, Sven - 2012
To evaluate how occurring critical incidents change customer perceptions of brand personality, this study measures the impact on the basis of an online experiment. For this purpose, 1,132 usable responses are gathered considering the smartphone brands of Apple and Nokia as well as different...
Persistent link: https://www.econbiz.de/10010318755
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The signal of volatility
Strohsal, Till; Weber, Enzo - 2012
inherently ambivalent, being considered as an indicator of either information flow or uncertainty.We discriminate between these … volatility. This exploits the revealed reaction of investors to gauge the degree of information and uncertainty ascribed to …
Persistent link: https://www.econbiz.de/10010318768
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The natural rate hypothesis and real determinacy
Meyer-Gohde, Alexander - 2008
The uniqueness of bounded local equilibria under interest rate rules is analyzed in a model with sticky information à … determinacy in the associated full-information, flex-price equivalent. The analysis follows from boundedness considerations on the …
Persistent link: https://www.econbiz.de/10010263742
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Assortative matching through signals
Poeschel, Friedrich - 2013
-crossing property and sorting condition coincide. As the information from signals allows agents to avoid all unnecessary search, this …
Persistent link: https://www.econbiz.de/10010331117
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A strategic mediator who is biased into the same direction as the expert can improve information transmission
Mechtenberg, Lydia; Münster, Johannes - 2011
information transmission is possible with unmediated communication. …
Persistent link: https://www.econbiz.de/10010281512
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Analysis of deviance in generalized partial linear models
Härdle, Wolfgang Karl; Huang, Li-shan - 2013
We develop analysis of deviance tools for generalized partial linear models based on local polynomial fitting. Assuming a canonical link, we propose expressions for both local and global analysis of deviance, which admit an additivity property that reduces to ANOVA decompositions in the Gaussian...
Persistent link: https://www.econbiz.de/10010318740