Showing 1 - 10 of 2,745
Regulatory Capital requirements for European banks have been put forward in the Basel II Capital Framework and subsequently in the Capital Requirements Directive (CRD) of the EU. We provide a detailed discussion of the capital requirements for private equity investments under the simple risk...
Persistent link: https://www.econbiz.de/10011091809
In this paper we model expenditure on housing for owners and renters by means of endogenous switching regression models using cross-section data. We explain the share of housing in total expenditure from family characteristics and total expenditure, where the latter is allowed to be endogenous....
Persistent link: https://www.econbiz.de/10011092250
In this paper we model expenditure on housing for owners and renters by means of endogenous switching regression models for panel data. We explain the share of housing in total expenditure from a household specific effect, family characteristics and total expenditure, where the latter is allowed...
Persistent link: https://www.econbiz.de/10011092382
The booming Dutch mortgage market and the development of a promising secondary mortgage market in the Netherlands stress the need for an accurate mortgage prepayment model that incorporates typical Dutch market and contract characteristics.One of those typical Dutch features prescribes that each...
Persistent link: https://www.econbiz.de/10011092410
Many economic phenomena require limited variable models for an appropriate treatment. In addition, panel data models allow the inclusion of unobserved individual-specific effects. These models are combined in this thesis. Distributional assumptions in the limited dependent variable models are...
Persistent link: https://www.econbiz.de/10011089733
Persistent link: https://www.econbiz.de/10006484524
In this paper we study the investment behavior of an insurance company consisting of policy and equity holders and issuing fair valued guaranteed contracts. Building up on the work of Briys and De Varenne (1997) and De Munnik and Schotman (1994) an intertemporal stochastic asset model and an...
Persistent link: https://www.econbiz.de/10012736438
Regulatory Capital requirements for European banks have been put forward in the Basel II Capital Framework and subsequently in the Capital Requirements Directive (CRD) of the EU. We provide a detailed discussion of the capital requirements for private equity investments under the simple risk...
Persistent link: https://www.econbiz.de/10012712736
In this paper we model expenditure on housing for owners and renters by means of endogenous switching regression models using cross-section data. We explain the share of housing in total expenditure from family characteristics and total expenditure, where the latter is allowed to be endogenous....
Persistent link: https://www.econbiz.de/10012788578
In this paper, we demonstrate that single-purpose multiple store shopping is not only driven by opportunistic, promotion-based motivations, but may also be part of a longer term shopping planning process based on stable store characteristics.Starting from a utility-maximizing shopping behavior...
Persistent link: https://www.econbiz.de/10011096208