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Tail-dependence in stock-return pairs
Fortin, Ines; Kuzmics, Christoph - 2002
Persistent link: https://www.econbiz.de/10001736255
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Tail-dependence in stock-return pairs
Fortin, Ines; Kuzmics, Christoph - 2002
The empirical joint distribution of return-pairs on stock indices displays high tail-dependence in the lower tail and low tail-dependence in the upper tail. The presence of tail-dependence is not compatible with the assumption of (conditional) joint normality. The presence of asymmetric-tail...
Persistent link: https://www.econbiz.de/10009725481
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Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan; Paolella, Marc S. - 2003
The use of GARCH models with stable Paretian innovations in financial modeling has been recently suggested in the literature. This class of processes is attractive because it allows for conditional skewness and leptokurtosis of financial returns without ruling out normality. This contribution...
Persistent link: https://www.econbiz.de/10009765347
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Technology and production fragmentation : domestic versus foreign sourcing
Fort, Teresa C. - 2016
Persistent link: https://www.econbiz.de/10011539755
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What goes on under the hood? : how engineers innovate in the automotive supply chain
Helper, Susan; Kuan, Jennifer - 2016
Persistent link: https://www.econbiz.de/10011539778
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Unintended consequences of product liability : evidence from the pharmaceutical market
Helland, Eric; Lakdawalla, Darius; Malani, Anup; … - 2014
Persistent link: https://www.econbiz.de/10010339560
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Flexible prices and leverage
D'Acunto, Francesco; Liu, Ryan; Pflueger, Carolin E.; … - 2017
Persistent link: https://www.econbiz.de/10011613231
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Corporate bond guarantees and the value of financial flexibility
Altieri, Michela; Manconi, Alberto; Massa, Massimo - 2016
Persistent link: https://www.econbiz.de/10011668011
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Flexibility and competition in food manufacturing industries
Weiss, Christoph R. (contributor) - 1999 - [Elektronische Ressource]
This paper analyses the flexibility decision of firms. In particular we (a) ask whether the flexibility choice is … flexibility decisions (c) investigate the determinants of flexibility empirically for a panel of 4-digit U.S. manufacturing … industries and (d) specifically analyse the flexibility decision in the U.S. food manufacturing industries. The paper is …
Persistent link: https://www.econbiz.de/10001552949
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Estimating economies of scale and scope with flexible technology
Triebs, Thomas P.; Saal, David S.; Arocena, Pablo; … - 2012
Persistent link: https://www.econbiz.de/10009658052