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Beyond reward expectancy : how do periodic incentive payments influence the temporal dynamics of performance?

Frankort, Hans T. W.; Avgoustaki, Argyro - In: Journal of management 48 (2022) 7, pp. 2075-2107

Persistent link: https://www.econbiz.de/10013396176

Time-Series Variation in the Efficacy of Executive Risk-Taking Incentives : The Role of Uncertainty

Cadman, Brian D.; Campbell, John L.; Johnson, Ryan G. - 2021

providing stock options and severance pay. We demonstrate that the ability of these incentives to encourage risk-taking hinges … adjusting the level of option compensation. Overall, our results suggest that the effectiveness of incentives to take risk …Prior research establishes that boards of directors can encourage risk-averse managers to take risky actions by …

Persistent link: https://www.econbiz.de/10013244475

Wasserstein Index Generation Model : Automatic Generation of Time-series Index with Application to Economic Policy Uncertainty

Xie, Fangzhou - 2019

I propose a novel method, the Wasserstein Index Generation model (WIG), to generate a public sentiment index automatically. To test the model's eﬀectiveness, an application to generate Economic Policy Uncertainty (EPU) index is showcased

Persistent link: https://www.econbiz.de/10012858940

Risk measurement with spectral capital allocation

Overbeck, Ludger; Sokolova, Maria - In: Applied quantitative finance, (pp. 139-159). 2009

Persistent link: https://www.econbiz.de/10003746012

Risk measurement with spectral capital allocation

Overbeck, Ludger; Sokolova, M. - In: Applied quantitative finance, (pp. 93-111). 2017

Persistent link: https://www.econbiz.de/10011794955

Macro-financial linkages in the high-frequency domain : the effects of uncertainty on realized volatility

Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - 2019

This paper estimates a bivariate HEAVY system including daily and intra-daily volatility equations and its macro-augmented asymmetric power extension. It focuses on economic factors that exacerbate stock market volatility and represent major threats to financial stability. In particular, it...

Persistent link: https://www.econbiz.de/10012158736

Dependence structure between Bitcoin and economic policy uncertainty : evidence from time-frequency quantile-dependence methods

Nasreen, Samia; Tiwari, Aviral Kumar; Jiang, Zhuhua; … - In: International Journal of Financial Studies : open … 10 (2022) 3, pp. 1-14

In this study, the dependence between Bitcoin (BTC) and economic policy uncertainty (EPU) of USA and China is estimated by applying the latest methodology of quantile cross-spectral dependence. Daily data comprising a total of 1947 observations and covering the period of 1 October 2013 to 31...

Persistent link: https://www.econbiz.de/10013368334

Uncertain trends in economic policy uncertainty

Buliskeria, Nino; Baxa, Jaromir; Šestořád, Tomáš - 2024

The news-based Economic Policy Uncertainty indices (EPU) of Germany, France, and the United Kingdom display discernible trends that can be found neither in other European countries nor in other uncertainty indicators. Therefore, we replicate the EPU index of European countries and show that...

Persistent link: https://www.econbiz.de/10014451369

Leistungsanreize im öffentlichen Dienst : ein Rechtsvergleich zwischen der Schweiz und Deutschland unter Berüksichtigung ökonomischer Aspekte

Henneberger-Sudjana, Sarah - 2007 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003406479

Model-Free Approaches to Discern Non-Stationary Microstructure Noise and Time-Varying Liquidity in High-Frequency Data

Chen, Richard - 2017

hidden Ito semimartingales, and discuss how to measure liquidity risk using high frequency financial data. In particular, we …

Persistent link: https://www.econbiz.de/10012970519