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Geographic dependence and diversification in house price returns : the role of leverage

Heinen, Andréas; Kim, Mi Lim; Hamadi, Malika - In: Journal of financial econometrics 22 (2024) 1, pp. 297-334

Persistent link: https://www.econbiz.de/10014526319

Identification of causal mechanisms from randomized experiments : a framework for endogenous mediation analysis

Peng, Jing - In: Information systems research : ISR 34 (2023) 1, pp. 67-84

Persistent link: https://www.econbiz.de/10014323359

Downside risk and portfolio optimization of energy stocks : a study on the extreme value theory and the vine copula approach

Karmakar, Madhusudan; Paul, Samit - In: The energy journal 44 (2023) 2, pp. 139-179

Persistent link: https://www.econbiz.de/10014249083

Pricing marriage insurance with mortality dependence

Dębicka, Joanna; Heilpern, Stanisław; Marciniuk, Agnieszka - In: Central European journal of economic modelling and … 15 (2023) 1, pp. 31-64

Persistent link: https://www.econbiz.de/10014250814

Conditions for extrapolating differences in consumption to differences in welfare

Zhao, Wei; Kaplan, David M. - 2023

Persistent link: https://www.econbiz.de/10014313165

Threshold endogeneity in threshold VARs : an application to monetary state dependence

Christopulos, Dēmētrēs K.; McAdam, Peter; Tzavalis, Elias - 2023

Persistent link: https://www.econbiz.de/10014317517

Measuring non-exchangeable tail dependence using tail copulas

Koike, Takaaki; Kato, Shogo; Hofert, Marius - In: ASTIN bulletin : the journal of the International … 53 (2023) 2, pp. 466-487

Persistent link: https://www.econbiz.de/10014320337

On joint marginal expected shortfall and associated contribution risk measures

Pu, Tong; Zhang, Yifei; Zhang, Yiying - In: Quantitative finance 24 (2024) 7, pp. 889-908

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Basis risk and the demand for catastrophic rainfall insurance

Negi, Digvijay S.; Ramaswami, Bharat - In: Q open : a journal of agricultural, climate, … 4 (2024) 1, pp. 1-24

Rainfall is an important source of covariate shock in developing countries. Insurance against a rainfall index has, therefore, held much promise as a formal insurance product to protect the livelihoods of poor farmers. But how good is rainfall as a measure of covariate shocks? The imperfect...

Persistent link: https://www.econbiz.de/10015053889

Spatial copula-based modeling of claim frequency and claim size in third-party car insurance : a Poisson-mixed approach for predictive analysis

Tadayon, Vahid; Ghanbarzadeh, Mitra - In: Insurance : mathematics and economics 119 (2024), pp. 119-129

Persistent link: https://www.econbiz.de/10015067215