Anzeige der Dokumente 121-140 von 777

    • Survey_Monynihan_1975 

      Unbekannter Autor
      N/A
    • Survey_MN_1999 

      Unbekannter Autor
      In the present study, accordingly, we formulate, estimate, and simulate two variants of a model of the U.S. economy that is intended to have structural properties. The model is quite small-following in the line of work ...
    • Survey_MMO_2016 

      Unbekannter Autor
      We use the same data source for firm exports (described in Section 2) as Mayer, Melitz and Ottaviano (2014), extended to cover multiple years from 1995-2005. All firms operating in the French metropolitan territory must ...
    • Survey_MK_2017 

      Unbekannter Autor
      To analyze the change in behavior post- versus pre-streamlining, we obtained access to information on the retirement plan account balances and periodic contributions of all the (identitycensored) participants. Our ...
    • Survey_Mittnik_2013 

      Unbekannter Autor
      We simulate 10,000 samples of size 1, 000, making iid draws from the joint normal distribution N(0, R). Hence, dependence is fully described by conventional Pearson correlations, which were estimated from monthly returns ...
    • Survey_Mitchell_2007 

      Unbekannter Autor
      Data from Mitchell (2007) are used for M1 for over period 1950 to 1980, and for M2 over the period 1950 to 1971. Mitchell defines M1 as currency in circulation plus demand deposits (other than those of the central government). ...
    • Survey_LWW_2002 

      Unbekannter Autor
      While each of the four macroeconometric models has been fitted to U.S. data, the dynamic properties of these models exhibit marked differences that reflect ongoing theoretical and empirical controversies. In particular, ...
    • Survey_LW_2006 

      Unbekannter Autor
      We consider a firm in a risk-neutral economy with an investment opportunity to expand an existing business field. For example, the firm needs to make a further investment in one particular area to bring its existing products ...
    • Survey_LM_2006 

      Unbekannter Autor
      There are n identical, risk-averse individuals who maximize expected utility with respect to an increasing, concave utility function u (·). Each individual is endowed with initial wealth w0 and faces a loss of size Xi, i ...
    • Survey_LKP_2012 

      Unbekannter Autor
      A total of 66 undergraduate students (40 men, 26 women) from a university in The Netherlands, with an average age of 22.79 years, participated. Participants are informed that their reward depended on the final value of ...
    • Survey_LKLP_2 

      Unbekannter Autor
      Respondents considered a single stock, about which they had to make multiple decisions to hold or sell. The amounts and timing of losses varied across respondents. In our experiment, 111 students at a Dutch university (72 ...
    • Survey_Laux_2008 

      Unbekannter Autor
      In a setting similar to that analyzed by Breuer (2005), I show that a joint deductible is optimal if the risk management objective is to accommodate losses by holding costly equity. As a reference case I also analyze the ...
    • Survey_Laakso_1979 

      Unbekannter Autor
      N/A
    • Survey_Kyle_1985 

      Unbekannter Autor
      " In this section we motivate our equilibrium concept by discussing a simple model of one-shot trading. This model is not quite a game theoretic one because the market makers do not explicitly maximize any particular ...
    • Survey_KW_2019 

      Unbekannter Autor
      To investigate the wealth decumulation decision and to derive predictions about the design of phased withdrawal strategies, we conduct an online survey in cooperation with the newspaper Frankfurter Allgemeine Zeitung (FAZ). ...
    • Survey_KW_2009 

      Unbekannter Autor
      We construct a simple tool that allows us to portray the loss distribution of asset portfolios, and of any tranche that is derived from the same underlying portfolio. We apply a firm-value model to capture the occurrence ...
    • Survey_KW_2008 

      Unbekannter Autor
      We apply a firm-value model to capture the occurrence of obligor default. More precisely, we apply a structural one-factor correlated default model. The driving factor is a market factor, and company value is modeled as ...
    • Survey_KW_2006 

      Unbekannter Autor
      We apply a firm-value model to capture the occurrence of obligor default. More precisely, we apply a structural one-factor correlated default model. The driving factor is a market factor, and company value is modeled as ...
    • Survey_KW_2004 

      Unbekannter Autor
      The model economy that we study is a particular fully articulated “New Keynesian” framework, featuring monopolistic competition and nominal prices which are fixed for two periods. There is staggered pricing, with one-half ...
    • Survey_KU_2005 

      Unbekannter Autor
      We want to characterize long-term consumption insurance contracts that competitive profit-maximizing principals offer to agents that cannot commit to honor these contracts. After the realization of income yt,i, but before ...