UB Paderborn / Katalog / Suche / in CDI

Sortiert nach

Einfacher Volltextzugriff von (fast) überall

Installieren Sie die LibKey Nomad-Browsererweiterung und erhalten Sie von vielen Webseiten einfachen Zugriff auf lizenzierte Volltexte oder Open Access Publikationen. Mehr erfahren...

Higher order risk attitudes: new model insights and heterogeneity of preferences

Experimental economics : a journal of the Economic Science Association, 2023-03, Vol.26 (1), p.145-192

2023

Volltextzugriff (PDF)

Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation

Journal of empirical finance, 2016-09, Vol.38, p.221-235

2016

Volltextzugriff (PDF)

On the predictions of cumulative prospect theory for third and fourth order risk preferences

Theory and decision, 2023-08, Vol.95 (2), p.337-359

2023

Volltextzugriff (PDF)

Forecasting monetary policy rules in South Africa

International journal of forecasting, 2012-04, Vol.28 (2), p.446-455

2012

Volltextzugriff (PDF)

The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences

Journal of economic behavior & organization, 2024-08, Vol.224, p.749-770

2024

Volltextzugriff (PDF)

On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty

Economics letters, 2012-05, Vol.115 (2), p.244-248

2012

Volltextzugriff (PDF)

Real exchange rates and time-varying trade costs

Journal of international money and finance, 2011-10, Vol.30 (6), p.1157-1179

2011

Volltextzugriff (PDF)

A New Analysis of the Determinants of the Real Dollar-Sterling Exchange Rate: 1871-1994

Journal of money, credit and banking, 2006-12, Vol.38 (8), p.1971-1990

2006

Volltextzugriff (PDF)

On the contribution of the Markowitz model of utility to explain risky choice in experimental research

Journal of economic behavior & organization, 2021-02, Vol.182, p.527-543

2021

Volltextzugriff (PDF)

Forecast Evaluation of Nonlinear Models: The Case of Long-Span Real Exchange Rates

Journal of forecasting, 2012-11, Vol.31 (7), p.580-595

2012

Volltextzugriff (PDF)

Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun

The journal of real estate finance and economics, 2016-11, Vol.53 (4), p.419-449

2016

Volltextzugriff (PDF)

Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form

Studies in nonlinear dynamics and econometrics, 2010-05, Vol.14 (3)

2010

Volltextzugriff (PDF)

Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study

Studies in nonlinear dynamics and econometrics, 2013-05, Vol.17 (3), p.297-312

2013

Volltextzugriff (PDF)

The Bank of Korea's nonlinear monetary policy rule

Applied economics letters, 2012-08, Vol.19 (12), p.1193-1202

2012

Volltextzugriff (PDF)

Predicting real growth and the probability of recession in the Euro area using the yield spread

International journal of forecasting, 2005-04, Vol.21 (2), p.261-277

2005

Volltextzugriff (PDF)

Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market

Journal of money, credit and banking, 2018-08, Vol.50 (5), p.833-856

2018

Volltextzugriff (PDF)

House prices, (un)affordability and systemic risk

New Zealand economic papers, 2021-01, Vol.55 (1), p.105-123

2021

Volltextzugriff (PDF)

Nonlinear dynamics in economics and finance and unit root testing

The European journal of finance, 2013-07, Vol.19 (6), p.572-588

2013

Volltextzugriff (PDF)

The forward premium puzzle in the interwar period and deviations from covered interest parity

Economics letters, 2010-07, Vol.108 (1), p.55-57

2010

Volltextzugriff (PDF)

TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES

International economic review (Philadelphia), 2017-11, Vol.58 (4), p.1191-1226

2017

Volltextzugriff (PDF)

Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets

The journal of futures markets, 2011-02, Vol.31 (2), p.192-203

2011

Volltextzugriff (PDF)

Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment

Journal of applied econometrics (Chichester, England), 2006-07, Vol.21 (5), p.655-668

2006

Volltextzugriff (PDF)

Temporal aggregation of random walk processes and implications for economic analysis

Studies in nonlinear dynamics and econometrics, 2020-04, Vol.24 (2)

2020

Volltextzugriff (PDF)

Flexible distribution functions, higher-order preferences and optimal portfolio allocation

Quantitative finance, 2019-04, Vol.19 (4), p.699-703

2019

Volltextzugriff (PDF)

On the speed of adjustment in ESTAR models when allowance is made for bias in estimation

Economics letters, 2006-02, Vol.90 (2), p.272-277

2006

Volltextzugriff (PDF)

1 – 25 von 81

Menü

Weitere Dienste

Einstellungen

Higher order risk attitudes: new model insights and heterogeneity of preferences

Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation

On the predictions of cumulative prospect theory for third and fourth order risk preferences

Forecasting monetary policy rules in South Africa

The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences

On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty

Real exchange rates and time-varying trade costs

A New Analysis of the Determinants of the Real Dollar-Sterling Exchange Rate: 1871-1994

On the contribution of the Markowitz model of utility to explain risky choice in experimental research

Forecast Evaluation of Nonlinear Models: The Case of Long-Span Real Exchange Rates

Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun

Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form

Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study

The Bank of Korea's nonlinear monetary policy rule

Predicting real growth and the probability of recession in the Euro area using the yield spread

Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market

House prices, (un)affordability and systemic risk

Nonlinear dynamics in economics and finance and unit root testing

The forward premium puzzle in the interwar period and deviations from covered interest parity

TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES

Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets

Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment

Temporal aggregation of random walk processes and implications for economic analysis

Flexible distribution functions, higher-order preferences and optimal portfolio allocation

On the speed of adjustment in ESTAR models when allowance is made for bias in estimation

Suchergebnisse filtern