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Content
2022
- 1-12 The Real Estate Investment Market: The Current State and Why Advances Are Needed
In: Advanced REIT Portfolio Optimization
by W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani - 13-27 The Data
In: Advanced REIT Portfolio Optimization
by W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani - 29-48 Modern Portfolio Theory
In: Advanced REIT Portfolio Optimization
by W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani - 49-72 Historical Portfolio Optimization: Domestic REITs
In: Advanced REIT Portfolio Optimization
by W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani - 73-86 Diversification with International REITs
In: Advanced REIT Portfolio Optimization
by W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani - 87-92 Black–Litterman Optimization Results
In: Advanced REIT Portfolio Optimization
by W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani - 93-112 Dynamic Portfolio Optimization: Beyond MPT
In: Advanced REIT Portfolio Optimization
by W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani - 113-129 Backtesting
In: Advanced REIT Portfolio Optimization
by W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani - 131-136 Diversification with Real Estate Stocks
In: Advanced REIT Portfolio Optimization
by W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani - 137-179 Risk Information and Management
In: Advanced REIT Portfolio Optimization
by W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani - 181-196 Optimization with Performance-Attribution Constraints
In: Advanced REIT Portfolio Optimization
by W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani - 197-226 Option Pricing
In: Advanced REIT Portfolio Optimization
by W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani - 227-245 Inclusion of ESG Ratings in Optimization
In: Advanced REIT Portfolio Optimization
by W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani - 247-258 Inclusion of ESG Ratings in Option Pricing
In: Advanced REIT Portfolio Optimization
by W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani
2021
- 1-9 Introduction
In: Nonlinearities in Economics
by Giuseppe Orlando & Alexander N. Pisarchik & Ruedi Stoop - 3-34 Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series
In: Recent Econometric Techniques for Macroeconomic and Financial Data
by Gilles Dufrénot & Takashi Matsuki & Kimiko Sugimoto - 13-37 Dynamical Systems
In: Nonlinearities in Economics
by Giuseppe Orlando & Giovanni Taglialatela - 35-59 On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?
In: Recent Econometric Techniques for Macroeconomic and Financial Data
by Antonia López-Villavicencio & Valérie Mignon - 39-50 An Example of Nonlinear Dynamical System: The Logistic Map
In: Nonlinearities in Economics
by Giuseppe Orlando & Giovanni Taglialatela - 51-72 Bifurcations
In: Nonlinearities in Economics
by Giuseppe Orlando & Ruedi Stoop & Giovanni Taglialatela - 61-77 A State-Space Model to Estimate Potential Growth in the Industrialized Countries
In: Recent Econometric Techniques for Macroeconomic and Financial Data
by Thomas Brand & Gilles Dufrénot & Antoine Mayerowitz - 73-86 From Local Bifurcations to Global Dynamics: Hopf Systems from the Applied Perspective
In: Nonlinearities in Economics
by Hiroyuki Yoshida - 79-111 Detecting Tranquil and Bubble Periods in Housing Markets: A Review and Application of Statistical Methods
In: Recent Econometric Techniques for Macroeconomic and Financial Data
by Jun Nagayasu - 87-103 Chaos
In: Nonlinearities in Economics
by Giuseppe Orlando & Ruedi Stoop & Giovanni Taglialatela - 105-108 Embedding Dimension and Mutual Information
In: Nonlinearities in Economics
by Giuseppe Orlando & Ruedi Stoop & Giovanni Taglialatela - 111-121 Signal Processing
In: Nonlinearities in Economics
by Ruedi Stoop - 113-146 An Analysis of the Time-Varying Behavior of the Equilibrium Velocity of Money in the Euro Area
In: Recent Econometric Techniques for Macroeconomic and Financial Data
by Mariam Camarero & Juan Sapena & Cecilio Tamarit - 123-139 Applied Spectral Analysis
In: Nonlinearities in Economics
by Fabio Della Rossa & Julio Guerrero & Giuseppe Orlando & Giovanni Taglialatela - 141-150 Recurrence Quantification Analysis: Theory and Applications
In: Nonlinearities in Economics
by Giuseppe Orlando & Giovanna Zimatore & Alessandro Giuliani - 147-169 Revisiting Wealth Effects in France: A Double-Nonlinearity Approach
In: Recent Econometric Techniques for Macroeconomic and Financial Data
by Olivier Damette & Fredj Jawadi - 153-168 On Business Cycles and Growth
In: Nonlinearities in Economics
by Giuseppe Orlando & Mario Sportelli - 169-176 Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier
In: Nonlinearities in Economics
by Giuseppe Orlando - 177-189 The Harrod Model
In: Nonlinearities in Economics
by Giuseppe Orlando & Mario Sportelli & Fabio Della Rossa - 191-208 Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips
In: Nonlinearities in Economics
by Giuseppe Orlando & Mario Sportelli - 199-227 Commodity Prices in Empirical Research
In: Recent Econometric Techniques for Macroeconomic and Financial Data
by Jean-François Carpantier - 209-244 Stable Periodic Economic Cycles from Controlling
In: Nonlinearities in Economics
by Ruedi Stoop - 229-264 Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs
In: Recent Econometric Techniques for Macroeconomic and Financial Data
by Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt - 247-268 Kaldor–Kalecki New Model on Business Cycles
In: Nonlinearities in Economics
by Giuseppe Orlando - 265-291 Revisiting the Glick–Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries
In: Recent Econometric Techniques for Macroeconomic and Financial Data
by Yushi Yoshida & Weiyang Zhai - 269-282 Recurrence Quantification Analysis of Business Cycles
In: Nonlinearities in Economics
by Giuseppe Orlando & Giovanna Zimatore - 283-294 An Empirical Test of Harrod’s Model
In: Nonlinearities in Economics
by Giuseppe Orlando & Fabio Della Rossa - 293-302 Cycles and Long-Range Behaviour in the European Stock Markets
In: Recent Econometric Techniques for Macroeconomic and Financial Data
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza - 295-313 Testing a Goodwin’s Model with Capacity Utilization to the US Economy
In: Nonlinearities in Economics
by Ricardo Azevedo Araujo & Helmar Nunes Moreira - 303-314 A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets
In: Recent Econometric Techniques for Macroeconomic and Financial Data
by Stéphane Goutte & Benjamin Keddad - 315-335 Financial Stress, Regime Switching and Macrodynamics
In: Nonlinearities in Economics
by Pu Chen & Willi Semmler - 315-353 Typology of Nonlinear Time Series Models
In: Recent Econometric Techniques for Macroeconomic and Financial Data
by Aditi Chaubal - 355-387 Pareto Models for Risk Management
In: Recent Econometric Techniques for Macroeconomic and Financial Data
by Arthur Charpentier & Emmanuel Flachaire
2018
- 3-29 Uncertainty and Stationarity in Financial and Macroeconomic Time Series—Evidence from Fourier Approximated Structural Changes
In: Uncertainty, Expectations and Asset Price Dynamics
by William A. Barnett & Qing Han - 31-50 Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?
In: Uncertainty, Expectations and Asset Price Dynamics
by Marc Joëts & Valérie Mignon & Tovonony Razafindrabe - 53-79 Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence
In: Uncertainty, Expectations and Asset Price Dynamics
by Saskia ter Ellen & Willem F. C. Verschoor - 81-103 High Frequency Trading in the Equity Markets During US Treasury POMO
In: Uncertainty, Expectations and Asset Price Dynamics
by Cheng Gao & Bruce Mizrach - 107-123 Crude Oil and Biofuel Agricultural Commodity Prices
In: Uncertainty, Expectations and Asset Price Dynamics
by Semei Coronado & Omar Rojas & Rafael Romero-Meza & Apostolos Serletis & Leslie Verteramo Chiu - 125-146 Financial Integration and Business Cycle Synchronization in Sub-Saharan Africa
In: Uncertainty, Expectations and Asset Price Dynamics
by Julien Acalin & Bruno Cabrillac & Gilles Dufrénot & Luc Jacolin & Samuel Diop - 149-172 Informational Efficiency and Endogenous Rational Bubbles
In: Uncertainty, Expectations and Asset Price Dynamics
by George A. Waters - 173-192 Stock Market Bubble Migration: From Shanghai to Hong Kong
In: Uncertainty, Expectations and Asset Price Dynamics
by Eric Girardin & Roselyne Joyeux & Shuping Shi
2017
- 1-6 Inequality in Germany and the US: An Introductory Note
In: Inequality and Finance in Macrodynamics
by Bettina Bökemeier - 7-42 Assessing Public Spending Efficiency in 20 OECD Countries
In: Inequality and Finance in Macrodynamics
by António Afonso & Mina Kazemi - 43-74 Government Debt, Fiscal Rules and Singular Growth Dynamics
In: Inequality and Finance in Macrodynamics
by Paulo Brito - 75-95 Financial Liberalization, Inequality and Inclusion in Low-Income Countries
In: Inequality and Finance in Macrodynamics
by Davide Furceri & Jun Ge & Prakash Loungani - 97-119 On (Non-)Neutrality of Public Debt in Growing Economies
In: Inequality and Finance in Macrodynamics
by Alfred Greiner - 121-157 Financial Intermediation and Directed Technical Change
In: Inequality and Finance in Macrodynamics
by Elmar Hillebrand - 159-176 Sustainability of Public Debt in an AK Model with Complex Tax System
In: Inequality and Finance in Macrodynamics
by Atsumasa Kondo - 177-190 Demographic Change and the Rates of Return to Risky Capital and Safe Debt
In: Inequality and Finance in Macrodynamics
by Wolfgang Kuhle - 191-219 Financing Sustainable Growth Through Energy Exports and Implications for Human Capital Investment
In: Inequality and Finance in Macrodynamics
by Unurjargal Nyambuu - 221-242 Macroeconomic Risk, Fiscal Policy Rules and Aggregate Volatility in Asymmetric Currency Unions: A Behavioral Perspective
In: Inequality and Finance in Macrodynamics
by Christian R. Proaño & Benjamin Lojak - 243-270 Asset Accumulation with Heterogeneous Households: The Rise of Wealth Disparity
In: Inequality and Finance in Macrodynamics
by Willi Semmler & Damien Parker
2016
- 1-7 Introduction
In: Dynamic Perspectives on Managerial Decision Making
by Herbert Dawid & Karl F. Doerner & Gustav Feichtinger & Peter M. Kort & Andrea Seidl - 1-8 Introduction
In: Sustainable Asset Accumulation and Dynamic Portfolio Decisions
by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane - 9-17 Forecasting and Low Frequency Movements of Asset Returns
In: Sustainable Asset Accumulation and Dynamic Portfolio Decisions
by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane - 11-35 Dynamic Drug Policy: Optimally Varying the Mix of Treatment, Price-Raising Enforcement, and Primary Prevention Over Time
In: Dynamic Perspectives on Managerial Decision Making
by Jonathan P. Caulkins & Gernot Tragler - 19-51 Portfolio Modeling with Sustainability Constraints
In: Sustainable Asset Accumulation and Dynamic Portfolio Decisions
by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane - 37-61 Economics of Talent: Dynamics and Multiplicity of Equilibria
In: Dynamic Perspectives on Managerial Decision Making
by Yuri Yegorov & Franz Wirl & Dieter Grass & Andrea Seidl - 53-79 Dynamic Saving and Portfolio Decisions-Theory
In: Sustainable Asset Accumulation and Dynamic Portfolio Decisions
by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane - 63-76 Skiba Phenomena in Markov Perfect Equilibria of Asymmetric Differential Games
In: Dynamic Perspectives on Managerial Decision Making
by Herbert Dawid & Michel Y. Keoula & Peter M. Kort - 77-91 A Dynamic Advertising Game with Market Growth
In: Dynamic Perspectives on Managerial Decision Making
by Steffen Jørgensen & Simon Pierre Sigué - 81-96 Asset Accumulation with Estimated Low Frequency Movements of Asset Returns
In: Sustainable Asset Accumulation and Dynamic Portfolio Decisions
by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane - 93-107 Managerial Delegation in a Dynamic Renewable Resource Oligopoly
In: Dynamic Perspectives on Managerial Decision Making
by Luca Lambertini - 97-114 Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income
In: Sustainable Asset Accumulation and Dynamic Portfolio Decisions
by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane - 109-126 Optimal Growth with Polluting Waste and Recycling
In: Dynamic Perspectives on Managerial Decision Making
by Raouf Boucekkine & Fouad Ouardighi - 115-137 Continuous and Discrete Time Modeling
In: Sustainable Asset Accumulation and Dynamic Portfolio Decisions
by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane - 127-148 Handling the Complexity of Predator-Prey Systems: Managerial Decision Making in Urban Economic Development and Sustainable Harvesting
In: Dynamic Perspectives on Managerial Decision Making
by Birgit Bednar-Friedl & Doris A. Behrens & Dieter Grass & Olivia Koland & Ulrike Leopold-Wildburger - 139-177 Asset Accumulation and Portfolio Decisions Under Inflation Risk
In: Sustainable Asset Accumulation and Dynamic Portfolio Decisions
by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane - 149-166 On Optimal Harvesting in Age-Structured Populations
In: Dynamic Perspectives on Managerial Decision Making
by Anton O. Belyakov & Vladimir M. Veliov - 167-188 Maximizing Female Labor Force Participation in a Stationary Population
In: Dynamic Perspectives on Managerial Decision Making
by Elke Moser & Alexia Prskawetz & Gustav Feichtinger & Bilal Barakat - 179-180 Concluding Remarks
In: Sustainable Asset Accumulation and Dynamic Portfolio Decisions
by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane - 189-200 Multiplicity of Balanced Growth Paths in an Endogenous Growth Model with Elastic Labor Supply
In: Dynamic Perspectives on Managerial Decision Making
by Gerhard Sorger - 201-216 Fiscal and Monetary Policies in a Monetary Union: Conflict or Cooperation?
In: Dynamic Perspectives on Managerial Decision Making
by Dmitri Blueschke & Reinhard Neck - 217-231 On the Optimal Trade-Off Between Fire Power and Intelligence in a Lanchester Model
In: Dynamic Perspectives on Managerial Decision Making
by A. J. Novák & G. Feichtinger & G. Leitmann - 233-249 Drivers of the Change in Social Welfare in European Countries
In: Dynamic Perspectives on Managerial Decision Making
by Mikuláš Luptáčik & Eduard Nežinský & Martin Lábaj - 253-277 Organizational Nimbleness and Operational Policies: The Case of Optimal Control of Maintenance Under Uncertainty
In: Dynamic Perspectives on Managerial Decision Making
by Ali Dogramaci & Suresh Sethi - 279-300 Safety Stocks in Centralized and Decentralized Supply Chains Under Different Types of Random Yields
In: Dynamic Perspectives on Managerial Decision Making
by Karl Inderfurth - 301-311 Dynamic Pricing Under Economic Ordering and Strategic Customers with Forward Buying and Postponement
In: Dynamic Perspectives on Managerial Decision Making
by Stefan Minner - 313-332 The Effect of Remanufacturability of End-of-Use Returns on the Optimal Intertemporal Production Decisions of a Newsvendor
In: Dynamic Perspectives on Managerial Decision Making
by Marc Reimann - 333-348 Comparing Modeling Approaches for the Multi-Level Capacitated Lot-Sizing and Scheduling Problem
In: Dynamic Perspectives on Managerial Decision Making
by Christian Almeder - 349-377 Hybrid Metaheuristics for Project Scheduling and Staffing, Considering Project Interruptions and Labor Contracts
In: Dynamic Perspectives on Managerial Decision Making
by Thomas Felberbauer & Karl F. Doerner & Walter J. Gutjahr - 379-394 From Incomplete Information to Strict Rankings: Methods to Exploit Probabilistic Preference Information
In: Dynamic Perspectives on Managerial Decision Making
by Rudolf Vetschera - 395-411 The After-Effects of Fear-Inducing Public Service Announcements
In: Dynamic Perspectives on Managerial Decision Making
by Udo Wagner & Claus Ebster & Lisa Eberhardsteiner & Madeleine Prenner - 413-439 Decision Support for Strategic Disaster Management: First Release of a Wiki
In: Dynamic Perspectives on Managerial Decision Making
by Marion Rauner & Helmut Niessner & Lisa Sasse & Kristina Tomic & Karen Neville & Andrew Pope & Sheila O’Riordan - 441-471 Overview of Optimization Problems in Electric Car-Sharing System Design and Management
In: Dynamic Perspectives on Managerial Decision Making
by Georg Brandstätter & Claudio Gambella & Markus Leitner & Enrico Malaguti & Filippo Masini & Jakob Puchinger & Mario Ruthmair & Daniele Vigo - 473-489 The Golf Tourist Problem
In: Dynamic Perspectives on Managerial Decision Making
by Fabien Tricoire & Sophie N. Parragh & Margaretha Gansterer - 491-520 Twenty Years of Vehicle Routing in Vienna
In: Dynamic Perspectives on Managerial Decision Making
by Karl F. Doerner & Alexander Kiefer & David Wolfinger - 523-527 Achilles and the Theory of Games
In: Dynamic Perspectives on Managerial Decision Making
by Alexander Mehlmann
2015
- 1-9 Introduction
In: Complexity and Geographical Economics
by Pasquale Commendatore & Saime Kayam & Ingrid Kubin - 3-6 The Stock Option Problem
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 7-36 Stochastic Processes for Asset Price Modelling
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 13-50 Towards a Multiregional NEG Framework: Comparing Alternative Modelling Strategies
In: Complexity and Geographical Economics
by Pasquale Commendatore & Valerio Filoso & Theresa Grafeneder-Weissteiner & Ingrid Kubin - 37-53 An Initial Attempt at Pricing an Option
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 51-71 Parametric Models in Spatial Econometrics: A Survey
In: Complexity and Geographical Economics
by Diana A. Mendes & Vivaldo M. Mendes - 55-91 The Stochastic Differential Equation
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 73-98 Semiparametric Spatial Autoregressive Geoadditive Models
In: Complexity and Geographical Economics
by Roberto Basile & Saime Kayam & Román Mínguez & Jose María Montero & Jesús Mur - 93-110 Manipulating Stochastic Differential Equations and Stochastic Integrals
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 99-112 Diffusion of Growth and Cycles in Continuous Time and Space
In: Complexity and Geographical Economics
by Tönu Puu - 111-143 Ito’s Lemma and Its Applications
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 115-139 Complex Financial Networks and Systemic Risk: A Review
In: Complexity and Geographical Economics
by Spiros Bougheas & Alan Kirman - 141-164 Migration and Networks
In: Complexity and Geographical Economics
by Douglas R. Nelson - 145-156 The Continuous Hedging Argument
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 157-189 The Martingale Approach
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 165-207 The Response of German Establishments to the 2008–2009 Economic Crisis
In: Complexity and Geographical Economics
by Lutz Bellmann & Hans-Dieter Gerner & Richard Upward - 191-206 The Partial Differential Equation Approach Under Geometric Brownian Motion
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 207-234 Pricing Derivative Securities: A General Approach
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 209-245 Complex Network Analysis in Socioeconomic Models
In: Complexity and Geographical Economics
by Luis M. Varela & Giulia Rotundo & Marcel Ausloos & Jesús Carrete - 235-249 Applying the General Pricing Framework
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 249-275 Dynamics of Industrial Oligopoly Market Involving Capacity Limits and Recurrent Investment
In: Complexity and Geographical Economics
by Anastasiia Panchuk - 251-271 Jump-Diffusion Processes
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 273-293 Option Pricing Under Jump-Diffusion Processes
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 277-299 R&D Networks
In: Complexity and Geographical Economics
by Gian Italo Bischi & Fabio Lamantia - 295-314 Partial Differential Equation Approach Under Geometric Jump-Diffusion Process
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 301-324 Strategic Location Choice, R&D, and Sourcing Strategies
In: Complexity and Geographical Economics
by Michael Kopel & Mario Pezzino & Björn Brand - 315-347 Stochastic Volatility
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 325-351 Empirical Literature on Location Choice of Multinationals
In: Complexity and Geographical Economics
by Roberto Basile & Saime Kayam - 349-369 Pricing the American Feature
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 353-377 Spatial Interactions in Agent-Based Modeling
In: Complexity and Geographical Economics
by Marcel Ausloos & Herbert Dawid & Ugo Merlone - 371-387 Pricing Options Using Binomial Trees
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 389-401 Volatility Smiles
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 405-417 Allowing for Stochastic Interest Rates in the Black–Scholes Model
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 419-430 Change of Numeraire
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 431-437 The Paradigm Interest Rate Option Problem
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 439-467 Modelling Interest Rate Dynamics
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 469-504 Interest Rate Derivatives: One Factor Spot Rate Models
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 505-528 Interest Rate Derivatives: Multi-Factor Models
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 529-568 The Heath–Jarrow–Morton Framework
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - 569-604 The LIBOR Market Model
In: Derivative Security Pricing
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
2014
- 1-20 Functional Representation, Approximation, Bases and Wavelets
In: Wavelet Applications in Economics and Finance
by James B. Ramsey - 1-22 Robust Markov Perfect Equilibria in a Dynamic Choice Model with Quasi-hyperbolic Discounting
In: Dynamic Games in Economics
by Łukasz Balbus & Anna Jaśkiewicz & Andrzej S. Nowak - 3-35 Climate Change and Technical Progress: Impact of Informational Constraints
In: Dynamic Optimization in Environmental Economics
by Anton Bondarev & Christiane Clemens & Alfred Greiner - 3-40 Estimating a Banking-Macro Model Using a Multi-regime VAR
In: Advances in Non-linear Economic Modeling
by Stefan Mittnik & Willi Semmler - 23-46 Does Productivity Affect Unemployment? A Time-Frequency Analysis for the US
In: Wavelet Applications in Economics and Finance
by Marco Gallegati & Mauro Gallegati & James B. Ramsey & Willi Semmler - 23-49 Stochastic Differential Games and Intricacy of Information Structures
In: Dynamic Games in Economics
by Tamer Başar - 37-60 Environmental Policy in a Dynamic Model with Heterogeneous Agents and Voting
In: Dynamic Optimization in Environmental Economics
by Kirill Borissov & Thierry Bréchet & Stéphane Lambrecht - 41-114 U.S. Business Cycles, Monetary Policy and the External Finance Premium
In: Advances in Non-linear Economic Modeling
by Enrique Martínez-García - 47-71 The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UK Aggregate Demand
In: Wavelet Applications in Economics and Finance
by Patrick M. Crowley & Andrew Hughes Hallett - 51-68 Policy Interactions in a Monetary Union: An Application of the OPTGAME Algorithm
In: Dynamic Games in Economics
by Dmitri Blueschke & Reinhard Neck - 61-85 Optimal Environmental Policy in the Presence of Multiple Equilibria and Reversible Hysteresis
In: Dynamic Optimization in Environmental Economics
by Ben J. Heijdra & Pim Heijnen - 69-87 The Dynamics of Lobbying Under Uncertainty: On Political Liberalization in Arab Countries
In: Dynamic Games in Economics
by Raouf Boucekkine & Fabien Prieur & Klarizze Puzon - 73-100 Nonlinear Dynamics and Wavelets for Business Cycle Analysis
In: Wavelet Applications in Economics and Finance
by Peter Martey Addo & Monica Billio & Dominique Guégan - 87-109 Modeling the Dynamics of the Transition to a Green Economy
In: Dynamic Optimization in Environmental Economics
by Stefan Mittnik & Willi Semmler & Mika Kato & Daniel Samaan - 89-114 A Feedback Stackelberg Game of Cooperative Advertising in a Durable Goods Oligopoly
In: Dynamic Games in Economics
by Anshuman Chutani & Suresh P. Sethi - 103-129 Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility
In: Wavelet Applications in Economics and Finance
by Mark J. Jensen & Brandon Whitcher - 111-126 One-Parameter GHG Emission Policy with R&D-Based Growth
In: Dynamic Optimization in Environmental Economics
by Tapio Palokangas - 115-133 Strategies of Foreign Direct Investment in the Presence of Technological Spillovers
In: Dynamic Games in Economics
by Herbert Dawid & Benteng Zou - 115-138 Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach
In: Advances in Non-linear Economic Modeling
by Marco Gallegati - 127-154 Pollution, Public Health Care, and Life Expectancy when Inequality Matters
In: Dynamic Optimization in Environmental Economics
by Andreas Schaefer & Alexia Prskawetz - 131-142 Wavelet Analysis and the Forward Premium Anomaly
In: Wavelet Applications in Economics and Finance
by Michaela M. Kiermeier - 135-159 Differential Games and Environmental Economics
In: Dynamic Games in Economics
by Aart Zeeuw - 141-166 Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models
In: Advances in Non-linear Economic Modeling
by Rickard Sandberg - 143-156 Oil Shocks and the Euro as an Optimum Currency Area
In: Wavelet Applications in Economics and Finance
by Luís Aguiar-Conraria & Teresa Maria Rodrigues & Maria Joana Soares - 155-168 Uncertain Climate Policy and the Green Paradox
In: Dynamic Optimization in Environmental Economics
by Sjak Smulders & Yacov Tsur & Amos Zemel - 157-183 Wavelet-Based Correlation Analysis of the Key Traded Assets
In: Wavelet Applications in Economics and Finance
by Jozef Baruník & Evžen Kočenda & Lukas Vacha - 161-185 Capacity Accumulation Games with Technology Constraints
In: Dynamic Games in Economics
by Jacek B. Krawczyk & Vladimir P. Petkov - 167-204 The Time-Varying Beveridge Curve
In: Advances in Non-linear Economic Modeling
by Luca Benati & Thomas A. Lubik - 169-192 Uniqueness Versus Indeterminacy in the Tragedy of the Commons: A ‘Geometric’ Approach
In: Dynamic Optimization in Environmental Economics
by Franz Wirl - 187-204 Dynamic Analysis of an Electoral Campaign
In: Dynamic Games in Economics
by Luca Lambertini - 187-225 Forecasting via Wavelet Denoising: The Random Signal Case
In: Wavelet Applications in Economics and Finance
by Joanna Bruzda - 195-213 Dynamic Behavior of Oil Importers and Exporters Under Uncertainty
In: Dynamic Optimization in Environmental Economics
by Lucas Bretschger & Alexandra Vinogradova - 205-217 Multi-agent Optimal Control Problems and Variational Inequality Based Reformulations
In: Dynamic Games in Economics
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In: Advances in Non-linear Economic Modeling
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In: Dynamic Optimization in Environmental Economics
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In: Dynamic Games in Economics
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In: Wavelet Applications in Economics and Finance
by Fredrik N. G. Andersson & Peter Karpestam - 233-262 Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach
In: Advances in Non-linear Economic Modeling
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In: Dynamic Games in Economics
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In: Dynamic Optimization in Environmental Economics
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In: Wavelet Applications in Economics and Finance
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In: Dynamic Optimization in Environmental Economics
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In: Dynamic Optimization in Environmental Economics
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In: Dynamic Games in Economics
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In: Dynamic Optimization in Environmental Economics
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In: Dynamic Optimization in Environmental Economics
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2013
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In: Green Growth and Sustainable Development
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In: Green Growth and Sustainable Development
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In: Green Growth and Sustainable Development
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In: Green Growth and Sustainable Development
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In: Green Growth and Sustainable Development
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In: Green Growth and Sustainable Development
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In: Green Growth and Sustainable Development
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In: Green Growth and Sustainable Development
by Davide Dragone & Luca Lambertini & Arsen Palestini - 191-216 Utmost Fear Hypothesis Explores Green Technology Driven Energy for Sustainable Growth
In: Green Growth and Sustainable Development
by Chihiro Watanabe & Jae-Ho Shin - 217-226 Transition Towards Renewable Energy Supply—A System Dynamics Approach
In: Green Growth and Sustainable Development
by Bo Hu & Armin Leopold & Stefan Pickl
2011
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In: Computational Methods in Economic Dynamics
by Herbert Dawid & Willi Semmler