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DP16389 The Correlation Risk Premium: International Evidence 智库出版物
2021
作者:  Gonçalo Faria;  Robert Kosowski;  Tianyu Wang
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Correlation risk premium  Implied correlation  Realized correlation  Variance risk premium  International equity options  
DP15417 Persistence – Myth and Mystery 智库出版物
2020
作者:  Hans-Joachim Voth
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Long-run persistence  Spatial correlation  Economic geography  Culture  
DP15253 Nonlinear Pricing in Oligopoly: How Brand Preferences Shape Market Outcomes 智库出版物
2020
作者:  Renato Gomes;  Lucas Maestri;  Jean-Marie Lozachmeur
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Competition  Price discrimination  Asymmetric information  Preference correlation  Price dispersion  
Cross-country correlation analysis for research on COVID-19 智库出版物
2020
作者:  Marianna Belloc;  Paolo Buonanno;  Francesco Drago;  roberto galbiati;  paolo pinotti
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Covid-19  Coronavirus  Italy  Correlation analysis  
DP14273 Inferring Complementarity from Correlations rather than Structural Estimation 智库出版物
2020
作者:  Alessandro Iaria
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Hicksian complementarity  Substitutability  Correlation  Demand elasticity  Demand estimation  Market shares  
International business cycle co-movement in the global production network 智库出版物
2019
作者:  Zhen Huo;  Andrei Levchenko;  Nitya Pandalai-Nayar
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Business cycles  Co-movement  Trade  global production  TFP correlation  
DP13873 Correlation Risk, Strings and Asset Prices 智库出版物
2019
作者:  Antonio Mele;  Walter Distaso;  Grigory Vilkov
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Correlation premium  Correlation-risk premium  Cross-section of returns  Arbitrage pricing  String models  Implied correlation  
DP13737 How to Alleviate Correlation Neglect 智库出版物
2019
作者:  Martin Weber;  Christine Laudenbach;  Michael Ungeheuer
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Investment decisions  Diversification  Correlation neglect  Risk taking  Fintech  
Causal relationship in the interaction between land cover change and underlying surface climate in the grassland ecosystems in China. 智库出版物
2019
作者:  Li Z;  Wang Z;  Liu X;  Fath B;  Liu X;  Xu Y;  Hutjes R;  Kroeze C
收藏  |  浏览/下载:4/0  |  提交时间:2019/06/18
Remote sensing  Grassland  Land-climate  Cause-effect  Correlation analysis  Eco-climatology  
On the Use of Spectral Value Decomposition for the Construction of Composite Indices 智库出版物
2019
作者:  Luca Farnia
JPEG(81Kb)  |  收藏  |  浏览/下载:5/0  |  提交时间:2019/06/14
Composite Index  Weighting  Correlation Matrix  Principal Component  Factor Analysis