Browsing Department of Economics (ECO) by Title

DSpace/Manakin Repository

Browsing Department of Economics (ECO) by Title

Sort by: Order: Results:

  •  
    Title: A Revelation Principle for (Boundedly) Bayesian Rationalizable Strategies.  Author(s): HAMMOND, Peter J. Date: 1990 Type of Publication: Working Paper Series/Report no.: EUI ECO
  • Icon
    Title: Revenue Comparison in Asymmetric Auctions with Discrete Valuations  Author(s): DONI, Nicola; MENICUCCI, Domenico Date: 2011-01-01 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We consider an asymmetric auction setting with two bidders such that the valuation of each bidder has a binary support. We prove that in this context the second price auction yields a higher expected revenue than the first ...
  •  
    Title: Review of Michael Whinston’s ‘Lectures in Antitrust Economics  Author(s): MOTTA, Massimo Date: 2007 Type of Publication: Article
  •  
    Title: Revisiting the Infant Industry Argument  Author(s): SAURE, Philip Date: 2007 Type of Publication: Article
  • Icon
    Title: The Right Amount of Trust  Author(s): BUTLER, Jeffrey V.; GIULIANO, Paola; GUISO, Luigi Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: A vast literature has investigated the relationship between trust and aggregate economic performance. We investigate the relationship between individual trust and individual economic performance. We find that individual ...
  • Icon
    Title: Risk Attitudes and Measures of Value for Risky Lotteries  Author(s): LEWANDOWSKI, Michal Date: 2010 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: The topic of this thesis is decision-making under risk. I focus my analysis on expected utility theory by von Neumann and Morgenstern. I am especially interested in modeling risk attitudes represented by Bernoulli utility ...
  •  
    Title: Risk Aversion, Wealth, and Background Risk  Author(s): GUISO, Luigi; PAIELLA, Monica Date: 2008 Type of Publication: Article Abstract: We use household survey data to construct a direct measure of absolute risk aversion based on the maximum price a consumer is willing to pay for a risky security. We relate this measure to consumer's endowments and attributes ...
  • Icon
    Title: Risk Aversion, Wealth, and Background Risk  Author(s): GUISO, Luigi; PAIELLA, Monica Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We use household survey data to construct a direct measure of absolute risk aversion based on the maximum price a consumer is willing to pay for a risky security. We relate this measure to consumers.endowments and attributes ...
  •  
    Title: Risk Dominance Selects the Leader. An Experimental Analysis  Author(s): MOTTA, Massimo; CABRALES, Antonio; GARCIA-FONTES, Walter Date: 2000 Type of Publication: Article
  • Icon
    Title: Risk Neutral Forecasting  Author(s): SKOURAS, Spyros Date: 1998 Type of Publication: Working Paper Series/Report no.: EUI ECO
  •  
    Title: Risk Preference and Indirect Utility in Portfolio Choice Problems  Author(s): ROY, Santanu; WAGENVOORT, Rien J.L.M. Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO
  •  
    Title: Risk Preference and Indirect Utility in Portfolio-Choice Problems  Author(s): ROY, Santanu; WAGENVOORT, Rien J.L.M. Date: 1996 Type of Publication: Article Abstract: We consider a portfolio-choice problem with one risky and one safe asset, where the utility function exhibits decreasing absolute risk aversion (DARA). We show that the indirect utility function of the portfolio-choice ...
  •  
    Title: Risk-related Asymmetries in Foreign Exchange Markets  Author(s): GALLO, Giampiero M.; PACINI, Barbara Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO
  • Icon
    Title: Risk-sharing and contagion in networks  Author(s): CABRALES, Antonio; GOTTARDI, Piero; VEGA-REDONDO, Fernando Date: 2013 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The aim of this paper is to investigate how the capacity of an economic system to absorb shocks depends on the specific pattern of interconnections established among financial firms. The key trade-off at work is between ...
  • Icon
    Title: Risk-Sharing and Retrading in Incomplete Markets  Author(s): GOTTARDI, Piero; RAHI, Rohit Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: At a competitive equilibrium of an incomplete-markets economy agents’ marginal valuations for the tradable assets are equalized ex-ante. We characterize the finest partition of the state space conditional on which this ...
  • Icon
    Title: Risk-sharing, Enforceability, Information and Capital Structure  Author(s): GONZALEZ DE LARA, Yadira Date: 2000 Type of Publication: Working Paper Series/Report no.: EUI ECO
  •  
    Title: A Robust Algorithm for Parameter Estimation in Smooth Transition Autoregressive Models  Author(s): BEKIROS, Stelios D. Date: 2009 Type of Publication: Article Abstract: Finding a precise estimate for the smoothness parameter of LSTAR models is notoriously difficult. This paper introduces a robust estimation method for the transition and autoregressive parameters of STAR models, comprising ...
  •  
    Title: Robust estimation of panel data : with an application to investment equations  Author(s): WAGENVOORT, Rien J.L.M. Date: 1998 Type of Publication: Thesis Series/Report no.: EUI PhD theses
  •  
    Title: Robust Estimation: An Example  Author(s): HINLOOPEN, Jeroen; WAGENVOORT, Rien J.L.M. Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO
  • Icon
    Title: Robust Monopoly Pricing: The Case of Regret  Author(s): BERGEMANN, Dirk; SCHLAG, Karl H. Date: 2005 Type of Publication: Working Paper Series/Report no.: EUI ECO 2005/10