Browsing Working Papers by Title

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 Management in the Energy Markets and Value-at-Risk Modelling: A hybrid approach Author(s): ANDRIOSOPOULOS, Kostas; NOMIKOS, Nikos Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI RSCAS Abstract: This paper proposes a set of VaR models appropriate to capture the dynamics of energy prices and subsequently quantify energy price risk by calculating VaR and ES measures. Amongst the competing VaR methodologies evaluated ...

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 Spillovers and Hedging: Why do firms invest too much in systemic risk? Author(s): WILLEMS, Bert; MORBEE, Joris Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI RSCAS Abstract: In this paper we show that free entry decisions may be socially ineffcient, even in a perfectly competitive homogeneous goods market with non-lumpy investments. In our model, inefficient entry decisions are the result of ...

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

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 ...

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 ...

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: Robert Gilpin. The Realist Quest for the Dynamics of Power Author(s): GUZZINI, Stefano Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI SPS

Title: 'Robin Hood' Politics? Turkey Probing a New Model in the 1990s Author(s): LEANDER, Anna Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI SPS

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

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

Title: The Role and Limits of Active Labour Market Policy Author(s): ROBINSON, Peter M. Date: 1996 Type of Publication: Working Paper Series/Report no.: EUI RSC

Title: The Role of Agricultural Cooperatives in the European Union: A Strategy for Cypriot Accession? Author(s): SENIOR NELLO, Susan Date: 2000 Type of Publication: Working Paper Series/Report no.: EUI RSC

Title: The Role of Asymmetrical Federalism in Ethnic-Territorial Conflicts in the Era of Democratization: the RF as a case study Author(s): OBYDENKOVA, Anastassia Date: 2004 Type of Publication: Working Paper Series/Report no.: EUI SPS

Title: The Role of Brussels in National Pension Reform Author(s): DUDEK, Carolyn Marie; OMTZIGT, Pieter Date: 2001 Type of Publication: Working Paper Series/Report no.: EUI RSC

Title: The Role of Cognitive and Normative Frames in Policy-Making Author(s): SUREL, Yves Date: 1998 Type of Publication: Working Paper Series/Report no.: EUI RSC

Title: The Role Of Constitutional Justice in Russia in the Process of Interpretation of European Values and the Promotion of European Constitutionalism Author(s): MOULIAROVA, Ekaterina Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper conducts a critical analysis of selected cases of the Russian Constitutional Court and High Arbitration Court involving the interpretation of constitutional values underlying the Russian legal order, in this ...

Title: The Role of Curvature in the Transformation Frontier for Measuring Technology Shocks Author(s): MENNUNI, Alessandro Date: 2010-10-28 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: In the usual version of the neoclassical growth model used to identify neutral (N-Shock) and investment shocks (I-Shock), a linear transformation frontier between consumption and investment goods is assumed. This paper ...

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