Zobrazeno 1 - 10
of 87
pro vyhledávání: '"Arnold Polanski"'
Autor:
Arnold Polanski, Mark Le Quement
Two informed and interested parties (senders) repeatedly send messages to an uninformed party (public). Senders face a trade-off between propagating their favoured opinions, possibly by lying, and maintaining a high audience (or market share), as the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5df166be4ea4b2e058f927b292ad4a62
https://ueaeprints.uea.ac.uk/id/eprint/88662/
https://ueaeprints.uea.ac.uk/id/eprint/88662/
open access article Systematic tail risk is considered an important determinant of expected returns on risky assets. We examine its impact from two perspectives in a unified framework which originates from a simple asset pricing model. From the first
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::23f7610ebb227d620ec5f07c7c195a6c
https://hdl.handle.net/2086/22455
https://hdl.handle.net/2086/22455
Publikováno v:
Journal of Economics & Management Strategy. 29:516-542
During patent litigation, pay-for-delay (P4D) deals involve a payment from a patent holder of a branded drug to a generic drug manufacturer to delay entry and withdraw the patent challenge. In return for staying out of the market, the generic firm re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3bd65bc68bd471cb56a3b880e94de1df
https://doi.org/10.1111/jems.12351
https://doi.org/10.1111/jems.12351
Autor:
Arnold Polanski, Jaroslaw Sikora
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::61b703a262b632ba97edebfff9aa4d73
https://doi.org/10.2139/ssrn.4313126
https://doi.org/10.2139/ssrn.4313126
Autor:
Arnold Polanski, Fernando Vega-Redondo
Publikováno v:
Journal of Economic Theory. 207:105576
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::24f9f45047b69ad35e6e7091cbc6f8b5
https://doi.org/10.1016/j.jet.2022.105576
https://doi.org/10.1016/j.jet.2022.105576
Autor:
Arnold Polanski
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bb0be143f7e14fa9024bd978a54a54bb
https://doi.org/10.2139/ssrn.3660817
https://doi.org/10.2139/ssrn.3660817
Autor:
Arnold Polanski, Fernando Vega-Redondo
Publikováno v:
International Economic Review. 59:1949-1967
We consider an intertemporal game-theoretic framework in which different coalitions interact repeatedly over time. Both the terms of trade and the endogenous cooperation structure arising in this setup are characterized, in a protocol-free manner, pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c7d628123c884c5c1e7e2624c2840baa
https://doi.org/10.1111/iere.12325
https://doi.org/10.1111/iere.12325
Publikováno v:
Polanski, A, Stoja, E & Windmeijer, F 2019, ' Telling tales from the tails : High-dimensional tail interdependence ', Journal of Applied Econometrics, vol. 34, no. 5, pp. 779-794 . https://doi.org/10.1002/jae.2708
We propose a simple and flexible framework that allows for a comprehensive analysis of tail interdependence in high dimensions. We use co-exceedances to capture the structure of the dependence in the tails and, relying on the concept of multi-informa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b341bf93884c871f235e69eb7ed6dd37
https://hdl.handle.net/1983/41159956-3101-4b11-9a85-7de818af3f67
https://hdl.handle.net/1983/41159956-3101-4b11-9a85-7de818af3f67
Autor:
Arnold Polanski
Information goods (or information for short) play an essential role in modern economies. We consider a trading framework where information has some idiosyncratic value for each consumer, exerts externalities and can be freely replicated and transmitt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::33f641bcd3c84ecf16f61da09295bb56
https://ueaeprints.uea.ac.uk/id/eprint/67388/
https://ueaeprints.uea.ac.uk/id/eprint/67388/
Publikováno v:
Polanski, A, Stoja, E & Chiu, J 2020, ' Tail Risk Interdependence ', International Journal of Finance and Economics . https://doi.org/10.1002/ijfe.2077
We present a framework focused on the interdependence of high-dimensional tail events. This framework allows us to analyze and quantify tail interdependence at different levels of extremity, decompose it into systemic and residual part and to measure
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::df88d1ffc127e790fb1cc49d69b4a982
https://doi.org/10.2139/ssrn.3432364
https://doi.org/10.2139/ssrn.3432364