Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Niels Schulze"'
Publikováno v:
Financial Management. 50:553-586
We study the role of bargaining power and outside options with respect to the pricing of over-the-counter interbank loans using a bilateral Nash bargaining model, and we test the model predictions with detailed transaction-level data from the euro-ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e7ed0f46583e30c9bb78d10930096cec
https://doi.org/10.1111/fima.12332
https://doi.org/10.1111/fima.12332
Publikováno v:
Federal Reserve Bank of Boston Research Department Working Papers.
We study the role of bargaining power and outside options with respect to the pricing of over-the-counter interbank loans using a bilateral Nash bargaining model, and we test the model predictions with detailed transaction-level data from the euro-ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9dd55aa520f794ee9b82a4ca32e67dac
https://doi.org/10.29412/res.wp.2020.10
https://doi.org/10.29412/res.wp.2020.10
Autor:
Niels Schulze, Dirk G. Baur
Publikováno v:
Emerging Markets Review. 6:21-43
This article introduces a new model to analyze financial contagion based on a modified coexceedance measure. We use the quantile regression framework to examine the occurrences and the degrees of coexceedances. Contagion is defined as the crisis-spec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::50058614d05a5445d67e6b6b08e6561d
https://doi.org/10.1016/j.ememar.2004.10.001
https://doi.org/10.1016/j.ememar.2004.10.001
Publikováno v:
Atmospheric Environment. 38:4689-4699
This paper proposes the use of the conditional quantile regression approach for the interpretation of the nonlinear relationships between daily maximum 1-h ozone concentrations and both meteorological and persistence information. When applied to eigh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::adb24f0872ef8e1972a0537b4cab7c61
https://doi.org/10.1016/j.atmosenv.2004.05.028
https://doi.org/10.1016/j.atmosenv.2004.05.028
Autor:
Niels Schulze, Dirk G. Baur
Publikováno v:
SSRN Electronic Journal.
Investors show different behaviour in falling markets and in rising markets. This paper demonstrates that the beta of individual stocks varies across the entire return distribution and that the variation depends on the frequency of the returns. While
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::35bfa0a40e77f02de4ff0a44123c1bcb
https://doi.org/10.2139/ssrn.1536754
https://doi.org/10.2139/ssrn.1536754
Autor:
Niels Schulze, Dirk G. Baur
This paper proposes a definition for financial market stability and an econometric test. It analyzes the impact of systematic and systemic shocks on developed and emerging market stock indices in normal and extreme market conditions. Financial market
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9bc4440c8b1b40216f0e3a15e25eeccf
http://publications.jrc.ec.europa.eu/repository/handle/JRC47548
http://publications.jrc.ec.europa.eu/repository/handle/JRC47548
Autor:
Dirk G. Baur, Niels Schulze
Publikováno v:
SSRN Electronic Journal.
The paper analyzes the role of systemic risk in normal and extreme market conditions. We provide a definition of financial stability and argue that systemic risk can significantly contribute to the amplification of financial crises. We interpret a co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::04356a031c2a835cb3bf6d601ed41c46
https://doi.org/10.2139/ssrn.905527
https://doi.org/10.2139/ssrn.905527
Autor:
Dirk G. Baur, Niels Schulze
Publikováno v:
SSRN Electronic Journal.
This paper analyzes simultaneous exceedances (coexceedances) of several stock index returns for different thresholds with a focus on the Asian crisis in 1997. We introduce a new concept of computing and estimating time-varying coexceedances and use t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::71717dac5c3ec331e7cc2cdce553a6d2
https://doi.org/10.2139/ssrn.458100
https://doi.org/10.2139/ssrn.458100
Autor:
Cyrus Khodadadyan-Klostermann, Frank Kandziora, Ralf Schröder, Niels Schulze-Stahl, Thomas Mittlmeier
Publikováno v:
Journal of neurosurgery. 95
Object. The placement of an anterior atlantoaxial plate after transoral odontoid resection has been described by Harms. Recently, the authors of biomechanical and clinical studies have shown that this procedure, especially in combination with posteri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f1db9cc505d90cbceeb565640da2aa22
https://pubmed.ncbi.nlm.nih.gov/11453436
https://pubmed.ncbi.nlm.nih.gov/11453436