University of Bonn, Germany
Discussion Paper Serie B
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1999
- 465 Multi-Fractal Processes as Models for Financial Returns: Multi-Fractal Processes as Models for Financial Returns: A First Assessment
by Lux, Thomas - 463 Zuschlag erhalten, aber Verlust gebucht - Gefdhrdet der Fluch des Gewinners auch Kapitalmarktprofis?
by Hehn, Elisabeth & Abdolkarim Sadrieh - 462 The Decision to Seek or to Be Sought
by Herreiner, Dorothea K - 461 Experimental Evidence for Attractions to Chance
by Wulf Albers & Robin Pope & Reinhard Selten & Bodo Vogt - 460 Staff Rotation: A Powerful Weapon Against Corruption?
by Abbink, Klaus - 459 An Experimental Bribery Game
by Abbink, Klaus & Bernd Irlenbusch & Elke Renner - 458 On Rational Bubbles and Fat Tails
by Thomas Lux & Didier Sornette - 456 Multi-Fractal Processes as Models for Financial Returns: A First Assessment
by Lux, Thomas - 454 What is Bounded Rationality? Paper prepared for the Dahlem Conferen
by Selten, Reinhard - 452 Teams Take the Better Risks
by Bettina Kuon & Abdolkarim Sadrieh & Barbara Mathauschek - 451 The Pricing of Derivatives on Assets with Quadratic Volatility
by Christian Zuehlsdorff - 450 Local Manufacturing Hurt by Depreciations in a Theoretical Model Reflecting the Australian Experience
by Pope, Robin - 449 Reconciliation with the Utility of Chance by Elaborated Outcomes Destroys the Axiomatic Basis of Expected Utility Theory
by Pope, Robin - 448 European Business Cycles: New Indices and Analysis of their Synchronicity
by M. Dueker & K. Wesche - 447 Testing for Non-Linear Structure in an Artificial Financial Market
by Shu-Heng Chen & Thomas Lux & Michele Marchesi - 446 Valuation of Barrier Options in a Black--Scholes Setup with Jump Risk
by Dietmar P.J. Leisen - 422 Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives
by Dudenhausen, Antje & Erik Schloegl & Lutz Schloegl
1998
- 445 Risk Aversion in International Relations Theory
by O'Neill,Barry - 444 A Note on the Stochastic Properties of German Stock Returns
by Thomas Lux - 443 Building a Consistent Pricing Model from Observed Option Prices
by Laurent, Jean-Paul & Dietmar P.J. Leisen - 442 Pseudo--Arbitrage - A new Approach to Pricing and Hedging in Incomplete Markets
by Daniel Sommer - 432 Updating Strategies Through Observed Play - Optimization Under Bounded Rationality
by R. Cressman & K.H. Schlag - 431 Asian Exchange Rate Options under Stochastic Interest Rates: Pricing as a Sum of Delayed Payment Options
by Nielsen, J.A. & Sandmann, K.
1997
- 419 Sources of Purchasing Power Disparities Between the G3-Economies
by Weber, Axel A. - 418 Sources of Currency Crisis: An Empirical Analysis
by Weber, Axel A. - 417 RatImage 3.30
by Abbink, Klaus & Abdolkarim Sadrieh - 415 The Moonlighting Game - An Experimental Study on Reciprocity and Retribution
by Abbink, Klaus & Bernd Irlenbusch & Elke Renner - 414 How to deal with unobservable variables in economics
by Krelle, Wilhelm - 410 Loss of Commitment? An Evolutionary Analysis of Bagwell's Example
by Schlag, Karl H. & Jörg Oechsler - 409 Perfect Recall
by Ritzberger, Klaus - 408 An Experimental Study of Adaptive Behavior in an Oligopolistic Market Game
by Nagel, Rosemarie & Nicolaas J. Vriend - 406 A Simple Regime-Switching Model for Stochastic Volatilities
by Christopeit, Norbert & Axel Cron - 405 Bounds on European Option Prices under Stochastic Volatility
by Frey, Rüdiger & Carlos A. Sin - 404 Die Wirkung direkter Auslandsinvestitionen auf Einkommen und Beschäftigung im In- und Ausland
by Krelle, Wilhelm - 402 Break-offs in Bargaining, Evidence from a Video Experiment
by Hennig-Schmidt, Heike - 401 Derivative Asset Analysis in Models with Level-Dependent and Stochastic Volatility
by Frey, Rüdiger - 400 A Non-normative Theory of Inflation and Central Bank Independence
by Herrendorf, Berthold & Manfred J. M. Neumann - 399 The Random-Time Binomial Model
by Leisen, Dietmar - 398 Log-Normal Interest Rate Models: Stability and Methodology
by Sandmann, Klaus & Dieter Sondermann - 397 Pricing and Hedging of Contingent Claims in Term Structure Models with Exogenous Issuing of New Bonds
by Sommer, Daniel - 396 A Tractable Term Structure Model with Endogenous Interpolation and Positive Interest Rates
by Schloegl, Erik & Lutz Schloegl - 395 Factor Models and the Shape of the Term Structure
by Schloegl, Erik & Daniel Sommer - 368 Germany Before and After Unification: A Strucutral VAR Analysis
by Weber, Axel A
1996
- 394 Lognormality of Rates and Term Structure Models
by Goldys, B. & M. Musiela & D. Sondermann - 393 Aggregation Bias in Estimating European Money Demand Functions
by Wesche, Katrin - 392 Aggregating Money Demand in Europe with a Divisia Index
by Wesche, Katrin - 391 Market Organization
by Weisbuch, Gerard & Alan Kirman & Dorothea K. Herreiner - 390 Axiomatic Characterization of the Quadratic Scoring Rule
by Selten, Reinhard - 389 Aspiration Adaptation Theory
by Selten, Reinhard - 388 A Learning Approach to Auctions
by Monderer, Dov & Shlomit Hon-Snir & Aner Sela - 387 The Diffusion of New Crop Varieties
by Fischer, Alistair J. & Anne J. Arnold - 386 Experimental Proof for the Motivational Importance of Reciprocity
by Jacobsen, Eva & Abdolkarim Sadrieh - 384 The Term Structure of Defaultable Bond Prices
by Schönbucher, Philipp J. - 383 Portfolio Dominance and Optimality in Infinite Security Markets
by Aliprantis, C. D. & D. J. Brown & I. A. Polyrakis & J. Werner - 382 The Likelihood of European Monetary Union
by Weidmann, Jens - 381 Adaptive Learning versus Punishment in Ultimatum Bargaining
by Abbink, Klaus & Gary Bolton & Abdolkarim Sadrieh & Fang-Fang Tang - 380 One against All in the Fictitious Play Process
by Sela, Aner - 379 Simultaneous Evolution of Learning Rules and Strategies
by Kirchkamp, Oliver - 378 On the Evolution of Imitative Behavior
by Björnerstedt, Jonas & Karl H. Schlag - 377 Continuous-Time Term Structure Models
by Musiela, Marek & Marek Rutkowski - 376 An Experimental Investigation of the Option Pricing Approach
by Abbink, Klaus & Bettina Kuon - 375 The Impact of Trading Restrictions on the Profitability of Arbitrage Exploitation
by Kuon, Bettina - 373 Spontaneous Behavior and Experienced Players' Strategies in Two-Person Bargaining with Incomplete Information
by Kuon, Bettina - 372 The Pricing and Hedging of Options in Finitely Elastic Markets
by Frey, Rüdiger - 371 Puzzling Integratedness of Interest Rates: A Case for Nonparametric Threshold Cointegration?
by Cron, Axel & Jens Weidmann - 369 The Costs/Benefits of a Common Monetary Policy in France and Germany and Possible Lessons for Monetary Union
by Mélitz Jacques & Axel A. Weber - 367 The Information Content of German Discount Rate Changes
by Manfred J. M Neumann & Jens Weidmann - 366 Pricing the American Put Option: A Detailed Convergence Analysis for Binomial Models
by Leisen, Dietmar - 365 Which one should I imitate?
by Schlag, Karl H. - 364 Anticipatory Learning in Two-Person Games: An Experimental Study, Part III. Individual Analysis
by Tang, Fang-Fang - 363 Anticipatory Learning in Two-Person Games: An Experimental Study, Part II. Learning
by Tang, Fang-Fang - 362 Anticipatory Learning in Two-Person Games: An Experimental Study, Part I: Equilibrium and Stability
by Tang, Fang-Fang - 358 Optimal Control of Linear Systems with Time Varying Drift Parameters: the Gaussian Case
by Christopeit, Norbert - 357 Dominant Strategy Adoption, Efficiency, and Bidders' Experience with Pricing Rules
by Harstad, Ronald M. - 356e Equity, Fairness and Prominence, Determinants for the Behavior of Player Groups in a Bargaining Video Experiment
by Hennig-Schmidt, Heike - 355 Behavior of Groups as Players in a Bargaining Experiment. Some Results on Negotiation Processes from a Video Experiment
by Hennig-Schmidt, Heike - 354 RatDemo - A Ready-to-Run Experiment in 99 Program Lines
by Abbink, Klaus & Abdolkarim Sadrieh - 353 German Unification and the EMS: A Non-Parametric Approach to the Asymmetry Question
by Axel Cron, Jens Weidmann - 352 Problems in Measuring Central-Bank Independence
by Neumann, Manfred J. M. - 350 Evolutionar Dnamics of Populations wirth a Local Interaction Structure
by Illan Eshel & Emilia Sansone & Avner Shaked - 313 On the Interpretation of Evolutionary Stable Sets
by Balkenborg, Dieter & Karl H. Schlag - 312 The most important Problems of Transition from a Planned to a Market Economy: Suggestions for Solutions
by Krelle, Wilhelm - 311 Transition from a Planned to a Market Economy: The Interrelation of Subsidization of Firms, Budget Deficit, Unemployment and Inflation
by Ackermann, Michael & Wilhelm Krelle
1995
- 361 Why Imitate, and if so, How? A Bounded Rational Approach to Multi-Armed Bandits
by Karl H. Schlag - 360 Should Firms which would go bankrupt during the Transition Process from a Planned to a Market Economy be Subsidized?
by Krelle, Wilhelm - 359 Minimax Estimator for linear models with nonrandom disturbances
by Christopeit, N. & V. L. Girko - 349 Experimental Methods and Elicitation of Values
by Harrison, Glen W. & Ronald M. Harstad & E. Elisabet Rutström - 348 An "Alternating Recognition" Model of English Auctions
by Harstad, Ronald M. & Michael H. Rothkopf - 347 The Dynamic (In)Stability of Backwards Induction
by R. Cressman, K.H. Schlag - 346 Lot Sizing in General Assembly Systems with Setup Costs, Setup Times and Multiple Constrained Resources
by Katok, Elena & Holly S. Lewis & Terry P. Harrison - 345 Arbitration And Chilling: Challenging the Convention
by Bolton, Gary E. - 344 Entwicklung und Aufrechterhaltung moralischer Standards
by Krelle, Wilhelm - 343 Money does Not Induce Risk Neutral Behavior, but Binary Lotteries Do even Worse
by Selten, Reinhard & Abdolkarim Sadrieh & Klaus Abbink - 341 Altruists, Egoists and Hooligans in a Local Interaction Model
by Illan Eshel & Larry Samuelson & Avner Shaked - 340 Caution in Generic Decisions Situations
by Ewerhart, Christian - 338 Society, Government, and Central-Bank Independence
by Neumann, Manfred J. M. - 337 The Stability of European Money Demand: An Investigation of M3H
by Wesche, Katrin - 336 Approximation Pricing and the Variance-Optimal Martingale Measure
by Schweizer, Martin - 334 Cyclic Games: An Introduction and Examples
by Selten, Reinhard & Myrna Holtz Wooders - 333 Convergence of Option Values under Incompleteness
by Runggaldier, Wolfgang J. & Martin Schweizer - 331 A Necessary and Sufficient Epistemic Condition for Playing Backward Induction
by Balkenborg, Dieter & Eyal Winter - 330 Spatial Evolution of Automata in the Prisoners' Dilemma
by Kirchkamp, Oliver - 329 Asynchronous Evolution of Pairs How spatial evolution leads to enequality
by Kirchkamp, Oliver - 328 Consistent Theories of Cautious Utility Maximization
by Everhart, Christian - 327 Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts
by Nielsen, J. Aase & Klaus Sandmann - 325 RatImage - research Assistance Toolbox for Computer-Aided Human Behavior Experiments
by Abbink, Klaus & Abdolkarim Sadrieh - 324 The Strategy of Monetary Targeting: Can the German Experience Provide a Model for the ECB?
by Neumann, M. J. M. & Hagen, Jürgen von - 323 The Pricing of Asian Options under Stochastic Interest Rates
by Nielsen, J. A. & K. Sandmann - 321 Dynamic Stability in Perturbed Games
by R. Cressman & K. H. Schlag - 320 Divergent Trends in the Velocity of Money
by Neumann, Manfred J. M., and Katrin Wesche - 319 Hard Bargaining and Lost Opportunities
by Binmore, Ken & Chris Proulx & Larry Samuelson & Joe Swierzbinski - 318 Uniform Consistency of Modified Kernel Estimators in Nonparametric Multivariate VARCH-Models
by Axel Cron - 317 Prominenz der Preise in einem Warenhauskatalog
by Dahlhüuser, Heike - 314 Evolutionary Stability in Asymmetric Population Games
by Balkenborg, Dieter & Karl H. Schlag - 310 Market Volatility and Feedback Effects from Dynamic Hedging
by Frey, Rüdiger & Alexander Stremme - 309 Binomial Models for Option Valuation - Examining and Improving Convergence
by Leisen, D. P. J. & M. Reimer - 307 Central Bank Independence and Seigniorage: The Banque de France
by Wesche, Katrin & Jens Weidmann - 306 A Systematic Approach to Pricing and Hedging of International Derivatives with Interest-Rate Risk
by Frey, Rüdiger & Daniel Sommer - 291 Equity-linked life insurance - a model with stochastic interest rates
by Nielsen, J. Aase & Klaus Sandmann - 274 An Experiment on the Pure Theory of Consumer's Behaviour
by Reinhard Sippel - 272 A Discrete Time Approach for European and American Barrier Options
by K. Sandmann & Reimer, M. - 212 The Direct Approach to Debt Option Pricing
by K. Sandmann & Sandmann, K. - 303 Discussion Paper No. B-351. This appears in SIAM J. Extensions of $\Gscr$-based Matrix Partial Orders
by S. K. Jain (U.S.A.) & S. K. Mitra (India) - 303 Discussion Paper No. B-326. This appears in LINEAR A BLUE Decomposition in the General Linear Regression Model
by Hans Joachim WERNER & Cemil YAPAR - 303, Discussion Paper B-332 Kernel Estimation in Regime-Varying Regression Models
by Axel Cron - 303, Discussion Paper B-316 Uniform Consistency of Modified Kernel Estimators in Parametric ARCH- Models
by Axel Cron - 303, Discussion Paper B-315 OLS--Learning in Non-Stationary Models with Forecast Feedback
by Markus Zenner
1994
- 308 Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates
by Miltersen, K. & K. Sandmann & D. Sondermann - 303 Prediction Error Learning and Rational Expectations in Autoregressive Models with Forecast Feedback
by Zenner, M. - 302 On Smile and Skewness
by Platen, Eckhard & Martin Schweizer - 301 More on partitioned possibly restricted linear regression
by Werner, Hans Joachim & Cemil Yapar - 300 On Inequality Constrained Generalized Least Squares Selections in the General Possibly Singular
by Werner, Hans Joachim & Cemil Yapar - 299 When Does Evolution Lead to Efficiency in Communication Games?
by Karl H. Schlag - 298 Evolution in Partnership Games,an Equivalence Result
by Karl H. Schlag - 296 Why Imitate, and if so, How? Exploring a Model of Social Evolution
by Schlag, Karl H. - 295 The French-German Interest Rate Differential since German Unification: The Impact of the 1992 and 1993 EMS Crisis
by Henry, Jerome & Jens Weidmann - 294 Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
by Kramkov, D.O. - 293 On Short Rate Processes and Their Implications for Term Structure Movements
by Schlögl, Erik & Daniel Sommer - 292 Descriptive Approaches to Cooperation
by Selten, Reinhard - 290 Ethics in a Market Economy
by Krelle, Wilhelm - 288 How (not) to sell nuclear weapons
by ehiel, Philippe & Benny Moldovanu & Ennio Stacchetti - 287 Strategic Non-Participation
by Jehiel, Philippe & Benny Moldovanu - 286 Cyclical Delay in Infinite Horizon Bargaining with Externalities
by Jehiel, Philippe & Benny Moldovanu - 285 Closed Form Term Structure Derivatives in a Heath-Jarrow- Morton Model with Log-Normal Annually Compounded Interest Rates
by D. Sondermann & K. Miltersen - 284 On the Minimal Martingale Measure and the Foellmer- Schweizer Decomposition
by Martin Schweizer - 283 Intervention, Policy Coordination and the Future of EMU: A German Perspective
by Weber, Axel A. - 282 The Impact of Exchange Rate Fluctuations on European Community Trade
by Sapir, Andr� & Khalid Sekkat & Axel A. Weber - 281 Testing Long-run Neutrality: Empirical Evidence for G7-Countries with Special Emphasis on Germany
by Weber, Axel - 280 Asymmetry in the EMS revisited: Evidence from the causality analysis of daily Eurorates
by Henry, Jerome & Jens Weidmann - 279 Closed form representations for the minimal hedging portfolios of American type contingent claims
by A. N. Vishnyakov & Kramkov, D.O. - 278 Racing for the Water: Laboratory Evidence on Subgame Perfection
by Gardner, Roy & Michael R. Moore & James M. Walker - 277 On the Approximation of Random Variables by Stochastic Integrals with Respect to Semimartingales
by Christopeit, Norbert - 276 Continuous-Time Limits in the Generalized Ho-Lee Framework under the Forward Measure
by Sommer, Daniel - 275 Muddling Through: Noisy Equilibrium Selection
by Binmore, Ken & Larry Samuelson - 271 Learning to signal in markets
by Nöldeke, Georg & Larry Samuelson - 270 Experimental Sealed Bid First Price Auctions with Directly Observed Bid Functions
by Selten, Reinhard & Joachim Buchta - 269 Aggregierte Geldnachfrage in Europa. Eine empirische Untersuchung der Geldmenge M1
by Wesche, Katrin - 268 An Experiment on Forward- versus Backward Induction
by Balkenborg, Dieter - 265 A Projection Result for Semimartingales
by Schweizer, Martin - 263 On the Stability of Log-Normal Interest Rate Models and the Pricing of Eurodollar Futures
by D. Sondermann & Sandmann, K. - 297, to appear: Stochastic Processes and their Applications 61 (1996) 109- 128 On the existence of equivalent tau-measures in finite discrete time
by Klaus Schuerger
1993
- 289 Core Implementation and Increasing Returns to Scale for Cooperation
by Moldovanu, Benny & Eyal Winter - 267 What is (AB)inverse?
by Werner, Hans Joachim - 266 When is B-A- a generalized inverse of AB ?
by Werner, Hans Joachim - 264 Stock Price Fluctuation as a Diffusion in a Random Environment
by Föllmer, Hans - 262 Approximating Random Variables by Stochastic Integrals
by Schweizer, Martin - 260 Different Dynamical Specifications of the Term Structure of Interest Rates and their Implications
by Musiela, Marek & Dieter Sondermann - 259 Risk-Minimizing Hedging Strategies under Restricted Information
by Schweizer, Martin - 251 Auctions With Endogenous Bidder Participation
by Harstad, Ronald M. - 245 Signalling and Equilibrium Selection Part II: Nongeneric Games and Overview of Results
by Mitzkewitz, Michael - 239 Down-and-out Call - Bewertungstheorie, numerische Verfahren und Simulationsstudie
by Reimer, Matthias & Klaus Sandmann - 238 Zustandspreise und die Modellierung des Zinsänderungsrisikos
by Sandmann, K. & E. Schl�gl - 236 Experimental Results on Interactive Competitive Guessing
by Nagel, Rosemarie - 235 On the Art of Saying "No"
by Jehiel, Philippe & Benny Moldovanu - 234 Cyclical Delay in Bargaining with "Externalities"
by Jehiel, Philippe & Benny Moldovanu - 180 A Term Structure Model and the Pricing of Interest Rate Derivative
by K. Sandmann & Sondermann, D.
1992
- 226 Nonlinearities and Risk Premia in Daily Dollar-Mark Exchange Rate Movements
by Roland Schmidt - 223 An Empirical Evaluation of the Portfolio Model for the Dollar-Mark Exchange Rate
by Roland Schmidt - 218 On the Stationarity of the Real Exchange Rate and the Role of Transaction Costs
by Roland Schmidt - 216 The Evolutionary Foundations of Backward and Forward Induction
by Georg Nöldeke & Larry Samuelson - 215 Large Games and Economies With Effective Small Groups
by Myrna Holtz Wooders - 209 Option Pricing under Incompleteness and Stochastic Volatility
by N. Hofmann & E. Platen & M. Schweizer
1991
- 205 On Minimax Estimation in Linear Regression Models with Ellipsoidal Constraints
by Norbert Christopeit & Kurt Helmes - 203 On the Informational Efficiency of a Monopolistic Financial Market
by Georg Nöldeke - 201 Converting EMS to EMU: Why not at Par with Sterling?
by Martin Klein & Manfred J. M. Neumann - 200 The Equivalence of Core and Lindahl Equilibria in an Economy with Semi-Public Goods
by Valery Vasil'ev & Shlomo Weber & Hans Wiesmeth
1990
- 147 Consistent demands for coalition formation in NTU games
by Benny Moldovanu & Eyal Winter
1989
- 121 Option hedging for seminartingales
by Schweizer,Martin
1985
- 4 A survey of multidimensional scaling methods in econometrics
by Schoenfeld,Peter - 3 Hedging of non-redundant contingent claims
by Foellmer,Hans Sondermann,Dieter
Undated
- :181 Envy,greed and anticipation in ultimatum games with incomplete information: An experimental study
by Mitzkewitz,Michael & Nagel,Rosemarie - 99 On failure modeling
by Heinricher,Arthur Helmes Kurt - 98 Zur Bewertung von Caps und Floors
by Sandmann,Klaus & Sondermann,Dieter - 97 Uniqueness and stability of stationary rational expectations equilibria
by Mohr,Michael - 96 OLS-estimation and rationality in linear models with forecast feedback
by Kottmann,Thomas - 95 Almost subadditive multiparameter ergodic theorems
by Schuerger,Klaus - 94 An intertemporal interest rate market model: Complete markets
by Sandmann,Klaus - 93 Anticipatory learning in two-person games
by Selten,Reinhard - 92 Price discrimination and product line rivalry
by Ginsburgh,Victor & MacLeod,Bentley & Weber,Shlomo - 9 The Kullback-Leibler information criterion as a construction principle
by Mueller-Brockhaus,Gerd