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University of Bonn, Germany Discussion Paper Serie B Contact information of
University of Bonn, Germany: http://www.bgse.uni-bonn.de/index.php?id=517
For technical questions regarding this series, please contact
(Daniel Park) Series handle: repec:bon:bonsfb
More pages of listings: 0 |1 |2 1999
456 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 and 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 and Bodo Vogt [Downloadable!]
460 Staff Rotation: A Powerful Weapon Against Corruption? by Abbink, Klaus
458 On Rational Bubbles and Fat Tails by Thomas Lux and Didier Sornette [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
422 Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives by Dudenhausen, Antje, Erik Schloegl and Lutz Schloegl [Downloadable!]
1998 1997 419 Sources of Purchasing Power Disparities Between the G3-Economies by Weber, Axel A. [Downloadable!]
418 Sources of Currency Crisis: An Empirical Analysis by Weber, Axel A. [Downloadable!]
417 RatImage 3.30 by Abbink, Klaus, and Abdolkarim Sadrieh
415 The Moonlighting Game - An Experimental Study on Reciprocity and Retribution by Abbink, Klaus, Bernd Irlenbusch, and Elke Renner
414 How to deal with unobservable variables in economics by Krelle, Wilhelm [Downloadable!]
410 Loss of Commitment? An Evolutionary Analysis of Bagwell's Example by Schlag, Karl H., and Jörg Oechsler [Downloadable!]
409 Perfect Recall by Ritzberger, Klaus
408 An Experimental Study of Adaptive Behavior in an Oligopolistic Market Game by Nagel, Rosemarie, and Nicolaas J. Vriend
406 A Simple Regime-Switching Model for Stochastic Volatilities by Christopeit, Norbert, and Axel Cron [Downloadable!]
405 Bounds on European Option Prices under Stochastic Volatility by Frey, Rüdiger, and Carlos A. Sin
404 Die Wirkung direkter Auslandsinvestitionen auf Einkommen und Beschäftigung im In- und Ausland by Krelle, Wilhelm [Downloadable!]
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 [Downloadable!]
400 A Non-normative Theory of Inflation and Central Bank Independence by Herrendorf, Berthold, and Manfred J. M. Neumann
399 The Random-Time Binomial Model by Leisen, Dietmar [Downloadable!]
398 Log-Normal Interest Rate Models: Stability and Methodology by Sandmann, Klaus, and Dieter Sondermann [Downloadable!]
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, and Lutz Schloegl [Downloadable!]
395 Factor Models and the Shape of the Term Structure by Schloegl, Erik, and Daniel Sommer [Downloadable!]
4 Germany Before and After Unification: A Strucutral VAR Analysis by Weber, Axel A [Downloadable!]
1996 3 Which one should I imitate? by Schlag, Karl H. [Downloadable!]
394 Lognormality of Rates and Term Structure Models by Goldys, B., M. Musiela, and D. Sondermann [Downloadable!]
393 Aggregation Bias in Estimating European Money Demand Functions by Wesche, Katrin [Downloadable!]
392 Aggregating Money Demand in Europe with a Divisia Index by Wesche, Katrin [Downloadable!]
391 Market Organization by Weisbuch, Gerard, Alan Kirman, and Dorothea K. Herreiner [Downloadable!]
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, and Aner Sela
387 The Diffusion of New Crop Varieties by Fischer, Alistair J., and Anne J. Arnold
386 Experimental Proof for the Motivational Importance of Reciprocity by Jacobsen, Eva, and Abdolkarim Sadrieh
384 The Term Structure of Defaultable Bond Prices by Schönbucher, Philipp J. [Downloadable!]
383 Portfolio Dominance and Optimality in Infinite Security Markets by Aliprantis, C. D., D. J. Brown, I. A. Polyrakis, and 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, and 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 [Downloadable!]
378 On the Evolution of Imitative Behavior by Björnerstedt, Jonas, and Karl H. Schlag [Downloadable!]
377 Continuous-Time Term Structure Models by Musiela, Marek, and Marek Rutkowski [Downloadable!]
376 An Experimental Investigation of the Option Pricing Approach by Abbink, Klaus and 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 [Downloadable!]
371 Puzzling Integratedness of Interest Rates: A Case for Nonparametric Threshold Cointegration? by Cron, Axel, and Jens Weidmann
369 The Costs/Benefits of a Common Monetary Policy in France and Germany and Possible Lessons for Monetary Union by Mélitz, Jacques, and 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 [Downloadable!]
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
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, and Abdolkarim Sadrieh
353 German Unification and the EMS: A Non-Parametric Approach to the Asymmetry Question by Axel Cron, Jens Weidmann [Downloadable!]
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 [Downloadable!]
313 On the Interpretation of Evolutionary Stable Sets by Balkenborg, Dieter, and 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, and Wilhelm Krelle
3 Dominant Strategy Adoption, Efficiency, and Bidders' Experience with Pricing Rules by Harstad, Ronald M. [Downloadable!]
1995 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 [Downloadable!]
3 Binomial Models for Option Valuation - Examining and Improving Convergence by Leisen, D. P. J., and M. Reimer [Downloadable!]
361 Why Imitate, and if so, How? A Bounded Rational Approach to Multi-Armed Bandits by Karl H. Schlag [Downloadable!]
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., and V. L. Girko [Downloadable!]
349 Experimental Methods and Elicitation of Values by Harrison, Glen W., Ronald M. Harstad, and E. Elisabet Rutström
348 An "Alternating Recognition" Model of English Auctions by Harstad, Ronald M., and Michael H. Rothkopf
347 The Dynamic (In)Stability of Backwards Induction by R. Cressman, K.H. Schlag [Downloadable!]
346 Lot Sizing in General Assembly Systems with Setup Costs, Setup Times and Multiple Constrained Resources by Katok, Elena, Holly S. Lewis, and Terry P. Harrison
345 Arbitration And Chilling: Challenging the Convention by Bolton, Gary E. [Downloadable!]
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, and Klaus Abbink
341 Altruists, Egoists and Hooligans in a Local Interaction Model by Illan Eshel, Larry Samuelson, Avner Shaked [Downloadable!]
340 Caution in Generic Decisions Situations by Ewerhart, Christian
337 The Stability of European Money Demand: An Investigation of M3H by Wesche, Katrin [Downloadable!]
336 Approximation Pricing and the Variance-Optimal Martingale Measure by Schweizer, Martin
334 Cyclic Games: An Introduction and Examples by Selten, Reinhard, and Myrna Holtz Wooders
333 Convergence of Option Values under Incompleteness by Runggaldier, Wolfgang J., and Martin Schweizer
331 A Necessary and Sufficient Epistemic Condition for Playing Backward Induction by Balkenborg, Dieter, and 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, and Klaus Sandmann [Downloadable!]
325 RatImage - research Assistance Toolbox for Computer-Aided Human Behavior Experiments by Abbink, Klaus, and Abdolkarim Sadrieh
324 The Strategy of Monetary Targeting: Can the German Experience Provide a Model for the ECB? by Neumann, M. J. M., and Hagen, Jürgen von
323 The Pricing of Asian Options under Stochastic Interest Rates by Nielsen, J. A., and K. Sandmann [Downloadable!]
321 Dynamic Stability in Perturbed Games by R. Cressman & K. H. Schlag [Downloadable!]
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, and Joe Swierzbinski
318 Uniform Consistency of Modified Kernel Estimators in Nonparametric Multivariate VARCH-Models by Axel Cron [Downloadable!]
317 Prominenz der Preise in einem Warenhauskatalog by Dahlhüuser, Heike
314 Evolutionary Stability in Asymmetric Population Games by Balkenborg, Dieter, and Karl H. Schlag [Downloadable!]
310 Market Volatility and Feedback Effects from Dynamic Hedging by Frey, Rüdiger, and Alexander Stremme [Downloadable!]
307 Central Bank Independence and Seigniorage: The Banque de France by Wesche, Katrin, and Jens Weidmann
303, Discussion Paper B-332 Kernel Estimation in Regime-Varying Regression Models by Axel Cron [Downloadable!]
303, Discussion Paper B-316 Uniform Consistency of Modified Kernel Estimators in Parametric ARCH- Models by Axel Cron [Downloadable!]
303, Discussion Paper B-315 OLS--Learning in Non-Stationary Models with Forecast Feedback by Markus Zenner [Downloadable!]
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), and [Downloadable!]
291 Equity-linked life insurance - a model with stochastic interest rates by Nielsen, J. Aase, and Klaus Sandmann [Downloadable!]
274 An Experiment on the Pure Theory of Consumer's Behaviour by Reinhard Sippel [Downloadable!]
272 A Discrete Time Approach for European and American Barrier Options by K. Sandmann & Reimer, M. [Downloadable!]
212 The Direct Approach to Debt Option Pricing by K. Sandmann & Sandmann, K. [Downloadable!]
3 A Systematic Approach to Pricing and Hedging of International Derivatives with Interest-Rate Risk by Frey, Rüdiger, and Daniel Sommer [Downloadable!]
1994 308 Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates by Miltersen, K., K. Sandmann, and D. Sondermann [Downloadable!]
303 Prediction Error Learning and Rational Expectations in Autoregressive Models with Forecast Feedback by Zenner, M. [Downloadable!]
302 On Smile and Skewness by Platen, Eckhard, and Martin Schweizer
301 More on partitioned possibly restricted linear regression by Werner, Hans Joachim, and Cemil Yapar [Downloadable!]
300 Werner, Hans Joachim, and Cemil Yapar by On Inequality Constrained Generalized Least Squares Selections in the General Possibly Singular [Downloadable!]
299 When Does Evolution Lead to Efficiency in Communication Games? by Karl H. Schlag [Downloadable!]
298 Evolution in Partnership Games,an Equivalence Result by Karl H. Schlag [Downloadable!]
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 [Downloadable!]
296 Why Imitate, and if so, How? Exploring a Model of Social Evolution by Schlag, Karl H. [Downloadable!]
295 The French-German Interest Rate Differential since German Unification: The Impact of the 1992 and 1993 EMS Crisis by Henry, Jerome, and Jens Weidmann
294 Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets by Kramkov, D.O. [Downloadable!]
293 On Short Rate Processes and Their Implications for Term Structure Movements by Schlögl, Erik, and Daniel Sommer [Downloadable!]
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, and Ennio Stacchetti
287 Strategic Non-Participation by Jehiel, Philippe, and Benny Moldovanu
286 Cyclical Delay in Infinite Horizon Bargaining with Externalities by Jehiel, Philippe, and 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 [Downloadable!]
284 On the Minimal Martingale Measure and the Foellmer- Schweizer Decomposition by Martin Schweizer [Downloadable!]
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, André, Khalid Sekkat and 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, and 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, and 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 [Downloadable!]
275 Muddling Through: Noisy Equilibrium Selection by Binmore, Ken, and Larry Samuelson
271 Learning to signal in markets by Nöldeke, Georg and Larry Samuelson
270 Experimental Sealed Bid First Price Auctions with Directly Observed Bid Functions by Selten, Reinhard, and Joachim Buchta
269 Aggregierte Geldnachfrage in Europa. Eine empirische Untersuchung der Geldmenge M1 by Wesche, Katrin [Downloadable!]
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. [Downloadable!]
1993 289 Core Implementation and Increasing Returns to Scale for Cooperation by Moldovanu, Benny, and 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, and Dieter Sondermann [Downloadable!]
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, and Klaus Sandmann
238 Zustandspreise und die Modellierung des Zinsänderungsrisikos by Sandmann, K., and E. Schlögl
236 Experimental Results on Interactive Competitive Guessing by Nagel, Rosemarie
235 On the Art of Saying "No" by Jehiel, Philippe, and Benny Moldovanu
234 Cyclical Delay in Bargaining with "Externalities" by Jehiel, Philippe, and Benny Moldovanu
180 A Term Structure Model and the Pricing of Interest Rate Derivative by K. Sandmann & Sondermann, D. [Downloadable!]
1992 1991 1990 1989 1985 Undated :181 Envy,greed and anticipation in ultimatum games with incomplete information: An experimental study by Mitzkewitz,Michael & Nagel,Rosemarie
453 A Market Model for Stochastic Implied Volatility by Schönbucher, Philpp J. [Downloadable!]
441 Economics and Ethics Part I. The General Conception by Krelle, Wilhelm
438 Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market by Lux, T., and M. Marchesi
437 Volatility Clustering in Financial Markets: A Micro-Simulation of Interacting Agents by Lux, T. and M. Marchesi
436 The Limiting Extremal Behaviour of Speculative Returns: An Analysis of Intra-Daily Data from the Frankfurt Stock Exchange by Lux, T.
429 The Stochastic Finite Element Method and Application in Option Pricing by Look, Stefan
428 Oekonomische Grundlagen der Ethik by Krelle, Wilhelm
427 Sophisticated Imitation in Cyclic Games by Hofbauer, Josef, and Karl H. Schlag [Downloadable!]
426 An Options Pricing Experiment with Professional Traders by Abbink, Klaus, and Bettina Kuon
425 Ein Optionsbewertungsexperiment mit professionellen Tradern by Abbink, Klaus, und Bettina Kuon
423 Fictitious Play in Coordination Games by Sela, Aner, and Dorothea K. Herreiner [Downloadable!]
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