Browsing Wirtschaftswissenschaftliche Fakultät by Title
Now showing items 203-222 of 309
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Okonometrische Verfahren zur Messung von Segregation und Lohndiskriminierung - eine theoretische und empirische Studie
(2013-01-31)In most economies males earn higher wages than females. The question is whether this wage gap is due to discrimination or not. The dominant approach is the human capital theory by Becker and Mincer. It means that workers ... -
On some special-purpose hidden Markov models
(2011-05-11)Hidden Markov models (HMMs) provide flexible devices for modelling time series of observations that depend on underlying serially correlated states. They constitute a specific class of ... -
On the credibility of macroeconomic reform and stabilization policies
(1999)The formation of macroeconomic policy is conceptualized as on-going process of interaction between private individuals and a centralized policymaker. This interaction is inherently strategic in nature and lends itself to ... -
On the Determinants of Premiums in Financial Markets
(2023-08-24)This dissertation analyzes the pricing, exposures as well as information content of options. It aims to fill research gaps in the existing options-literature in the research fields of volatility-related pricing, option-exposures ... -
On the role of financial derivatives for the genesis and analysis of volatility in commodity markets
(2016-04-27)Food price volatility has re-emerged as an important topic of political discussion since the food price crisis of 2007/08. Not only the observation of increasing price levels but also their apparent increased volatility ... -
Operational Risk Management - Implementing a Bayesian Network for Foreign Exchange and Money Market Settlement
(2005-09-09)Operational risk losses in the financial industry usually occur at the business unit (micro) level and are due to weak management oversight, weak internal controls or the lack of it, or to ... -
Organization and Incentivization of Risk Management
(2022-03-22)Risk management is accepted as relevant for success of organizations and stability of the whole economy. Therefore, an organization of an appropriate risk management system is mandatory in many countries, especially for ... -
Partial Least Squares and Principal Component Analysis with Non-metric Variables for Composite Indices
(2015-08-28)A composite index is an aggregated variable comprising individual indicators and weights that commonly represent the relative importance of each indicator. Composite indices are often used to measure latent phenomena or ... -
Path-dependent Risk Measures - Theory and Applications
(2021-01-22)This dissertation addresses various key aspects in risk measurement with path-dependent risk measures. In contrast to most classical risk measures like value-at-risk, (semi-)variance, expected shortfall, or lower partial ... -
Political Determinants of Foreign Aid and International Trade
(2012-09-27)This rise of emerging economies is visible in international development cooperation and international trade. Aid contributions from donor countries operating outside of the established group of the OECD’s Development ... -
Political Economy in a globalized world
(2015-06-12)This cumulative dissertation contains three papers. I. Geopolitics, Aid and Growth. We investigate the effects of short-term political motivations on the effectiveness of foreign aid. Specifically, we test whether the ... -
Portfolio Strategies with Classical and Alternative Benchmarks
(2018-07-19)This dissertation addresses different key elements in portfolio management. It intends to improve and analyze influences on portfolio strategies and their performance. Likewise, it aims at the systematization and extension ... -
Poverty and Vulnerability in Vietnam
(2013-10-23)Since doi moi, Vietnam has made remarkable achievements in many frontiers. However, much effort needs to be done to further improve social and economic sectors, particularly in the context of increasing the number of ... -
Poverty, Inequality and the Decarbonization of Economic Development
(2017-01-13)Low and middle income countries are responsible for more than two thirds of global greenhouse gas (GHG) emissions. Although climate stabilization is now impossible without effective climate mitigation policies in developing ... -
Poverty, social mobility, and the middle class: The case of South Africa
(2018-10-24)The wave of upbeat stories on the developing world's emerging middle class has reinvigorated a debate on how social class in general and the middle class in particular ought to be defined and empirically measured. With the ... -
Products consisting of materials based on renewable resources: Drivers of purchase intention, consumers' information needs and target groups
(2015-05-20)This thesis is about consumer acceptance of products consisting of materials which are based on renewable resources. The focus is on wood-based materials, including solid wood but also by-products and wood waste, as only ... -
Promises and Perils of Globalization
(2019-02-11)Chapter 1 investigates the role of globalized flows of finance (development aid) and goods (trade). Both factors are of international character and relate to the global perspective. Thus, we choose macro lenses and combine ... -
Prozeßverbesserung der Projektorganisation
(2001-09-06)In this scientific paper we describe from our point of view, a basis for an efficient and flexible concept that we call "Planungsinselkonzept" (PIK). This concept is based on project ...