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Browsing by Author "Universitat Pompeu Fabra. Departament d'Economia i Empresa"

Now showing items 1-20 of 2195

15 years of new growth economics : what have we learnt?

Sala-i-Martin, Xavier, 1963- (2001-08-01)
A bounded rationality, evolutionary model for behavior in two person reciprocity games

Prisbrey, Jeffrey E. (1993-11-01)
A BPE model for the Burgers' equation

Kohatsu, Arturo; Ogawa, Shigeyoshi (2003-10-01)
A century of global equity market correlations

Quinn, Dennis; Voth, Hans-Joachim (2006-11-01)

In this paper, we use a unique long-run dataset of regulatory constraints on capital account openness to explain stock market correlations. Since stock returns themselves are highly volatile, any examination of what drives ...
A characterization of sequential rationalizability

Apesteguía, José; Ballester, Miguel A. (2008-05-01)
A closed-form option pricing approximation formula for a fractional Heston model

Alòs, Elisa; Yang, Yan (2014-10-01)
A comment on the Nash program and the theory of implementation

Serrano, Roberto (1996-03-01)

The mechanisms in the Nash program for cooperative games are made compatible with the framework of the theory of implementation. This is done through a reinterpretation of the characteristic function that avoids ...
A comparison of stock market mechanisms

Cespa, Giovanni (2001-05-01)

This paper studies the relationship between the amount of public information that stock market prices incorporate and the equilibrium behavior of market participants. The analysis is framed in a static, NREE setup where ...
A consistency test of the time trade-off

Bleichrodt, Han; Pinto, José Luis; Abellán Perpiñán, José María (2003-03-01)
A cross-section model with zeros: an application to the demand for tobacco

Garcia, Jaume; Labeaga, Jose M. (1993-03-01)
A data-dependent skeleton estimate and a scale-sensitive dimension for classification

Horvath, Marta; Lugosi, Gábor (1996-12-01)

The classical binary classification problem is investigated when it is known in advance that the posterior probability function (or regression function) belongs to some class of functions. We introduce and analyze a method ...
A decomposition formula for option prices in the Heston model and applications to option pricing approximation

Alòs, Elisa (2009-12-01)
A dilution cost approach to financial intermediation and securities markets

Bolton, Patrick; Freixas, Xavier (1997-12-01)

This paper proposes a model of financial markets and corporate finance, with asymmetric information and no taxes, where equity issues, Bank debt and Bond financing may all co-exist in equilibrium. The paper emphasizes ...
A DPP evaluation of efficiency gains from channel-manufacturer cooperation on case counts

Ireland, John (1994-02-01)
A dynamic analysis of human welfare in a warming planet

Llavador, Humberto; Roemer, John E.; Silvestre, Joaquim (2008-09-01)
A dynamic choice model of hybrid behavior in the attribute-space

Ladrón de Guevara, Antonio (2001-11-01)
A finite-population revenue management model and a risk-ratio procedure for the joint estimation of population size and parameters

Talluri, Kalyan T. (2009-02-01)
A foundation for strategic agenda voting

Apesteguía, José; Ballester, Miguel A.; Masatlioglu, Yusufcan (2012-02-01)
A game-theoretic analysis of childhood vaccination behavior: Nash versus Kant

De Donder, Philippe; Llavador, Humberto; Penczynski, Stefan; Roemer, John E.; Vélez, Roberto (2021-12-01)

Whether or not to vaccinate one's child is a decision that a parent may approach in several ways. The vaccination game, in which parents must choose whether to vaccinate a child against a disease, is one with positive ...
A general class of adaptative strategies

Hart, Sergiu; Mas-Colell, Andreu (1999-03-01)

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Browsing by Author "Universitat Pompeu Fabra. Departament d'Economia i Empresa"

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