SFB 649 Discussion Paper Series 2009
For a complete list of Discussion Papers published by the SFB 649,
please visit http://sfb649.wiwi.hu-berlin.de.
001 "Implied Market Price of Weather Risk" by Wolfgang Hardle and Brenda
Lopez Cabrera, January 2009.
002 "On the Systemic Nature of Weather Risk" by Guenther Filler, Martin
Odening, Ostap Okhrin and Wei Xu, January 2009.
003 "Localized Realized Volatility Modelling" by Ying Chen, Wolfgang Karl
Hardle and Uta Pigorsch, January 2009.
004 "New recipes for estimating default intensities" by Alexander Baranovski,
Carsten von Lieres and André Wilch, January 2009.
005 "Panel Cointegration Testing in the Presence of a Time Trend" by Bernd
Droge and Deniz Dilan Karaman Orsal, January 2009.
006 "Regulatory Risk under Optimal Incentive Regulation" by Roland Strausz,
January 2009.
007 "Combination of multivariate volatility forecasts" by Alessandra
Amendola and Giuseppe Storti, January 2009.
008 "Mortality modeling: Lee-Carter and the macroeconomy" by Katja
Hanewald, January 2009.
009 "Stochastic Population Forecast for Germany and its Consequence for the
German Pension System" by Wolfgang Hardle and Alena Mysickova,
February 2009.
010 "A Microeconomic Explanation of the EPK Paradox" by Wolfgang Hardle,
Volker Kratschmer and Rouslan Moro, February 2009.
011 "Defending Against Speculative Attacks" by Tijmen Daniëls, Henk Jager
and Franc Klaassen, February 2009.
012 "On the Existence of the Moments of the Asymptotic Trace Statistic" by
Deniz Dilan Karaman Orsal and Bernd Droge, February 2009.
SFB 649, Spandauer Straβe 1, D-10178 Berlin
http://sfb649.wiwi.hu-berlin.de
This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic Risk".
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