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Article(electronic)#17December 20, 2010
Obama var her
In: Internasjonal politikk, Volume 68, Issue 4, p. 629-634
ISSN: 1891-1757
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Article(print)#182010
Obama var her
In: Internasjonal politikk, Volume 68, Issue 4, p. 629-634
ISSN: 0020-577X
Discusses the Nobel Peace Prize committee's motivations behind Barak Obama's laureateship and the criticism this seemingly premature decision bought the committee. It is hard to evaluate whether the peace prize has helped or hindered Obama's task, but the Whitehouse originally expressed concerns over it. Internationally the prize gave Norway the impression of being a country full of reality removed idealists. L. Pitkaniemi
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Article(electronic)#19October 1, 2006
Var går gränsen?
In: Sociologisk forskning: sociological research : journal of the Swedish Sociological Association, Volume 43, Issue 4, p. 41-65
ISSN: 2002-066X
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Article(electronic)#20March 31, 2016
Godhet som vare
In: Rus & samfunn, Volume 10, Issue 1, p. 48-50
ISSN: 1501-5580
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Article(electronic)#21May 28, 2009
– Jeg var næringslivsnarkoman
In: Rus & samfunn, Volume 3, Issue 2, p. 41-43
ISSN: 1501-5580
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Article(print)#222001
Til vare lesere
In: Internasjonal politikk, Volume 59, Issue 1, p. 3-4
ISSN: 0020-577X
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Open Access#242001
Monetäre Schocks in VAR-Modellen
Im folgenden soll versucht werden, empirische Evidenz zum Transmissionsmechanismus mit Hilfe monetärer Schocks zu generieren. Die quantitativen Auswirkungen der monetären Impulse werden mit Hilfe von Impuls-Antwort-Funktionen beschrieben, wobei die Impuls- Antwort-Funktionen auf einem VAR Modell basieren. Bei der Schätzung der Impuls- Antwort-Folgen wird berücksichtigt, dass die zugrundeliegenden Daten meistenteils eine Einheitswurzel (unit root) aufweisen und die Zeitreihen kointegriert sind. Die Konfidenzintervalle der geschätzten Impuls-Antwort-Folgen werden mit Hilfe eines Bootstrap-Verfahrens ermittelt.
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Article(electronic)#272015
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles
In: ECB Working Paper No. 1814
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Article(electronic)#29January 2005
VaR in real options analysis
In: Review of financial economics: RFE, Volume 14, Issue 3-4, p. 189-208
ISSN: 1873-5924
AbstractCash Flow from operations can be controlled using real options. In this normative paper, we quantify Trigeorgis's intuition [Trigeorgis, L., 1996. Real options: Managerial flexibility and strategy in resource allocation. Cambridge, MA: MIT Press] (p 123), about the risk management properties of real options with respect to downside risk. This result is reached modeling the whole distribution in expanded NPV using a Markov chain Monte Carlo method, computing forward the same expected expanded NPV previously obtained in a backward induction process. A number of original results are derived for an all equity financed firm which exercises optimally the options to wait, to mothball, and to abandon. Cash Flow distribution and CFaR are derived for each epoch in the life of the project. A VaR for the expanded NPV at time 0 is derived. A numerical example studies value and risk in shipping finance.
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Article(electronic)#30October 15, 2008
Hvor queer var Baudrillard?
In: Kvinder, køn og forskning, Issue 3
En komparativ analyse af kønskritik og alternative kønsstrategier i Jean Baudrillards De la séduction (1979) og Judith Butlers Gender Trouble (1990).
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