搜索结果: 16-22 共查到“商业经济学 price”相关记录22条 . 查询时间(0.245 秒)
Market Price of Risk and Random Field Driven Models of Term Structure: A Space-Time Change of Measure Look
Market Price Risk Random Field Driven Models Term Structure
2010/10/20
No-arbitrage models of term structure have the feature that the return on zero-coupon bonds is the sum of the short rate and the product of volatility and market price of risk. Well known models rest...
MIT commercial property price index posts record drop--Gauge declines 18 percent in second quarter, but signs of bottom appear
commercial property price index bottom
2009/8/10
Transaction prices of commercial property sold by major institutional investors fell by 18 percent in the second quarter of 2009, according to an index developed and published by the MIT Center for Re...
The Price of Sin: The Effects of Social Norms on Markets
The Price of Sin The Effects Social Norms Markets
2014/3/18
We provide evidence for the effects of social norms on markets by studying “sin” stocks—publicly traded companies involved in producing alcohol, tobacco, and gaming. We hypothesize that there is a soc...
In finance, one usually deals not with prices but with growth rates $R$, defined as the difference in logarithm between two consecutive prices. Here we consider not the trading volume, but rather the ...
Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents
demand price viewed market agents
2010/12/13
We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social ...
Price Formation in a Competitive Market When the Payoff of an Asset Depends on the Market Price
Market microstructure CARA-Normal private information
2010/12/7
We consider a competitive market where the final payoff of a risky asset depends on the market price of the asset. It is shown that when the final payoff depends on the market price, there are multipl...
Price transmission and estimations of price elasticity of secondary demand functions: application on commodity market for food grains
price transmission elasticity of price transmission consumer demand for bakery products and flour direct price elasticity of consumer demand direct price elasticity of secondary demand
2014/3/20
The paper is focused on the quantitative analysis of the price transmission and on its use for the estimations of the direct price elasticity of the vertical-derived demand functions. The price transm...