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  1. Does blockchain facilitate responsible sourcing?
    an application to the diamond supply chain
    Autor*in: Sumkin, Dmitry; Hasija, Sameer; Netessine, Serguei
    Erschienen: [2021]
    Verlag:  INSEAD, [Fontainebleau]

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Array ; 2021, 28
    Schlagworte: Sourcing Strategy; Blockchain; Social Responsibility; Market Segmentation; AsymmetricInformation and Signaling
    Umfang: 1 Online-Ressource (circa 63 Seiten), Illustrationen
  2. The price effects of innovative security design
    Autor*in: Célérier, Claire; Liao, Gordon; Vallée, Boris
    Erschienen: [2021]
    Verlag:  [University of Toronto - Rotman School of Management], [Toronto]

    This paper investigates the effects of the issuance of retail products with non-linear payoffs on option prices. For a given underlying asset, when the outstanding volume of products embedding a short-put position increases, implied volatility at the... mehr

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    Standort:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    This paper investigates the effects of the issuance of retail products with non-linear payoffs on option prices. For a given underlying asset, when the outstanding volume of products embedding a short-put position increases, implied volatility at the corresponding strike decreases. A similar pattern exists for the dividend term structure: larger outstanding volumes of retail structured products are associated with a flattened dividend term structured. A simple trading strategy exploiting this pattern leads to a Sharpe ratio above 2. These results are consistent with the existence of segmented markets and speak to the equilibrium effects of the retail demand for innovative securities

     
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    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
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    Schriftenreihe: [Rotman School of Management working paper ; no. 3881268]
    Schlagworte: Security Design; Volatility; Dividend; Options; Structured Products; Market Segmentation
    Umfang: 1 Online-Ressource (circa 29 Seiten), Illustrationen
  3. International macroeconomics with imperfect financial markets
    Autor*in: Maggiori, Matteo
    Erschienen: 08 April 2022
    Verlag:  Centre for Economic Policy Research, London

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    LZ 161
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    Standort:
    Universitätsbibliothek Mannheim
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    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Array ; DP17197
    Schlagworte: Financial frictions; Market Segmentation; Risk Bearing Capacity; GlobalFinancial Institutions; FX Intervention; CIP; Exchange Rate Disconnect; InternationalMonetary System
    Umfang: 1 Online-Ressource (circa 58 Seiten), Illustrationen
  4. Sorting versus screening in decentralized markets with adverse selection
    Autor*in: Auster, Sarah; Gottardi, Piero
    Erschienen: July 2022
    Verlag:  ECONtribute, Bonn

    We study the role of traders' meeting capacities in decentralized markets with adverse selection. Uninformed customers choose trading mechanisms in order to find a provider for a service. Providers are privately informed about their quality and aim... mehr

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 711
    Fernleihe:
    keine Fernleihe

     

    We study the role of traders' meeting capacities in decentralized markets with adverse selection. Uninformed customers choose trading mechanisms in order to find a provider for a service. Providers are privately informed about their quality and aim to match with one of the customers. We consider a rich set of meeting technologies and characterize the properties of the equilibrium allocations for each of them. In equilibrium, different provider types can be separated either via sorting - they self-select into different submarkets - or screening within the trading mechanism, or a combination of the two. We show that, as the meeting technology improves, the equilibrium features more screening and less sorting. Interestingly, this reduces both the average quality of trade as well as the total level of trade in the economy. The trading losses are, however, compensated by savings in entry costs, so that welfare increases.

     
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    Sprache: Englisch
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    Format: Online
    Weitere Identifier:
    hdl: 10419/262342
    Schriftenreihe: ECONtribute discussion paper ; no. 180
    Schlagworte: Competitive Search; Adverse Selection; Market Segmentation
    Umfang: 1 Online-Ressource (circa 56 Seiten), Illustrationen
  5. Granular investors and international bond prices
    scarcity-induced safety
    Autor*in: Faia, Ester; Salomão, Juliana; Ventula Veghazy, Alexia
    Erschienen: 10 July 2022
    Verlag:  Centre for Economic Policy Research, London

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    LZ 161
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    Standort:
    Universitätsbibliothek Mannheim
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    Sprache: Englisch
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    Format: Online
    Schriftenreihe: Array ; DP17454
    Schlagworte: heterogeneous investors; Market Segmentation; securities data; uncovered andcovered interest rate parity; scarcity channel; duration extraction channel; asset safety
    Umfang: 1 Online-Ressource (circa 70 Seiten), Illustrationen
  6. Import quality in former centrally planned EU countries
    Autor*in: Merella, Vincenzo; Tauser, Josef
    Erschienen: [2022]
    Verlag:  CCA, Fondazione Collegio Carlo Alberto, Torino

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    Verlag (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 671
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    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Carlo Alberto notebooks ; no. 684 (December 2022)
    Schlagworte: EU; Former Centrally Planned Countries; Import Composition; International Trade; Market Segmentation; Pricing-to-market
    Umfang: 1 Online-Ressource (circa 26 Seiten)
  7. ECB interventions in distressed sovereign debt markets : The case of Greek bonds
    Autor*in: Trebesch, Christoph; Zettelmeyer, Jeromin
    Erschienen: 2018
    Verlag:  Kiel Institute for the World Economy (IfW), Kiel

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  8. Product quality perception of former centrally planned EU countries' imports and exports
    Autor*in: Merella, Vincenzo; Taušer, Josef
    Erschienen: [2022]
    Verlag:  $nVŠE, Faculty of International Relations, [Praha]

    After Comeconís dissolution, agentsí lack of experience in product di§erentiation could have triggered demand-side mechanisms affecting trade flows between the two sides of the fallen Iron Curtain. Specifically, producers from a block of countries... mehr

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 865
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    keine Fernleihe

     

    After Comeconís dissolution, agentsí lack of experience in product di§erentiation could have triggered demand-side mechanisms affecting trade flows between the two sides of the fallen Iron Curtain. Specifically, producers from a block of countries might have faced a quality perception gap when exporting to the other block. We investigate this issue empirically by examining EU custom data. Our findings are consistent with products originating from former centrally planned countries being penalized by consumers from established decentralized economies. The magnitude of this effect lowers over time and vanishes when we consider extra-EU exporters. The evidence aligns with psychology and marketing contributions and may have important implications for the literature on international trade and economic development dealing with quality di§erentiation and foreign direct investment.

     
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    Schriftenreihe: Working paper series / [VŠE, Faculty of International Relations] ; 2022, 02
    Schlagworte: Developing Countries; EU; Former Centrally Planned Countries; Import Origin; International Trade; Market Segmentation; Nonhomothetic preferences; Pricing-to-market; Product Quality Perception
    Umfang: 1 Online-Ressource (circa 32 Seiten), Illustrationen
  9. Unconventional monetary policy in a currency union with segmentation in the market for government debt
    Autor*in: Tischbirek, Andreas
    Erschienen: September 2016
    Verlag:  Université de Lausanne, Faculté des hautes études commerciales (HEC), Département d'économétrie et économie politique, Lausanne

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Fernleihe:
    keine Fernleihe
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    Hinweise zum Inhalt
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Cahier de recherches économiques du DEEP ; 16, 16
    Schlagworte: Unconventional Monetary Policy; Quantitative Easing; Policy Coordination; Monetary Union; Market Segmentation
    Umfang: 1 Online-Ressource (circa 49 Seiten), Illustrationen