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  1. The optimal allocation of risks under prospect theory
    Author: Stracca, Livio
    Published: 2002
    Publisher:  European Central Bank, Frankfurt am Main

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / European Central Bank ; 161
    Subjects: Bewertung; Nutzen; Erwartungsbildung; Prospect Theory; Risikopräferenz; Prinzipal-Agent-Theorie; Kosten-Nutzen-Analyse; Theorie
    Scope: 30 S
    Notes:
  2. The functional form of the demand for Euro area M 1
    Author: Stracca, Livio
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / European Central Bank ; 51
    Subjects: Geldmenge; Geldnachfrage; Zins; Elastizität; Eurozone; Kointegration; EU-Staaten; Zustandsraummodell
    Scope: 39 S, graph. Darst
    Notes:

    Literaturverz. S. 34 - 36
  3. The functional form of the demand for Euro area M 1
    Author: Stracca, Livio
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / European Central Bank ; 51
    Subjects: Geldmenge; Geldnachfrage; Zins; Elastizität; Eurozone; Kointegration; EU-Staaten; Zustandsraummodell
    Scope: 39 S, graph. Darst
    Notes:

    Literaturverz. S. 34 - 36
  4. Does liquidity matter?
    Properties of synthetic divisia monetary aggregate in the Euro area
    Author: Stracca, Livio
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / European Central Bank ; 79
    Subjects: Geldmenge; Geldnachfrage; Liquidität; Geldpolitik; Eurozone; EU-Staaten
    Scope: 53 S, graph. Darst
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  5. Non-standard Central Bank loss functions, skewed risks, and certainty equivalence
    Author: Al-Nowaihi, Ali; Stracca, Livio
    Published: 2002
    Publisher:  Europ. Central Bank, Frankfurt am Main

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Series: Working paper series / European Central Bank ; 129
    Subjects: Inflationstheorie; Wirtschaftspsychologie; Geldpolitik; Risiko
    Scope: 36 S.
  6. Does liquidity matter?
    properties of a synthetic divisia monetary aggregate in the euro area
    Author: Stracca, Livio
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
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    RVK Categories: QM 430
    Series: Working paper / European Central Bank ; 79
    Subjects: Geldmenge; Geldnachfrage; Liquidität; Geldpolitik; Eurozone; EU-Staaten
    Scope: 53 S., graph. Darst.
    Notes:
  7. Non-standard central bank loss functions, skewed risks, and certainty equivalence
    Author: Al-Nowaihi, Ali; Stracca, Livio
    Published: 2002
    Publisher:  European Central Bank, Frankfurt am Main

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / European Central Bank ; 129
    Subjects: Geldpolitik; Inflationserwartung; Risiko; Wirtschaftspsychologie; Theorie
    Scope: 36 S, b
    Notes:
  8. Does liquidity matter?
    Properties of synthetic divisia monetary aggregate in the Euro area
    Author: Stracca, Livio
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / European Central Bank ; 79
    Subjects: Geldmenge; Geldnachfrage; Liquidität; Geldpolitik; Eurozone; EU-Staaten
    Scope: 53 S, graph. Darst
    Notes:
  9. Non-standard Central Bank loss functions, skewed risks, and certainty equivalence
    Author: Al-Nowaihi, Ali; Stracca, Livio
    Published: 2002
    Publisher:  Europ. Central Bank, Frankfurt am Main

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    DDC Categories: 330; 380; 650; 670
    Series: Working paper series / European Central Bank ; Eurosystem ; No. 129
    Subjects: Geldpolitik; Inflationstheorie; Risiko; Wirtschaftspsychologie; Theorie
    Other subjects: (stw)Geldpolitik; (stw)Inflationserwartung; (stw)Risiko; (stw)Wirtschaftspsychologie; (stw)Theorie; Arbeitspapier; Graue Literatur; Buch; Online-Publikation
    Scope: 28 S., graph. Darst., 30 cm
    Notes:

    Literaturverz. S. 25 - 27
  10. The optimal allocation of risks under prospect theory
    Author: Stracca, Livio
    Published: 2002
    Publisher:  Europ. Central Bank, Frankfurt am Main

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    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QM 430
    DDC Categories: 330; 380; 650; 670
    Series: Working paper series / European Central Bank ; Eurosystem ; No. 161
    Subjects: Sachwert; Bewertung; Nutzen; Erwartungsbildung; Prospect-Theorie; Risikoverhalten; LEN-Modell; Kosten-Nutzen-Analyse; Theorie
    Other subjects: (stw)Bewertung; (stw)Nutzen; (stw)Erwartungsbildung; (stw)Prospect Theory; (stw)Risikopräferenz; (stw)Prinzipal-Agent-Theorie; (stw)Kosten-Nutzen-Analyse; (stw)Theorie; Arbeitspapier; Graue Literatur; Buch; Online-Publikation; Arbeitspapier; Graue Literatur
    Scope: 30 S., graph. Darst., 30 cm
  11. How does the ECB allot liquidity in its weekly main refinancing operations?
    a look at the empirical evidence
    Author: Ejerskov, Steen; Moss, Clara Martin; Stracca, Livio
    Published: 2003
    Publisher:  Europ. Central Bank, Frankfurt am Main

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    DDC Categories: 330; 380; 650; 670
    Series: Working paper series / European Central Bank ; Eurosystem ; No. 244
    Subjects: Geldpolitik; Bankenliquidität; Zinstheorie; Notenbank; Wahrscheinlichkeitsverteilung
    Other subjects: (stw)Geldpolitik; (stw)Bankenliquidität; (stw)Liquiditätseffekt; (stw)Zentralbank; (stw)EU-Staaten; (stw)Martingal; Arbeitspapier; Graue Literatur
    Scope: 50 S., graph. Darst., 30 cm
  12. Does liquidity matter?
    properties of a synthetic divisia monetary aggregate in the Euro area
    Author: Stracca, Livio
    Published: 2001
    Publisher:  Europ. Central Bank, Frankfurt am Main

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QM 430
    DDC Categories: 330; 380; 650; 670
    Series: Working paper series / European Central Bank ; Eurosystem ; No. 79
    Subjects: Geldmenge; Geldnachfrage; Geldpolitik; :z Geschichte 1980-2000
    Other subjects: (stw)1980-2000; (stw)Geldmenge; (stw)Geldnachfrage; (stw)Liquidität; (stw)Geldpolitik; (stw)Eurozone; (stw)EU-Staaten; Arbeitspapier; Graue Literatur; Buch; Online-Publikation; Arbeitspapier; Graue Literatur
    Scope: 53 S., graph. Darst., 30 cm
  13. Crypto-Assets
    implications for financial stability, monetary policy, and payments and market infrastructures
    Contributor: Manaa, Mehdi (MitwirkendeR); Chimienti, Maria Teresa (MitwirkendeR); Adachi, Mitsutoshi M. (MitwirkendeR); Athanassiou, Phoebus (MitwirkendeR); Balteanu, Irina (MitwirkendeR); Calza, Alessandro (MitwirkendeR); Devaney, Conall (MitwirkendeR); Diaz Fernandez, Ester (MitwirkendeR); Eser, Fabian (MitwirkendeR); Ganoulis, Ioannis (MitwirkendeR); Laot, Maxime (MitwirkendeR); Philipp, Günther (MitwirkendeR); Poignet, Raphael (MitwirkendeR); Sauer, Stephan (MitwirkendeR); Schneeberger, Doris (MitwirkendeR); Stracca, Livio (MitwirkendeR); Tapking, Jens (MitwirkendeR); Toolin, Colm (MitwirkendeR); Tyler, Carolyn (MitwirkendeR); Wacket, Helmut (MitwirkendeR)
    Published: Mai 2019
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    This paper summarises the outcomes of the analysis of the ECB Crypto-Assets Task Force. First, it proposes a characterisation of crypto-assets in the absence of a common definition and as a basis for the consistent analysis of this phenomenon.... more

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    This paper summarises the outcomes of the analysis of the ECB Crypto-Assets Task Force. First, it proposes a characterisation of crypto-assets in the absence of a common definition and as a basis for the consistent analysis of this phenomenon. Second, it analyses recent developments in the crypto-assets market and unfolding links with financial markets and the economy. Finally, it assesses the potential impact of crypto-assets on monetary policy, payments and market infrastructures, and financial stability. The analysis shows that, in the current market, crypto-assets’ risks or potential implications are limited and/or manageable on the basis of the existing regulatory and oversight frameworks. However, this assessment is subject to change and should not prevent the ECB from continuing to monitor crypto-assets, raise awareness and develop preparedness.

     
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    Source: Staatsbibliothek zu Berlin
    Contributor: Manaa, Mehdi (MitwirkendeR); Chimienti, Maria Teresa (MitwirkendeR); Adachi, Mitsutoshi M. (MitwirkendeR); Athanassiou, Phoebus (MitwirkendeR); Balteanu, Irina (MitwirkendeR); Calza, Alessandro (MitwirkendeR); Devaney, Conall (MitwirkendeR); Diaz Fernandez, Ester (MitwirkendeR); Eser, Fabian (MitwirkendeR); Ganoulis, Ioannis (MitwirkendeR); Laot, Maxime (MitwirkendeR); Philipp, Günther (MitwirkendeR); Poignet, Raphael (MitwirkendeR); Sauer, Stephan (MitwirkendeR); Schneeberger, Doris (MitwirkendeR); Stracca, Livio (MitwirkendeR); Tapking, Jens (MitwirkendeR); Toolin, Colm (MitwirkendeR); Tyler, Carolyn (MitwirkendeR); Wacket, Helmut (MitwirkendeR)
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789289936880
    Other identifier:
    hdl: 10419/207609
    Series: Occasional paper series / European Central Bank ; no 223
    Scope: 1 Online-Ressource (40 Seiten), Illustrationen, Diagramme
  14. Does liquidity matter?
    properties of a synthetic divisia monetary aggregate in the euro area
    Author: Stracca, Livio
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QM 430
    Series: Working paper / European Central Bank ; 79
    Subjects: Geldmenge; Geldnachfrage; Liquidität; Geldpolitik; Eurozone; EU-Staaten
    Scope: 53 S., graph. Darst.
    Notes:
  15. The fundamentals of safe assets
    Author: Habib, Maurizio Michael; Stracca, Livio; Venditti, Fabrizio
    Published: [2020]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    We study what makes government bonds a safe asset. Building on a sample of monthly changes in government bond yields in 40 advanced and emerging countries, we analyse the sensitivity of yields to country specific fundamentals interacted with changes... more

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    We study what makes government bonds a safe asset. Building on a sample of monthly changes in government bond yields in 40 advanced and emerging countries, we analyse the sensitivity of yields to country specific fundamentals interacted with changes in global risk (VIX). We find that inertia (whether the bond behaved as a safe asset in the past) and good institutions foster a safe asset status, while the size of the debt market is also significant, reflecting the special role of the US. Within advanced and emerging markets, drivers are heterogeneous, with external sustainability in particular being relevant for the latter countries after the global financial crisis. Finally, the safe asset status does not appear to depend on whether the change in global risk is driven by financial shocks rather than by US monetary policy.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789289939980
    Other identifier:
    hdl: 10419/228233
    Series: Working paper series / European Central Bank ; no 2355 (January 2020)
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  16. The global financial cycle and capital flow episodes
    a wobbly link?
    Author: Scheubel, Beatrice; Stracca, Livio; Tille, Cédric
    Published: [2019]
    Publisher:  CESifo, Center for Economic Studies & Ifo Institute, Munich, Germany

    We add to the literature on the influence of the global financial cycle (GFC) and gyrations in capital flows. First, we build a new measure of the GFC based on a structural factor approach, which incorporates theoretical priors in its definition.... more

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    We add to the literature on the influence of the global financial cycle (GFC) and gyrations in capital flows. First, we build a new measure of the GFC based on a structural factor approach, which incorporates theoretical priors in its definition. This measure can also be decomposed in a price-based and quantity-based version of the GFC, which is novel in the literature. Second, we compare our measure to other common existing indicators of the GFC. Third, we estimate the influence of the fluctuations in the GFC on capital flow episodes (sudden stops, flights, retrenchments, surges) and currency crises, also testing for its stability and linearity. We find that the nexus between the GFC and capital flow episodes is generally consistent and not very wobbly. In line with theoretical priors, we find some evidence that the GFC is more important for sudden stops when it is more negative, i.e. the relationship is (mildly) convex, in keeping with a role for occasionally binding constraints, but the evidence for this feature is not strong.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/214969
    Series: Array ; no. 7967 (November 2019)
    Scope: 1 Online-Ressource (circa 47 Seiten), Illustrationen
  17. Much ado about nothing?
    the shale oil revolution and the global supply curve
    Author: Foroni, Claudia; Stracca, Livio
    Published: [2019]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    We focus on the implications of the shale oil boom for the global supply of oil. We begin with a stylized model with two producers, one facing low production costs and one higher production costs but potentially lower adjustment costs, competing á la... more

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    We focus on the implications of the shale oil boom for the global supply of oil. We begin with a stylized model with two producers, one facing low production costs and one higher production costs but potentially lower adjustment costs, competing á la Stackelberg. We find that the supply function is atter for the high cost producer, and that the supply function for shale oil producers becomes more responsive to demand shocks when adjustment costs decline. On the empirical side, we apply an instrumental variable approach using estimates of demand-driven oil price changes derived from a standard structural VAR of the oil market. A main finding is that global oil supply is rather vertical, practically all the time. Moreover, for the global oil market as a whole, we do not find evidence of a major shift to a more price elastic supply as a result of the shale oil boom.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789289935715
    Other identifier:
    hdl: 10419/208343
    Series: Working paper series / European Central Bank ; no 2309 (August 2019)
    Scope: 1 Online-Ressource (circa 27 Seiten), Illustrationen
  18. The global financial cycle and capital flow episodes
    a wobbly link?
    Author: Scheubel, Beatrice; Stracca, Livio; Tille, Cédric
    Published: [2019]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    We add to the literature on the influence of the global financial cycle (GFC) and gyrations in capital flows. First, we build a new measure of the GFC based on a structural factor approach, which incorporates theoretical priors in its definition.... more

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    DS 534
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    We add to the literature on the influence of the global financial cycle (GFC) and gyrations in capital flows. First, we build a new measure of the GFC based on a structural factor approach, which incorporates theoretical priors in its definition. This measure can also be decomposed in a price-based and quantity-based version of the GFC, which is novel in the literature. Second, we compare our measure to other common existing indicators of the GFC. Third, we estimate the influence of the fluctuations in the GFC on capital flow episodes (sudden stops, ights, retrenchments, surges) and currency crises, also testing for its stability and linearity. We find that the nexus between the GFC and capital flow episodes is generally consistent and not very wobbly. In line with theoretical priors, we find some evidence that the GFC is more important for sudden stops when it is more negative, i.e. the relationship is (mildly) convex, in keeping with a role for occasionally binding constraints, but the evidence for this feature is not strong.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789289939065
    Other identifier:
    hdl: 10419/228215
    Series: Working paper series / European Central Bank ; no 2337 (December 2019)
    Scope: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  19. The asymmetric adjustment of global imbalances
    myth or fact?
    Author: Dausà, Neus; Stracca, Livio
    Published: [2023]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    We revisit the so-called "secular international problem", whereby the adjustment of current account imbalances purportedly falls entirely on the shoulders of deficit countries. We introduce a stylised model to rationalise an asymmetric... more

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    We revisit the so-called "secular international problem", whereby the adjustment of current account imbalances purportedly falls entirely on the shoulders of deficit countries. We introduce a stylised model to rationalise an asymmetric counter-cyclical policy reaction that is stronger for deficit countries. When considering large current account adjustments (both deficits and surpluses) in advanced and emerging economies, we find surprisingly little evidence of greater policy activism in deficit countries. However, large surplus adjustments are less frequent and are associated with export compression, whereas deficit adjustments tend to accompanied by import contraction. Moreover, when we look at current account (terms of trade) shocks we do find some evidence of asymmetry in the sense that fiscal policy is tightened only in reaction to shocks leading to a larger deficit position. Finally, emerging markets display a more counter-cyclical response to negative current account shocks, partly mitigated by the quality of institutions.

     
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    Media type: Ebook
    Format: Online
    ISBN: 9789289955195
    Other identifier:
    hdl: 10419/278353
    Series: Working paper series / European Central Bank ; no 2777 (February 2023)
    Subjects: Current account adjustment; fiscal policy; secular international problem; John Maynard Keynes; Harry Dexter White
    Scope: 1 Online-Ressource (circa 36 Seiten), Illustrationen
  20. Myopic loss aversion, disappointment aversion, and the equity premium puzzle
    Author: Fielding, David; Stracca, Livio
    Published: 2003
    Publisher:  European Central Bank, Frankfurt am Main

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    6 B 51082
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / European Central Bank ; 203
    Subjects: Risikoprämie; Portfolio-Management; Derivat; Risikoaversion; Börsenkurs; Theorie; USA
    Scope: 37 S, graph. Darst
    Notes:
  21. What do we know about the global financial safety net?
    rationale, data and possible evolution
    Author: Scheubel, Beatrice; Stracca, Livio
    Published: 2016
    Publisher:  European Central Bank, Frankfurt am Main, Germany

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789289923408
    Other identifier:
    hdl: 10419/154630
    Series: Occasional paper series / European Central Bank ; no 177 (September 2016)
    Scope: 1 Online-Ressource (circa 53 Seiten), Illustrationen, Diagramme, Karten
  22. Public and private risk sharing
    friends or foes : the interplay between different forms of risk sharing
    Author: Giovannini, Alessandro; Ioannou, Demosthenes; Stracca, Livio
    Published: [2022]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    Well-functioning risk-sharing arrangements are essential for the shock absorbing capacity and resilience of an economy, even more so for countries in a monetary union where the single monetary policy is unable to address asymmetric shocks. The common... more

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    Well-functioning risk-sharing arrangements are essential for the shock absorbing capacity and resilience of an economy, even more so for countries in a monetary union where the single monetary policy is unable to address asymmetric shocks. The common shocks that euro area member states have been facing over the past years are just that: common. Yet their impacts are far from equal across countries, implying that risk sharing remains an important issue. This paper discusses the different forms and channels of risk sharing and reviews the main arguments in favour and against the development of different forms of public and private risk sharing in the euro area, focusing in particular on whether they act as complements or substitutes. It proposes a stylised theoretical model of a monetary union to test the complementarity or substitutability between public and private risk sharing. While the model calibration finds that substitutability prevails, the model also contains an interesting complementarity whereby a central fiscal capacity makes private risk sharing more efficient, especially in crisis times. Our findings are relevant for the ongoing policy discussion on EMU deepening as the provision of public risk sharing as well as the overall degree of risk sharing are still comparatively low in the euro area.

     
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789289948494
    Other identifier:
    hdl: 10419/268039
    Series: Occasional paper series / European Central Bank ; no 295 (June 2022)
    Subjects: Risk sharing; Economic and Monetary Union; monetary union
    Scope: 1 Online-Ressource (48 Seiten), Illustrationen
  23. Crypto-Assets
    implications for financial stability, monetary policy, and payments and market infrastructures
    Contributor: Manaa, Mehdi (MitwirkendeR); Chimienti, Maria Teresa (MitwirkendeR); Adachi, Mitsutoshi M. (MitwirkendeR); Athanassiou, Phoebus (MitwirkendeR); Balteanu, Irina (MitwirkendeR); Calza, Alessandro (MitwirkendeR); Devaney, Conall (MitwirkendeR); Diaz Fernandez, Ester (MitwirkendeR); Eser, Fabian (MitwirkendeR); Ganoulis, Ioannis (MitwirkendeR); Laot, Maxime (MitwirkendeR); Philipp, Günther (MitwirkendeR); Poignet, Raphael (MitwirkendeR); Sauer, Stephan (MitwirkendeR); Schneeberger, Doris (MitwirkendeR); Stracca, Livio (MitwirkendeR); Tapking, Jens (MitwirkendeR); Toolin, Colm (MitwirkendeR); Tyler, Carolyn (MitwirkendeR); Wacket, Helmut (MitwirkendeR)
    Published: Mai 2019
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    This paper summarises the outcomes of the analysis of the ECB Crypto-Assets Task Force. First, it proposes a characterisation of crypto-assets in the absence of a common definition and as a basis for the consistent analysis of this phenomenon.... more

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    This paper summarises the outcomes of the analysis of the ECB Crypto-Assets Task Force. First, it proposes a characterisation of crypto-assets in the absence of a common definition and as a basis for the consistent analysis of this phenomenon. Second, it analyses recent developments in the crypto-assets market and unfolding links with financial markets and the economy. Finally, it assesses the potential impact of crypto-assets on monetary policy, payments and market infrastructures, and financial stability. The analysis shows that, in the current market, crypto-assets’ risks or potential implications are limited and/or manageable on the basis of the existing regulatory and oversight frameworks. However, this assessment is subject to change and should not prevent the ECB from continuing to monitor crypto-assets, raise awareness and develop preparedness.

     
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    Source: Staatsbibliothek zu Berlin
    Contributor: Manaa, Mehdi (MitwirkendeR); Chimienti, Maria Teresa (MitwirkendeR); Adachi, Mitsutoshi M. (MitwirkendeR); Athanassiou, Phoebus (MitwirkendeR); Balteanu, Irina (MitwirkendeR); Calza, Alessandro (MitwirkendeR); Devaney, Conall (MitwirkendeR); Diaz Fernandez, Ester (MitwirkendeR); Eser, Fabian (MitwirkendeR); Ganoulis, Ioannis (MitwirkendeR); Laot, Maxime (MitwirkendeR); Philipp, Günther (MitwirkendeR); Poignet, Raphael (MitwirkendeR); Sauer, Stephan (MitwirkendeR); Schneeberger, Doris (MitwirkendeR); Stracca, Livio (MitwirkendeR); Tapking, Jens (MitwirkendeR); Toolin, Colm (MitwirkendeR); Tyler, Carolyn (MitwirkendeR); Wacket, Helmut (MitwirkendeR)
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789289936880
    Other identifier:
    hdl: 10419/207609
    Series: Occasional paper series / European Central Bank ; no 223
    Scope: 1 Online-Ressource (40 Seiten), Illustrationen, Diagramme
  24. The functional form of the demand for euro area M I
    Author: Stracca, Livio
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper / European Central Bank ; 51
    Subjects: Geldmenge; Geldnachfrage; Zins; Elastizität; Eurozone; Kointegration; EU-Staaten; Zustandsraummodell
    Scope: 39 S., graph. Darst.
    Notes:

    Literaturverz. S. 34 - 36
  25. The optimal allocation of risks under prospect theory
    Author: Stracca, Livio
    Published: 2002
    Publisher:  European Central Bank, Frankfurt am Main

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QM 430
    Series: Working paper / European Central Bank ; 161
    Subjects: Bewertung; Nutzen; Erwartungsbildung; Prospect Theory; Risikopräferenz; Prinzipal-Agent-Theorie; Kosten-Nutzen-Analyse; Theorie
    Scope: 30 S.
    Notes: