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Elasticity of risk aversion and international trade
13 references·16 citing·38 second hop
Elasticity of risk aversion and international trade (2006)Elasticity of risk aversion and internati…Two-Moment Decision Models and Expected Utility Maximization (2016)Two-Moment Decision Models an…The Economics of Exchange Rates (2004)The Economics of Exchange Rat…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…The Microstructure Approach to Exchange Rates (2001)The Microstructure Approach t…Parametric characterizations of risk aversion and prudence (2000)Parametric characterizations …The Impact of Exchange Rate Volatility on International Trade Flows (1999)The Impact of Exchange Rate V…Exchange rate variability and the level of international trade (1993)Exchange rate variability and…Exchange rate variability and trade: why is it so difficult to find any empirical relationship? (1991)Exchange rate variability and…Exchange-Rate Instability. (1990)Exchange-Rate Instability.Economic Decisions Under Uncertainty (1989)Economic Decisions Under Unce…International trade with forward-futures markets under exchange rate and price uncertainty (1986)International trade with forw…Hedging and the Competitive Firm under Price Uncertainty (1979)Hedging and the Competitive F…Entscheidungskriterien bei Risiko (1967)Entscheidungskriterien bei Ri…Review on Efficiency and Anomalies in Stock Markets (2020)Review on Efficiency and Anom…Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk (2018)Mean–variance, mean–VaR, and …Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China (2014)Stochastic dominance statisti…The performance of commodity trading advisors: A mean-variance-ratio test approach (2012)The performance of commodity …A New Pseudo-Bayesian Model with Implications for Financial Anomalies and Investors’ Behavior (2012)A New Pseudo-Bayesian Model w…The Relationship between Exchange Rates and International Trade: A Review of Economic Literature (2011)The Relationship between Exch…Test statistics for prospect and Markowitz stochastic dominances with applications (2011)Test statistics for prospect …Multivariate causality tests with simulation and application (2011)Multivariate causality tests …An Improved Estimation to Make Markowitz's Portfolio Optimization Theory Users Friendly and Estimation Accurate with Application on the US Stock Market Investment (2011)An Improved Estimation to Mak…Multivariate linear and nonlinear causality tests (2010)Multivariate linear and nonli…Gains from diversification on convex combinations: A majorization and stochastic dominance approach (2009)Gains from diversification on…A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction (2009)A pseudo-Bayesian model in fi…The Disappearing Calendar Anomalies in the Singapore Stock Market (2006)The Disappearing Calendar Ano…Stochastic dominance theory for location-scale family (2006)Stochastic dominance theory f…Stochastic dominance and mean–variance measures of profit and loss for business planning and investment (2006)Stochastic dominance and mean…On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares (2006)On Testing the Equality of th…On the theory of the competitive firm under price uncertainty (1971)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Managerial Risk Preferences for Below-Target Returns (1980)International trade and exchange rate volatility (1992)Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals (2012)Investment Under Uncertainty (1971)Formulating and estimating dynamic linear rational expectations models (1980)Hysteresis, Import Penetration, and Exchange Rate Pass-Through (1989)The theory and practice of financial stability (1996)Exchange Rate Volatility and International Trade (1999)Exchange rate regimes in an increasingly integrated world economy (2000)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)Social Insurance, Incentives and Risk-Taking (1998)Evaluation and Decision Models: a Critical Perspective (2002)Preferences over location-scale family (2007)Order Flow and Exchange Rate Dynamics (1999)Market microstructure: A survey (2000)Common Risk Factors in Currency Markets (2011)A Theory of the Welfare State (1994)What You Don't Know About Customer-Perceived Quality: The Role of Customer Expectation Distributions (1999)Ex Post Liability for Harm vs. Ex Ante Safety Regulation: Substitutes or Complements? (2018)Conditional variance and the risk premium in the foreign exchange market (1985)The econometric analysis of models with risk terms (1988)Banking on currency forecasts: How predictable is change in money? (1995)The ‘New’ Theory of Optimum Currency Areas (1993)Noise Trading and Exchange Rate Regimes (2002)Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study (2003)Has the Euro Increased Trade? (2002)A New Look at Exchange Rate Volatility and Trade Flows (2004)Exchange rate volatility and trade flows: a review article (2007)Preselective strategies for the optimization of stochastic project networks under resource constraints (1983)Stochastic scheduling problems I — General strategies (1984)Teams take the better risks (2006)
this work references cited by second hop

References

  • 2003The Economics of Exchange Rates1,327 cited
  • 2001The Microstructure Approach to Exchange Rates1,043 cited
  • 2016Two-Moment Decision Models and Expected Utility Maximization590 cited
  • 1999The Impact of Exchange Rate Volatility on International Trade Flows559 cited
  • 1990Exchange-Rate Instability.453 cited
  • 2004The Economics of Exchange Rates435 cited
  • 1979Hedging and the Competitive Firm under Price Uncertainty390 cited
  • 1967Entscheidungskriterien bei Risiko368 cited
  • 1993Exchange rate variability and the level of international trade200 cited
  • 1989Economic Decisions Under Uncertainty188 cited
  • 1991Exchange rate variability and trade: why is it so difficult to find any empirical relationship?161 cited
  • 1986International trade with forward-futures markets under exchange rate and price uncertainty161 cited
  • 2000Parametric characterizations of risk aversion and prudence78 cited

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  • 2006Stochastic dominance and mean–variance measures of profit and loss for business planning and investment164 cited
  • 2010Multivariate linear and nonlinear causality tests118 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2009A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction93 cited
  • 2020Review on Efficiency and Anomalies in Stock Markets89 cited
  • 2011Test statistics for prospect and Markowitz stochastic dominances with applications87 cited
  • 2009Gains from diversification on convex combinations: A majorization and stochastic dominance approach80 cited
  • 2011An Improved Estimation to Make Markowitz's Portfolio Optimization Theory Users Friendly and Estimation Accurate with Application on the US Stock Market Investment76 cited
  • 2011The Relationship between Exchange Rates and International Trade: A Review of Economic Literature74 cited
  • 2014Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China68 cited
  • 2018Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk68 cited
  • 2006The Disappearing Calendar Anomalies in the Singapore Stock Market65 cited
  • 2006Stochastic dominance theory for location-scale family51 cited
  • 2012A New Pseudo-Bayesian Model with Implications for Financial Anomalies and Investors’ Behavior50 cited
  • 2006On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares47 cited
  • 2011Multivariate causality tests with simulation and application44 cited
  • 2012The performance of commodity trading advisors: A mean-variance-ratio test approach25 cited