搜索结果: 1-15 共查到“货币银行学 pricing”相关记录39条 . 查询时间(0.125 秒)
Detection of Possible Tax-Evasive Transfer Pricing in Multinational Enterprises [full text
Multinational entities Tax authorities Tax evasion Transfer prices
2016/1/26
In this paper we analyze possible source of tax evasion in the multinational entity (hereinafter “MNE”). We show that the tax obligation of the whole MNE depends on the ownership structure of companie...
Recently there has been a signi"cant decline in the degree to which "rms &pass through'
changes in costs to prices, a decline that is frequently characterized as a reduction in the
&pricing power' o...
For comments and suggestions, we thank Olivier Blanchard, Markus Brunnermeier, John Campbell,
Martin Feldstein, and participants at the NBER Asset Pricing and Monetary Policy Pre-Conference
in Novem...
STATE-DEPENDENT OR TIME-DEPENDENT PRICING: DOES IT MATTER FOR RECENT U.S. INFLATION?
Depend on depends on the time pricing inflation
2015/7/20
STATE-DEPENDENT OR TIME-DEPENDENT PRICING: DOES IT MATTER FOR RECENT U.S. INFLATION.
华中科技大学投资学课件Chapter10 Arbitrage Pricing Theory
华中科技大学 投资学 课件 Chapter10 Arbitrage Pricing Theory
2015/5/19
华中科技大学投资学课件Chapter10 Arbitrage Pricing Theory。
华中科技大学投资学课件Chapter8 The Capital Asset Pricing Model
华中科技大学 投资学 课件 Chapter8 The Capital Asset Pricing Model
2015/5/19
华中科技大学投资学课件Chapter8 The Capital Asset Pricing Model。
Leverage Asset Pricing
return predictability cross sectional asset pricing financial intermediation macrofinance
2014/3/18
We investigate intermediary asset pricing theories empirically and find strong support for intermediary book leverage as the relevant state variable. A parsimonious dynamic pricing model that uses det...
Beyond Disparate Impact: Risk-based Pricing and Disparity in Consumer Credit History Scores
Credit scoring Risk-based pricing expanding range of activities
2011/8/22
Despite the increasing importance of credit scoring to an expanding range of activities, very little is known about the nature of the credit scoring process. This article examines the interaction of c...
Is There a Cost Channel of Monetary Policy Transmission? An Investigation into the Pricing Behavior of 2,000 Firms
monetary transmission cost channel working capital
2011/8/21
The paper exploits a unique panel, covering some 2,000 Italian manufacturing firms and 14 years of data on individual prices and individual interest rates paid on several types of debt, to address the...
To fee or not to fee: Pricing policies in financial counseling
Pricing Financial advisor Financial counseling
2011/8/21
Pricing represents a key variable in the financial advisory industry. For this reason we investigate the possibility of identifying the type of advisory provided by making use of the pricing policy th...
Preferences, Lévy Jumps and Option Pricing
equilibrium option pricing recursive utility Levy jumps
2011/4/2
This paper derives an equilibrium formula for pricing European options and other contingent claims which allows incorporating impacts of several important economic variable on security prices includin...
Denoising Surprises in Option Pricing
financial time series option premium attenuated volatility
2011/3/30
We perform wavelet decomposition of high frequency financial time series into high and low-energy spectral sectors. Taking the FTSE100 index as a case study, and working with the Haar basis, it turns ...
Pricing of barrier options by marginal functional quantization
Pricing barrier options marginal functional quantization
2011/1/4
This paper is devoted to the pricing of Barrier options by optimal quadratic quantization method. From a known useful representation of the premium of barrier options one deduces an algorithm similar ...
Pricing and Hedging in Affine Models with Possibility of Default
Pricing Hedging in Affine Models Possibility of Default
2011/1/4
We propose a general class of models for the simultaneous treatment of equity, corporate bonds, government bonds and derivatives. The noise is generated by a general affine Markov process. The framewo...
Housing risk and return: Evidence from a housing asset-pricing model
asset pricing house price returns risk factors
2011/3/31
This paper investigates the risk-return relationship in determination of housing asset pricing. In so doing, the paper evaluates behavioral hypotheses advanced by Case and Shiller (1988, 2002, 2009) i...