• Capacity utilization under credit constraints: A firm-level study of Latin American manufacturing 

      Zhang, Dengjun (Peer reviewed; Journal article, 2020-08)
      In developing countries, the credit market usually is underdeveloped. Low access to credit affects firms' production decisions and restrains them from optimizing inputs to achieve the maximum output. This article examines ...
    • “I want to shake your hand before …”: The role of clients, knowledge exchange and market dynamics in southern Italian software firms 

      Calignano, Giuseppe; De Siena, Luca (Journal article; Peer reviewed, 2018-02)
      This study aims to assess the importance of clients in multi-scalar networks leading to learning competence and knowledge exchange. Furthermore, the difficulties encountered by firms located in a peripheral and marginally ...
    • Informed trading in hybrid bond markets 

      Valseth, Siri (Journal article; Peer reviewed, 2018-07)
      I study the impact of pretrade transparency on trading activity in an environment where dealers, informed and uninformed alike, can choose between an electronic limit order book (LOB) and an over-the-counter (OTC) market. ...
    • Range-based DCC models for covariance and value-at-risk forecasting 

      Molnar, Peter; Fiszeder, Piotr; Fałdziński, Marcin (Peer reviewed; Journal article, 2019-08)
      The dynamic conditional correlation (DCC) model by Engle (2002) is one of the most popular multivariate volatility models. This model is based solely on closing prices. It has been documented in the literature that the ...
    • Risk-taking on behalf of others 

      Eriksen, Kristoffer Wigestrand; Kvaløy, Ola; Luzuriaga, Miguel (Peer reviewed; Journal article, 2020-06)
      We present an experimental study on how people take risk on behalf of others. We use three different elicitation methods, and study how each subject makes decisions both on behalf of own money and on behalf of another ...