Search Results - "Giesecke, K"

Exploring the sources of default clustering by Azizpour, S, Giesecke, K., Schwenkler, G.

“…We study the sources of corporate default clustering in the United States. We reject the hypothesis that firms’ default times are correlated only because their…”
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Simulated likelihood estimators for discretely observed jump–diffusions by Giesecke, K., Schwenkler, G.

“…This paper develops an unbiased Monte Carlo approximation to the transition density of a jump–diffusion process with state-dependent drift, volatility, jump…”
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Relaxing music as pre-medication before surgery: a randomised controlled trial by BRINGMAN, H., GIESECKE, K., THÖRNE, A., BRINGMAN, S.

“…Introduction: Patients who await surgery often suffer from fear and anxiety, which can be prevented by anxiolytic drugs. Relaxing music may be an alternative…”
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Exact Simulation of Point Processes with Stochastic Intensities by Giesecke, K., Kakavand, H., Mousavi, M.

“…Point processes with stochastic arrival intensities are ubiquitous in many areas, including finance, insurance, reliability, health care, and queuing. They can…”
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Von den Beratungsformaten zur neuen Profession – Eine Standortbestimmung und Vorschläge zur Professionalisierung by Rappe-Giesecke, K.

“…Zusammenfassung In welchem Verhältnis stehen die Beratungsformate zueinander, wie werden sie derzeit unterschieden? Welche Praxissysteme mit welchen Werten,…”
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INHBA-Associated Markers as Candidates for Stallion Fertility by Giesecke, K, Hamann, H, Sieme, H, Distl, O

“…The inhibin beta A (INHBA) gene was chosen as candidate for stallion fertility and analysed for intragenic markers to find associations with pregnancy rate per…”
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Evaluation of Prolactin Receptor (PRLR) as Candidate Gene for Male Fertility in Hanoverian Warmblood Horses by Giesecke, K, Hamann, H, Sieme, H, Distl, O

“…Stallion fertility has increasing importance as the artificial insemination is employed in horses more intensely. Molecular genetic markers may be useful tools…”
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Evaluation of SPATA1-associated markers for stallion fertility by Giesecke, K, Hamann, H, Stock, K.F, Woehlke, A, Sieme, H, Distl, O

“…Stallion fertility is an economically important trait because the use of artificial insemination is increasing in the horse industry and superior sires are…”
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Evaluation of ACE, SP17, and FSHB as candidates for stallion fertility in Hanoverian warmblood horses by Giesecke, K, Hamann, H, Stock, K.F, Klewitz, J, Martinsson, G, Distl, O, Sieme, H

“…The research of fertility in humans and other mammals has strongly advanced in the recent years. The examination of molecular mechanisms influencing horse…”
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Correlated default with incomplete information by Giesecke, Kay

“…The recent accounting scandals at Enron, WorldCom, and Tyco were related to the misrepresentation of liabilities. We provide a structural model of correlated…”
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Default and information by Giesecke, Kay

“…In a traditional structural model of default it is implicitly assumed that the information used to calibrate and run the model is publicly available. In…”
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Postoperative nausea and vomiting after breast surgery: efficacy of prophylactic ondansetron and droperidol in a randomized placebo-controlled study by Reihnér, E, Grunditz, R, Giesecke, K, Gustafsson, L L

“…Postoperative nausea and vomiting (PONV) is a common adverse phenomenon following breast surgery. The efficacy of ondansetron and droperidol in preventing…”
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Corporate bond default risk: A 150-year perspective by Giesecke, Kay, Longstaff, Francis A., Schaefer, Stephen, Strebulaev, Ilya

“…We study corporate bond default rates using an extensive new data set spanning the 1866–2008 period. We find that the corporate bond market has repeatedly…”
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Cyclical correlations, credit contagion, and portfolio losses by Giesecke, Kay, Weber, Stefan

“…We model aggregate credit losses on large portfolios of financial positions contracted with firms subject to both cyclical default correlation and direct…”
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Credit contagion and aggregate losses by Giesecke, Kay, Weber, Stefan

“…Credit contagion refers to the propagation of economic distress from one firm to another. This article proposes a reduced-form model for these contagion…”
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Premia for correlated default risk by Azizpour, Shahriar, Giesecke, Kay, Kim, Baeho

“…Using data on corporate default experience in the U.S. and market rates of CDX index and tranche swaps of various maturities, we estimate reduced-form models…”
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Incidence, aetiology and injury characteristics of traumatic spinal cord injury in Stockholm, Sweden: A prospective, population-based update by Joseph, Conran, Andersson, Nina, Bjelak, Sapko, Giesecke, Kajsa, Hultling, Claes, Nilsson Wikmar, Lena, Phillips, Julie, Seiger, Åke, Stenimahitis, Vasilios, Trok, Katarzyna, Åkesson, Elisabet, Wahman, Kerstin

“…To update the incidence rate, aetiology and injury characteristics of acutely-injured adults with traumatic spinal cord injury in Stockholm, Sweden, using…”
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Paravertebral block during cholecystectomy: effects on circulatory and hormonal responses by Giesecke, K, Hamberger, B, Järnberg, P O, Klingstedt, C

“…Surgical trauma induces a hormonal metabolic response which is partly responsible for postoperative catabolism. In this study 12 patients underwent…”
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High- and low-dose fentanyl anaesthesia: hormonal and metabolic responses during cholecystectomy by Giesecke, K, Hamberger, B, Järnberg, P O, Klingstedt, C, Persson, B

“…We have compared two groups of patients given low- or high-dose fentanyl anaesthesia. Arterial blood samples were collected for measurement of glucose, free…”
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The modifying influence of anaesthesia on postoperative protein catabolism by Giesecke, K, Klingstedt, C, Ljungqvist, O, Hagenfeldt, L

“…We studied two groups of six patients scheduled for gastrointestinal surgery; they were allocated randomly to receive high- or low-dose fentanyl anaesthesia…”
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