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Białkowski, Je̜drzej; Bohl, Martin T.; Stephan, … - In: International review of financial analysis 41 (2015), pp. 329-339

Persistent link: https://www.econbiz.de/10011509023

Inefficient bubbles and efficient drawdowns in financial markets

Schatz, Michael; Sornette, Didier - In: International journal of theoretical and applied finance 23 (2020) 7, pp. 1-56

Persistent link: https://www.econbiz.de/10012496907

Inefficient bubbles and efficient drawdowns in financial markets

Schatz, Michael; Sornette, Didier - 2018

At odds with the common “rational expectations” framework for bubbles, economists like Hyman Minsky, Charles Kindleberger and Robert Shiller have documented that irrational behavior, ambiguous information or certain limits to arbitrage are essential drivers for bubble phenomena and financial...

Persistent link: https://www.econbiz.de/10011900246

Most Efficient Homogeneous Volatility Estimators

Saichev, Alexander I. - 2010

We present a new theory of homogeneous volatility (and variance) estimators for arbitrary stochastic processes. The main tool of our theory is the parsimonious encoding of all the information contained in the OHLC prices for a given time interval by the joint distributions of the high-minusopen,...

Persistent link: https://www.econbiz.de/10013144341

Policy words and policy deeds : the ECB and the euro

Siklos, Pierre L.; Bohl, Martin T. - In: International journal of finance & economics : IJFE 13 (2008) 3, pp. 247-265

Persistent link: https://www.econbiz.de/10003744645

Policy words and policy deeds : the ECB and the Euro

Siklos, Pierre L. (contributor); Bohl, Martin T. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003322443

Policy words and policy deeds : the ECB and the euro

Siklos, Pierre L.; Bohl, Martin T. - 2006

Persistent link: https://www.econbiz.de/10003345540

Policy words and policy deeds : the ECB and the Euro

Siklos, Pierre L. (contributor); Bohl, Martin T. (contributor) - 2006 - Rev. Mar 6/07

Persistent link: https://www.econbiz.de/10003735629

Policy Words and Policy Deeds : The ECB and the Euro

Siklos, Pierre L. - 2007

estimation strategies as a test of the robustness of our main results. We introduce a new indicator of ECB communications … policies that focuses on what the ECB says about the future economic outlook for the euro area along five different economic … monetary policy is the euro area-US differential than when any other proxy for monetary policy is employed …

Persistent link: https://www.econbiz.de/10012776347

Policy Words and Policy Deeds : The ECB and the Euro

Bohl, Martin T.; Siklos, Pierre L. - 2007

estimation strategies as a test of the robustness of our main results. We introduce a new indicator of ECB communications … policies that focuses on what the ECB says about the future economic outlook for the euro area along five different economic … - interest rate relationship is more apparent when the proxy for monetary policy is the euro area - US differential than when any …

Persistent link: https://www.econbiz.de/10014223730

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