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How stable are monetary models of the Dollar-Euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro … (the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …
Persistent link: https://www.econbiz.de/10003898577
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How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro … (the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …
Persistent link: https://www.econbiz.de/10003877676
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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - 2011
This study is motivated by the development of credit-related instruments and signals of stock price movements of large banks during the recent financial crisis. What is common to most of the empirical studies in this field is that they concentrate on modeling the conditional mean. However,...
Persistent link: https://www.econbiz.de/10010209431
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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - 2011
This study is motivated by the development of credit-related instruments and signals of stock price movements of large banks during the recent financial crisis. What is common to most of the empirical studies in this field is that they concentrate on modeling the conditional mean. However,...
Persistent link: https://www.econbiz.de/10008935244
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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - 2011
This study is motivated by the development of credit-related instruments and signals of stock price movements of large banks during the recent financial crisis. What is common to most of the empirical studies in this field is that they concentrate on modeling the conditional mean. However,...
Persistent link: https://www.econbiz.de/10009347974
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Contagion, herding and exchange rate instability : a survey
Belke, Ansgar; Setzer, Ralph - 2004
Persistent link: https://www.econbiz.de/10013439321
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Is euro area demand (still) stable? : cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - 2010
In this paper we present an empirically stable euro area money demand model. Using a sample period until 2009:2 shows … stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR …
Persistent link: https://www.econbiz.de/10010208785
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Equilibrium real interest rates, secular stagnation, and the financial cycle : empirical evidence for euro-area member countries
Belke, Ansgar; Klose, Jens - 2018
Is the Euro area as a whole, or are individual Euro-area member countries facing a period of sustained lower economic …, we expand our model to incorporate the financial cycle. We estimate the model for the Euro area as a whole and for nine … Euro-area member countries. Incorporating the financial cycle changes the estimated equilibrium real interest rates: For …
Persistent link: https://www.econbiz.de/10012131206
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Equilibrium real interest rates, secular stagnation, and the financial cycle : empirical evidence for euro-area member countries
Belke, Ansgar; Klose, Jens - 2018
Is the Euro area as a whole, or are individual Euro-area member countries facing a period of sustained lower economic …, we expand our model to incorporate the financial cycle. We estimate the model for the Euro area as a whole and for nine … Euro-area member countries. Incorporating the financial cycle changes the estimated equilibrium real interest rates: For …
Persistent link: https://www.econbiz.de/10011799334
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Equilibrium real interest rates, secular stagnation, and the financial cycle : empirical evidence for euro-area member countries
Belke, Ansgar; Klose, Jens - 2018
Is the Euro area as a whole, or are individual Euro-area member countries facing a period of sustained lower economic …, we expand our model to incorporate the financial cycle. We estimate the model for the Euro area as a whole and for nine … Euro-area member countries. Incorporating the financial cycle changes the estimated equilibrium real interest rates: For …
Persistent link: https://www.econbiz.de/10011894437