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~accessRights:"free"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Working paper series / European Central Bank"
~isPartOf:"ZEW discussion papers"
~language:"eng"
~person:"Daníelsson, Jón"
~person:"Gautier, Pieter"
~person:"Georgiadis, Georgios"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Klaassen, Franc"
~person:"Zhang, Xin"
~subject:"Behavioural finance"
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Daníelsson, Jón
Gautier, Pieter
Georgiadis, Georgios
Gil-Alaña, Luis A.
Heckman, James J.
Klaassen, Franc
Zhang, Xin
Caporale, Guglielmo Maria
22
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1
Global risk and the dollar
Georgiadis, Georgios
;
Müller, Gernot J.
;
Schumann, Ben
-
2021
How does global risk impact the
world
economy? In taking up this question, we focus on the dollar’s role in the …
Persistent link: https://www.econbiz.de/10012705529
Saved in:
2
Introducing dominant currency pricing in the ECB's global macroeconomic model
Georgiadis, Georgios
;
Mösle, Saskia
-
2019
A large share of global trade being priced and invoiced primarily in US dollar rather than the exporter's or the importer's currency has important implications for the transmission of shocks. We introduce this "dominant currency pricing" (DCP) into ECB-Global, the ECB's macroeconomic model for...
Persistent link: https://www.econbiz.de/10012107938
Saved in:
3
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
4
Dominant-currency pricing and the global output spillovers from US dollar appreciation
Georgiadis, Georgios
;
Schumann, Ben
-
2019
Different export-pricing currency paradigms have different implications for a host of issues that are critical for policymakers such as business cycle co-movement, optimal monetary policy, optimum currency areas and international monetary policy co-ordination. Unfortunately, the literature has...
Persistent link: https://www.econbiz.de/10012058993
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5
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641950
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6
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
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7
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
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8
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
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9
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428302
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10
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
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