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prices caused by stochastic volatility. -- option pricing ; autoregression ; heteroskedasticity ; GARCH ; leverage effect …
Persistent link: https://www.econbiz.de/10009580460
tool for options portfolios using the "Maximum Loss" methodology based on Principal Components. -- Implied Volatility ; DAX …
Persistent link: https://www.econbiz.de/10009612026
Persistent link: https://www.econbiz.de/10001919426
This paper gives a comprehensive picture of job and worker flows for the entire Danish economy. We exploit a unique central administrative register encompassing all employees of all workplaces across all sectors throughout two business cycles. This enables us to broaden the focus of the previous...
Persistent link: https://www.econbiz.de/10009581098
East-West migration in Germany peaked at the beginning of the 90s although the average wage gap between Eastern and … Western Germany continues to average about 25%. We analyze the propensity to migrate using microdata from the German …
Persistent link: https://www.econbiz.de/10009574896
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Persistent link: https://www.econbiz.de/10001916784
Persistent link: https://www.econbiz.de/10013177185
rate and shows the interaction of the main variables of the monetary sector. -- Cointegration analysis ; impulse response …
Persistent link: https://www.econbiz.de/10009616780