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Rational bubbles and fractional alternatives

Eklund, Bruno; Nydahl, Stefan - 1998

Persistent link: https://www.econbiz.de/10000995305

How government bond prices reflect wartime events : the case of the Stockholm market

Waldenström, Daniel (contributor); … - 2002 - [Elektronische Ressource]

Denmark, Norway, Finland, Sweden, Germany and Belgium during 1930-1948, using unique data from the Stockholm Stock Exchange … government bonds. Countries which were occupied (Belgium, Denmark and Norway) or under attack (Finland) saw their debt depreciate …

Persistent link: https://www.econbiz.de/10001638243

Exchange rate expectations, the forward exchange rate bias and risk premia in target zones

Nessén, Marianne - 1994

Persistent link: https://www.econbiz.de/10000888951

A latent factor model of European exchange rate risk premia

Alexius, Annika; Sellin, Peter - 1997

Persistent link: https://www.econbiz.de/10000958083

A new non-linear GARCH model

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000958392

A smooth transition ARCH model for asset returns

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000959364

Specification tests for asymmetric GARCH

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000959369

Modeling Nordic stock returns with asymmetric GARCH models

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000959372

A time series model for an exchange rate in a target zone with applications

Lundbergh, Stefan (contributor); … - 2003 - [Elektronische Ressource]

In this paper we introduce a flexible target zone model that is capable of characterizing the dynamic behaviour of an exchange rate implied by the original target zone model of Krugman (1991) and its modifications. Our framework also enables the modeller to estimate an implicit target zone if it...

Persistent link: https://www.econbiz.de/10001786381

Likelihood-based cointegration tests in heterogeneous panels

Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - 1998

Persistent link: https://www.econbiz.de/10000991637