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Stochastic-Volatility Gaussian...
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Volatility
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11
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Wechselkurs
5
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4
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Lanne, Markku
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DeLong, James Bradford
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1
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1
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1
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1
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1
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1
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European University Institute / Department of Economics
National Bureau of Economic Research
496
Institut für Schweizerisches Bankwesen <Zürich>
51
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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National Centre of Competence in Research North South <Bern>
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Institut für Weltwirtschaft
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London School of Economics and Political Science
10
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9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
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8
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6
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5
Massachusetts Institute of Technology / Department of Economics
5
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5
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
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4
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ECONIS (ZBW)
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1
Exchange rate fluctuations, market structure and the pass-through relationship
Herguera, Iñigo
-
1993
Persistent link: https://www.econbiz.de/10000865571
Saved in:
2
Incomplete cost pass-through under deep habits
Ravn, Morten O.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651821
Saved in:
3
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
4
Forecasting realized volatility by decomposition
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338294
Saved in:
5
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
6
Volatility, financial development and the natural resource curse
Ploeg, Frederick van der
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003560011
Saved in:
7
Labor market dynamics and the business cycle : structural evidence for the United States
Ravn, Morten O.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003538209
Saved in:
8
DSGE models of high exchange-rate volatility and low pass-trough
Corsetti, Giancarlo
(
contributor
);
Dedola, Luca
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291427
Saved in:
9
The effect of a transaction tax on exchange rate volatility
Lanne, Markku
(
contributor
);
Vesala, Timo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291437
Saved in:
10
Time-varying sign-switching risk perception on foreign exchange markets
Gallo, Giampiero M.
;
Pacini, Barbara
-
1995
Persistent link: https://www.econbiz.de/10000929236
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