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Klaassen, Franc; Teulings, Rutger - 2017

all variables proposed by theory, despite a broad set of fixed effects (FE). We find that both REERs are important and … multilateral resistances. Untangling normalization helps to get a better view of what is still unexplained by theory. …

Persistent link: https://www.econbiz.de/10011791519

Multivariate volatility analysis of VW stock prices

Herwartz, Helmut; Lütkepohl, Helmut - 1998

Persistent link: https://www.econbiz.de/10000992357

Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis

Hafner, Christian M.; Herwartz, Helmut - 1999

Persistent link: https://www.econbiz.de/10001413478

Forecasting performance of market share attraction models : a comparison of different models assuming that competitors' actions are forecasts

Klapper, Daniel; Herwartz, Helmut - 1998

Persistent link: https://www.econbiz.de/10000168630

Multivariate volatility models

Fengler, Matthias R.; Herwartz, Helmut - 2001

Persistent link: https://www.econbiz.de/10001659915

Defending against speculative attacks : a hybrid model of exchange market pressure and crises

Danie͏̈ls, Tijmen R.; Jager, Henk; Klaassen, Franc - 2008

Persistent link: https://www.econbiz.de/10003774461

Has the Euro increased trade?

Bun, Maurice J. G.; Klaassen, Franc - 2002

A major economic reason for the introduction of the euro was its supposedly positive effect on intra-EMU trade. Existing studies examine this suspicion indirectly using non-EMU data and report ambiguous results. We estimate the euro-effect directly from data that include EMU observations. Using...

Persistent link: https://www.econbiz.de/10011327839