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The effectiveness of the FX market interventions of the Bundesbank during the Louvre period : an options-based analysis
Pierdzioch, Christian - 2000
Persistent link: https://www.econbiz.de/10001465153
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Noise traders' trigger rates, FX options, and smiles
Pierdzioch, Christian - 2000
Persistent link: https://www.econbiz.de/10013261076
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Business cycle volatility in Germany
Buch, Claudia M.; Döpke, Jörg; Pierdzioch, Christian - 2002
structural breaks in the dynamics and the volatility of the real output process in Germany can be detected. We report evidence … that output volatility has declined in Germany. Yet, this decline in output volatility is not as clear-cut as it is in the …Stylized facts suggest that output volatility in OECD countries has declined in recent years. However, the causes and …
Persistent link: https://www.econbiz.de/10001712118
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What can the ECB learn from Bundesbank interventions? : Evidence on the link between exchange rate volatility and interventions
Döpke, Jörg; Pierdzioch, Christian - 1999
Persistent link: https://www.econbiz.de/10001420900
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Brokers and business cycles: does financial market volatility cause real fluctuations?
Döpke, Jörg - 1998
Persistent link: https://www.econbiz.de/10013261010
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Upswing in Europe gains momentum, but unemployment remains high
Gern, Klaus-Jürgen; Scheide, Joachim; Schlie, Markus - 1997
Persistent link: https://www.econbiz.de/10000640321
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Taxing short-term capital flows - an option for transition economies?
Buch, Claudia M.; Heinrich, Ralph; Pierdzioch, Christian - 1998
Die Währungskrise, die in den letzten Monaten Asien erschütterte, zeigte einmal mehr, wie riskant es sein kann, aufstrebende Marktwirtschaften in den internationalen Markt mit einzubeziehen. Der vorliegende Diskussionsbeitrag befaßt sich mit der Frage, ob es sinnvoll wäre, den Kapitalzufluß...
Persistent link: https://www.econbiz.de/10000667337
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Taxing short-term capital flows - an option for transition economies?
Buch, Claudia M.; Heinrich, Ralph P.; Pierdzioch, Christian - 1998
Die Währungskrise, die in den letzten Monaten Asien erschütterte, zeigte einmal mehr, wie riskant es sein kann, aufstrebende Marktwirtschaften in den internationalen Markt mit einzubeziehen. Der vorliegende Diskussionsbeitrag befaßt sich mit der Frage, ob es sinnvoll wäre, den Kapitalzufluß...
Persistent link: https://www.econbiz.de/10009378049
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Financial openness and business cycle volatility
Buch, Claudia M.; Döpke, Jörg; Pierdzioch, Christian - 2002
volatility depends on the nature of the underlying shock. Empirical evidence supports this conclusion. Our results also show that … the link between business cycle volatility and financial openness has not been stable over time. …
Persistent link: https://www.econbiz.de/10001685221
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The integration of imperfect financial markets : implications for business cycle volatility
Buch, Claudia M.; Pierdzioch, Christian - 2003
Persistent link: https://www.econbiz.de/10001760360