Similar Search Results

Social security privatization and financial market risk : lessons from US financial history

Burtless, Gary - 2000

hypothetical pensions U.S. workers would have obtained between 1911 and 1999 if they had accumulated retirement savings in … with a new system of mandatory defined-contribution private pensions. Proponents claim that private plans offer better … present in certain types of public retirement system, but a public system has one important advantage over private pensions …

Persistent link: https://www.econbiz.de/10011433577

When does it hurt? : the exchange rate "pain threshold" for German exports

Belke, Ansgar; Goecke, Matthias; Günther, Martin - 2009

This paper deals with the impact of the $/¿ exchange rate on German exports in the period from 1995Q1 to 2008Q4. Our main aim is to identify "pain thresholds" for German exporters. We rely on a non-linear model according to which suddenly strong spurts of exports occur when changes of the EXR...

Persistent link: https://www.econbiz.de/10003891080

Testing for rate dependence and asymmetry in inflation uncertainty : evidence from the G7 economies

Henry, Ólan Thomas John; Olekalns, Nilss; Suardi, Sandy - In: Economics letters 94 (2007) 3, pp. 383-388

Persistent link: https://www.econbiz.de/10003436860

Long memory and volatility dynamics in the US dollar exchange rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010

This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen at a daily frequency. We model both absolute values of returns and squared returns using long-memory techniques, being particularly interested in volatility modelling and...

Persistent link: https://www.econbiz.de/10003931070

Long memory and fractional integration in high frequency financial time series

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010

This paper analyses the long-memory properties of high frequency financial time series. It focuses on temporal aggregation and the influence that this might have on the degree of dependence of the series. Fractional integration or I(d) models are estimated with a variety of specifications for...