of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …

of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …

volatility of the interbank interest rates, especially after September 2008. Banking institutions from the Euro zone have avoided … the volatility. We also examine the long run equilibrium between the term structures of interest rates appealing at the … cointegration analysis and proposing some Vector Autoregressive models. Finally, we asses the cointegration between the interbank …

This is an empirically study to investigate the exchange rate volatility and it impacts on bilateral exports growth …, ASEAN, and Asia-Pacific regions. To establish the empirical relationship between exchange rate volatility and impact on … exports growth, cointegration and error correction techniques are used by considering the data from 2003 to 2008. From the …

is a model that will lead to better volatility forecasts. Secondly a long run relation between these markets was … investigated using the cointegration methodology. Cointegration tests show that DAX30, FTSE100, and SMI indexes move together in … although the UK, Switzerland and Germany do not share a common currency, the diversification benefits of investing in these …

’s employment, the household and children is explored, using Germany as an example. The influence of personal as well as household …