Narrow search
Showing 1 - 10 of 22
Cover Image
Is the Bundesbank different from other central banks?
Funke, Michael; Hall, Stephen G. - In: LINK proceedings, 1991, 1992 : selected papers from …, (pp. 45-59). 1998
Persistent link: https://www.econbiz.de/10001503233
Cover Image
Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
Colavecchio, Roberta; Funke, Michael - Institut für Makroökonomie und Wirtschaftspolitik, … - 2008
This paper uses multivariate GARCH techniques to study volatility spillovers between the Chinese non-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005. To account for the time-variability of conditional correlation, a dynamic...
Persistent link: https://www.econbiz.de/10005823534
Cover Image
Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
Colavecchio, Roberta; Funke, Michael - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2006
This paper uses multivariate GARCH techniques to study volatility spillovers between the Chinese non-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005. To account for the time-variability of conditional correlation, a dynamic...
Persistent link: https://www.econbiz.de/10005419581
Cover Image
Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
Funke, Michael; Colavecchio, Roberta - Institut für Makroökonomie und Wirtschaftspolitik, … - 2008
This paper uses multivariate GARCH techniques to study volatility spillovers between the Chinese non-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005. To account for the time-variability of conditional correlation, a dynamic...
Persistent link: https://www.econbiz.de/10010559464
Cover Image
Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets
Funke, Michael; Colavecchio, Roberta - Institut für Makroökonomie und Wirtschaftspolitik, … - 2009
displays considerable persistence. Our analysis provides evidence that the knock-on effects from China’s currency forwards …
Persistent link: https://www.econbiz.de/10010559465
Cover Image
The undisclosed renminbi basket: are the markets telling us something about where the renminbi - US dollar exchange rate is going?
Funke, Michael; Gronwald, Marc - 2008
On 21 July 2005 China adopted an undisclosed basket exchange rate regime. We formally assess and envisage the gradual …
Persistent link: https://www.econbiz.de/10010264340
Cover Image
Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets
Colavecchio, Roberta; Funke, Michael - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2007
displays considerable persistence. Our analysis provides evidence that the knock-on effects from China´s U.S. dollar future …
Persistent link: https://www.econbiz.de/10005771106
Cover Image
Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets
Colavecchio, Roberta; Funke, Michael - Institut für Makroökonomie und Wirtschaftspolitik, … - 2007
displays considerable persistence. Our analysis provides evidence that the knock-on effects from China´s U.S. dollar future …
Persistent link: https://www.econbiz.de/10005247756
Cover Image
Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
Colavecchio, Roberta; Funke, Michael - 2006
This paper uses multivariate GARCH techniques to study volatility spillovers between the Chinese non-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005.To account for the time-variability of conditional correlation, a dynamic...
Persistent link: https://www.econbiz.de/10012148519
Cover Image
Volatility dependence across Asia-Pacific on-shore and off-shore U.S.dollar futures markets
Colavecchio, Roberta; Funke, Michael - 2007
displays considerable persistence. Our analysis provides evidence that the knock-on effects from China's U.S. dollar future …
Persistent link: https://www.econbiz.de/10012148539