Narrow search
Showing 1 - 10 of 98
Cover Image
Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets
Funke, Michael; Loermann, Julius; Tsang, Andrew - 2020
We analyse volatility spillovers between the on- and offshore (CNY and CNH) Renminbi exchange rates towards the US dollar (USD). The volatility impulse response (VIRF) methodology introduced by Hafner and Herwatz (2006) is applied to several shocks between January 2012 and December 2019....
Persistent link: https://www.econbiz.de/10012294928
Cover Image
Empirical properties of the black market zloty, dollar exchange rate : 1988 - 1990
Funke, Michael; Hall, Stephen G.; Sola, Martin - 1994
Persistent link: https://www.econbiz.de/10000888289
Cover Image
Empirical properties of the black market zloty dollar exchange rate : 1988 - 1990
Funke, Michael; Hall, Stephen G.; Sola, Martin - 1994
Persistent link: https://www.econbiz.de/10000914038
Cover Image
Macroeconomic shocks in Euroland vs. the UK : supply, demand, or nominal?
Funke, Michael - 2000
Persistent link: https://www.econbiz.de/10001546478
Cover Image
How important are demand and supply shocks in explaining German business cycles? : New evidence on an old debate
Funke, Michael - 1994
Persistent link: https://www.econbiz.de/10000893438
Cover Image
Aggregate demand and aggregate supply in UK regions
Funke, Michael; Hall, Stephen G. - 1996
Persistent link: https://www.econbiz.de/10000601375
Cover Image
Time series forecasting of the West German unemployment rate
Funke, Michael - 1991
Persistent link: https://www.econbiz.de/10000130897
Cover Image
The message in daily West German stock prices : empirical evidence using GARCH
Funke, Michael - 1992
Persistent link: https://www.econbiz.de/10000137097
Cover Image
Testing for nonlinearity in daily German stock returns
Funke, Michael - 1993
Persistent link: https://www.econbiz.de/10000142708
Cover Image
How important are demand and supply shocks in explaining German business cycles? : New evidence on an old debate
Funke, Michael - 1994
Persistent link: https://www.econbiz.de/10000147727