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An empirical characterization of volatility dynamics in the DAX
Virla, Leonardo Quero - 2021
This paper addresses stock market volatility in Germany between 1991 and 2018. Through a GARCH model with leverage term …, an estimation of volatility in the DAX is provided. Such estimation is then plugged into a quantile regression model … where potential economic determinants are analyzed. The results suggest that stock market volatility in Germany reached its …
Persistent link: https://www.econbiz.de/10012629944
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Empirical evidence of the monetary approach to the exchange rate determinants under a fully flexible regime : the case of Mexico
Gallegos-David, Alberto; Lorenzo-Valdes, Arturo; Trejo … - In: International journal of monetary economics and finance … 15 (2022) 1, pp. 35-57
Persistent link: https://www.econbiz.de/10013256803
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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1994
Persistent link: https://www.econbiz.de/10000897287
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Die Messung von Risiken in makroökonomischen Variablen
Seppelfricke, Peter - 1995
Persistent link: https://www.econbiz.de/10000549303
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Die Bewertung von Zinsoptionen
Walter, Ulrich - 1996
Persistent link: https://www.econbiz.de/10000560789
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Volatility clustering and volatility transmission : a non-parametric view of erm exchange rates
Artis, Michael J.; Zhang, Wenda - 1997
Persistent link: https://www.econbiz.de/10000624960
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Deviseneigenhandel der Geschäftsbanken, Devisenspekulation und nichtfundamentale Wechselkursbewegungen
Wolgast, Michael - 1997
Persistent link: https://www.econbiz.de/10000627328
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Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut; Schöbel, Rainer - 1996
Persistent link: https://www.econbiz.de/10000596784
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Deutsche Auslandsschulden ; Engl. Sonderh.
1951
Persistent link: https://www.econbiz.de/10000512352