Similar Search Results

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...

Persistent link: https://www.econbiz.de/10012629944

Optionsanleihen : eine empirische Untersuchung

Peterhans, Oswald - 1994

Persistent link: https://www.econbiz.de/10000878527

Essays on term structure modeling : estimation, nonlinearities and immunization

Archontakis, Theofanis - 2007

Persistent link: https://www.econbiz.de/10003637458

Multiple Long/Short Alpha-Strategien plus Geldmarkt : die Alternative zu traditionellen Long Only-Investments im Bondbereich

Lepelmeier, Dirk - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 37 (2008) 10, pp. 566-570

Persistent link: https://www.econbiz.de/10003767662

Realzinsanleihen : Inflationsschutz für Rentenmarktinvestoren

Warncke, Jörg; Letzgus, Oliver - 2006

Persistent link: https://www.econbiz.de/10003320470

The relevance of primary dealers for public bond issues

Breuer, Wolfgang - 1999

maximize its revenues from public bond issuances. Some of these interventions can be thought of as characteristics of a … secondary market turnover requirements for primary dealers with respect to bond sales seem to be in general more adequate than … the definition of maximum bid-ask-spreads or minimum turnover requirements with respect to bond purchases. Moreover …

Persistent link: https://www.econbiz.de/10009768271