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Schätzung
General equilibrium
16,978
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16,688
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9,429
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23
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12
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10
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9
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9
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9
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9
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9
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9
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8
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8
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8
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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ECONIS (ZBW)
869
EconStor
9
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1
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10
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878
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date (oldest first)
1
The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity
Kim, Jeong-Ryeol
-
2003
In this paper, we use a modified concept of Granger-(non)causality in reconsidering the negative correlation between stock returns and inflation known in the literature as stock return-inflation puzzle. Based on the quarterly data for Germany including stock returns, inflation rates and growth...
Persistent link: https://www.econbiz.de/10010295749
Saved in:
2
Do Daily Retail Gasoline Prices adjust Asymmetrically?
Bettendorf, Leon
;
van der Geest, Stephanie
;
Kuper, Gerard
-
2005
amount
asymmetry
. However, there is a faster reaction to upward changes in spot prices than to downward changes in spot … prices. This implies timing or pattern
asymmetry
. This
asymmetry
starts three days after the change in the spot price and …
Persistent link: https://www.econbiz.de/10010325233
Saved in:
3
Asymmetry
in volatility: A comparison of developed and transition stock markets
Wdowiński, Piotr
;
Malecka, Marta
-
2010
evidence shows
asymmetry
is also a prominent feature of stock market returns volatility. The reaction of risk if stock returns …
Persistent link: https://www.econbiz.de/10010270556
Saved in:
4
Exchange-rate pass-through to import prices: nonlinearities and exchange rate and inflationary regimes
Kılıç, Rehim
-
2010
-run. Results also reveal threshold effects and
asymmetry
in the pass-through relationship over appreciations/depreciations as well …
Persistent link: https://www.econbiz.de/10010273645
Saved in:
5
Asymmetric monetary policy effects in Germany
Tober, Silke
;
Kuzin, Vladimir N.
-
2004
In a small structural model we find asymmetries in the effects of monetary policy in Germany depending on whether the economy is in an upswing or a downswing. These two different regimes are also identified using a Markov-switching model and the Kalman filter. Our results indicate that the...
Persistent link: https://www.econbiz.de/10010274488
Saved in:
6
Gasoline pricing, taxation and
asymmetry
: The case of Turkey
Bor, Özgür
;
İsmihan, Mustafa
-
2013
effect of taxation. Our results, based on the standard asymmetric error-correction model, indicate no evidence of
asymmetry
…
Persistent link: https://www.econbiz.de/10011445872
Saved in:
7
A gravity model under competition
Alho, Kari E. O.
-
2004
usual specification, our model allows for the realistic assumption of
asymmetry
in mutual trade flows. The model is … estimated for trade in Europe, producing evidence that trade flows and barriers do, indeed, reveal strong
asymmetry
. We then …
Persistent link: https://www.econbiz.de/10010284955
Saved in:
8
The equity premium and the business cycle : the role of demand and supply shocks
Smith, Peter N.
;
Sorensen, Steffen
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10008702360
Saved in:
9
Long memory and nonlinearity in conditional variances : a smooth transition FIGARCH model
Kiliç, Rehim
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10009301107
Saved in:
10
Asymmetric effects of US stock returns on European equities
Wahab, Mamoud S.
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 156-172
Persistent link: https://www.econbiz.de/10009485791
Saved in:
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