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Internationale Konjunkturübertragung : empirische Untersuchung mittels eines Markov-Regimewechsel-Modells
Wunderlich, Claus Günter Ludwig
-
2011
Persistent link: https://www.econbiz.de/10009152693
Saved in:
2
Pass-through and export prices : an empirical test for the leading European countries
Caselli, Paola
- In:
International review of applied economics
10
(
1996
)
2
,
pp. 249-261
Persistent link: https://www.econbiz.de/10001205654
Saved in:
3
Pass-through of exchange rates and purchasing power parity
Feenstra, Robert C.
- In:
Journal of international economics
43
(
1997
)
1
,
pp. 237-261
Persistent link: https://www.econbiz.de/10001228975
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4
Should the European Central Bank whorry about exchange rates?
Scheide, Joachim
- In:
Konjunkturpolitik : applied economics quarterly ; …
44
(
1998
)
1
,
pp. 31-51
Persistent link: https://www.econbiz.de/10001242756
Saved in:
5
Financial market
volatility
and the world-wide fall in inflation
Gruen, David W. R.
-
1995
Persistent link: https://www.econbiz.de/10000956665
Saved in:
6
Multivariate
volatility
models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance
,
(pp. 313-326)
.
2009
Persistent link: https://www.econbiz.de/10003746416
Saved in:
7
Simulated likelihood
estimation
of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
8
Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian
-
2001
Persistent link: https://www.econbiz.de/10001626608
Saved in:
9
Simulated likelihood
estimation
of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
10
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
-
2003
Persistent link: https://www.econbiz.de/10001788591
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