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Long memory in economics : with 50 tables

Teyssière, Gilles (contributor) - 2006

Persistent link: https://www.econbiz.de/10002123313

An extreme value approach to estimating interest-rate volatility: pricing implications for interest-rate options

Bali, Turan G. - In: Management science : journal of the Institute for … 53 (2007) 2, pp. 323-339

Persistent link: https://www.econbiz.de/10003435740

Konsum, Dividenden und Aktienmarkt : Eine Kointegrationsanalyse

Seiler, Yvonne - 2006

Persistent link: https://www.econbiz.de/10004882536

Non-fundamental exchange rate volatility and welfare

Straub, Roland; Tchakarov, Ivan - 2004

We lay out an empirical and a theoretical model to analyze the effects of non-fundamental exchange rate volatility on economic activity and welfare. In the first part of the paper, the GARCH-SVARmodel is applied to measure empirically the effect of the conditional exogenous exchange rate...

Persistent link: https://www.econbiz.de/10009636551