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Are competitive reactions changing over time?

Park, Jimi; Yoo, Shijin - In: Management decision : MD 54 (2016) 3, pp. 683-699

Persistent link: https://www.econbiz.de/10011517355

Börsengang deutscher Unternehmen in den USA : Betrachtung aus kapitalmarkttheoretischer und strategischer Sicht

Toepfer, Thomas - 1999

Persistent link: https://www.econbiz.de/10001421059

Application of the Concept of Dissonance to Explain the Phenomenon of Return-Volatility Relationship

Bagchi, Debasis - 2014

relationships. Our third hypothesis relates to significance of volatility feedback theory. We find that it is rejected, which … confirms that volatility feedback theory is not always tenable for explaining asymmetric return-volatility relationship …

Persistent link: https://www.econbiz.de/10013045844

Strategie in volatilen Märkten : Wettbewerbsvorteile durch Unternehmungsdiversifikation

Madden, James D. - 2017

Persistent link: https://www.econbiz.de/10011587616

Peripherality, income inequality, and economic development in Latin American countries

Murakami, Yoshimichi; Hamaguchi, Nobuaki - In: Oxford development studies 49 (2021) 2, pp. 133-148

Persistent link: https://www.econbiz.de/10012516155

Volatility spillovers among leading cryptocurrencies and US energy and technology companies

Alamaren, Amro Saleem; Gökmenoglu, Korhan K.; … - In: Financial innovation : FIN 10 (2024), pp. 1-37

This study investigates volatility spillovers and network connectedness among four cryptocurrencies (Bitcoin, Ethereum, Tether, and BNB coin), four energy companies (Exxon Mobil, Chevron, ConocoPhillips, and Nextera Energy), and four mega-technology companies (Apple, Microsoft, Alphabet, and...

Persistent link: https://www.econbiz.de/10014535512

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

Sources of real exchange rate fluctuations : how important are nominal shocks?

Clarida, Richard H.; Galí, Jordi - 1994

Persistent link: https://www.econbiz.de/10000883655

Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options

Bates, David S. - 1993

Persistent link: https://www.econbiz.de/10000884445

The predictive ability of several models of exchange rate volatility

West, Kenneth D.; Cho, Dongchul - 1994

Persistent link: https://www.econbiz.de/10000884768

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