Similar Search Results - EconBiz

LeBaron, Dean; Deemer, Walter; Ungewitter, Mark - In: The journal of wealth management 12 (2009/10) 1, pp. 10-16

Persistent link: https://www.econbiz.de/10003860305

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

Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and risk aversion

Hu, Jie - 1993

Persistent link: https://www.econbiz.de/10000885309

A general equilibrium model of portfolio insurance

Başak, Suleyman - 1994

Persistent link: https://www.econbiz.de/10000887985

Dinámica no lineal en la bolsa de valores

Mayer-Foulkes, David; Feliz, Raúl Aníbal - 1992 - 1. ed

Persistent link: https://www.econbiz.de/10000889335

Time-varying volatility estimates in option pricing : can superior estimates be obtained?

Brailsford, Timothy J.; Oliver, Barry R. - 1993 - 1. draft

Persistent link: https://www.econbiz.de/10000889671

Portfolio insurance and volatility

Frey, Rüdiger; Stremme, Alexander - 1994

Persistent link: https://www.econbiz.de/10000891385

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