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Volatility spillover between Germany, France, and CEE stock markets

Chirilă, Viorica; Chirilă, Ciprian - In: Journal of business economics and management 23 (2022) 6, pp. 1280-1298

among the stock markets in the countries from Central and East Europe (CEE) and Germany and France with the aim to identify … the possibilities of reduction of a portfolio risk. A special attention is granted to the analysis during the pandemic … analysed enables the making of arbitrages in order to reduce the risk of a portfolio. The results obtained are important in the …

Persistent link: https://www.econbiz.de/10013500945

Dynamics of individual income rank volatility : evidence from West Germany and the US

Chauvel, Louis; Hartung, Anne; Palmisano, Flaviana - In: The B.E. journal of economic analysis & policy 19 (2019) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10012027235

Dynamics of income rank volatility : evidence from Germany and the US

Chauvel, Louis; Hartung, Anne; Palmisano, Flaviana - 2017

This paper presents a methodology for comparing income rank volatility profiles over time and across distributions. While most of the existing measures are affected by changes in marginal distributions, this paper proposes a framework that is based on individuals’ relative positions in the...

Persistent link: https://www.econbiz.de/10011747288