Similar Search Results

Three essays in applied microeconomics and labor economics

Nargis, Nigar - 2003

Persistent link: https://www.econbiz.de/10003623898

Occupational diversification, offshoring and labor market volatility

Bardhan, Ashok Deo; Tang, John C. S. - 2006

Persistent link: https://www.econbiz.de/10003716684

Central bank authorities' beliefs about foreign exchange intervention

Neely, Christopher J. (contributor) - 2007 - Rev.

Persistent link: https://www.econbiz.de/10003740121

Who does a currency transaction tax harm more : short-term speculators or long-term investors?

Demary, Markus - In: Jahrbücher für Nationalökonomie und Statistik 228 (2008) 2/3, pp. 228-250

Persistent link: https://www.econbiz.de/10003770561

Yield curve factors, term structure volatility, and bond risk premia

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

We introduce a Nelson-Siegel type interest rate term structure model with the underlying yield factors following autoregressive processes revealing time-varying stochastic volatility. The factor volatilities capture risk inherent to the term struc- ture and are associated with the time-varying...

Persistent link: https://www.econbiz.de/10003770770