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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

Family control and idiosyncratic volatility : evidence from listed firms in Hong Kong

Leung, Sidney; Srinidhi, Bin N.; Lobo, Gerald J. - In: Journal of contemporary accounting & economics 8 (2012) 1, pp. 39-52

Persistent link: https://www.econbiz.de/10009550089

Volatility and specific risk toward family's performance in an emerging country

Nguyen Son Kien - In: Asia Pacific financial markets 27 (2020) 3, pp. 363-386

Persistent link: https://www.econbiz.de/10012271793

Volatility analysis of returns and risk : family versus nonfamily firms

Madaleno, Mara; Vieira, Elisabete F. Simões - In: Quantitative finance and economics 2 (2018) 2, pp. 348-372

Persistent link: https://www.econbiz.de/10012156651

Financial reporting quality, audit quality and idiosyncratic volatility : moderating role of family ownership concentration

Afkar Majeed; Rohaida Basiruddin; Salman Khalid - In: Global business & economics review 29 (2023) 4, pp. 492-508

Persistent link: https://www.econbiz.de/10014388563

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

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