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Hedging price volatility using fast transport
Hummels, David; Schaur, Georg - In: Journal of international economics 82 (2010) 1, pp. 15-25
Persistent link: https://www.econbiz.de/10008842002
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Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael (ed.) - 2012 - 2., überarbeitete Auflage
Persistent link: https://www.econbiz.de/10014008462
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Residential Mortgage Default : The Roles of House Price Volatility, Euphoria and the Borrower’s Put Option
Archer, Wayne R. - 2012
House price volatility; lender and borrower perception of price trends, loan and property features; and the borrower's put option are integrated in a model of residential mortgage default. These dimensions of the default problem have, to our knowledge, not previously been considered altogether...
Persistent link: https://www.econbiz.de/10013116498
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Fractional integration and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.; Koulakiotis, Athanasios; Kiohos, … - In: The journal of real estate finance and economics 66 (2023) 4, pp. 939-962
Persistent link: https://www.econbiz.de/10014258997
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Hedging price volatility using fast transport
Hummels, David; Schaur, Georg - 2009
Persistent link: https://www.econbiz.de/10003861155
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Modeling structural changes in the volatility process
Frijns, Bart; Lehnert, Thorsten; Zwinkels, Remco C. J. - In: Journal of empirical finance 18 (2011) 3, pp. 522-532
Persistent link: https://www.econbiz.de/10009302073
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What can the ECB learn from Bundesbank interventions? : Evidence on the link between exchange rate volatility and interventions
Döpke, Jörg; Pierdzioch, Christian - 1999
Persistent link: https://www.econbiz.de/10001420900
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Estimating Korea's exchange rate exposure
Kang, Sam-mo; Lee, Jeong Wook - In: Asian economic journal : journal of the East Asian … 25 (2011) 2, pp. 177-196
Persistent link: https://www.econbiz.de/10009316807
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A tale of two tails : explaining extreme events in financialized agricultural markets
Algieri, Bernardina; Kalkuhl, Matthias; Koch, Nikolas - In: Food policy : economics planning and politics of food … 69 (2017), pp. 256-269
Persistent link: https://www.econbiz.de/10011797967
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Exchange rates and foreign direct investment : evidence from Chinese firm-level data
Li, Shi; Nakagawa, Hironobu - In: The world economy : the leading journal on … 45 (2022) 9, pp. 2902-2923
Persistent link: https://www.econbiz.de/10013468498