Similar Search Results - EconBiz

Asymmetric labor market institutions in the EMU and the volatility of inflation and unemployment differentials

Abbritti, Mirko; Müller, Andreas - In: Journal of money, credit and banking : JMCB 45 (2013) 6, pp. 1165-1186

Persistent link: https://www.econbiz.de/10010197523

Essays on micromotives and macrobehavior, expectation formation, and asset price dynamics

Ghonghadze, Jaba - 2013

Persistent link: https://www.econbiz.de/10009706287

A dynamic yield curve model with stochastic volatility and non-Gaussian interactions : an empirical study of non-standard monetary policy in the euro area

Mesters, Geert; Schwaab, Bernd; Koopman, Siem Jan - 2014

We develop an econometric methodology for the study of the yield curve and its interactions with measures of non-standard monetary policy during possibly turbulent times. The yield curve is modeled by the dynamic Nelson-Siegel model while the monetary policy measurements are modeled as...

Persistent link: https://www.econbiz.de/10010362975

The impact of FX central bank intervention in a noise trading framework

Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Exchange rates and global financial policies, (pp. 189-216). 2014

Persistent link: https://www.econbiz.de/10010350406

Dynamic relations of uncertainty expectations : a conditional assessment of implied volatility indices

Siriopoulos, Costas; Fassas, Athanasios - In: Review of derivatives research 16 (2013) 3, pp. 233-266

Persistent link: https://www.econbiz.de/10010222960

Modeling the relationship between European carbon permits and certified emission reductions

Koop, Gary; Tole, Lise - In: Journal of empirical finance 24 (2013), pp. 166-181

Persistent link: https://www.econbiz.de/10010371982

A range-based multivariate model for exchange rate volatility

Tims, Ben (contributor); Mahieu, Ronald J. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001765941

Interest rate volatility regimes and exchange rate behavior in a target zone

Avesani, Renzo G.; Gallo, Giampiero M. - 1999

Persistent link: https://www.econbiz.de/10001441355

Market expectations and option prices : techniques and applications ; with 13 tables

Mandler, Martin - 2003

Persistent link: https://www.econbiz.de/10001746869

Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility

Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - 2013

Persistent link: https://www.econbiz.de/10009724167

A service of the