Narrow search
Showing 91 - 100 of 40,579
Cover Image
Stock market interactions and the impact of macroeconomic news : evidence from high frequency data of European futures markets
Cantó, Beatriu (contributor); Kräussl, Roman (contributor) - 2006
Persistent link: https://www.econbiz.de/10003446407
Cover Image
Modeling and explaining the dynamics of European Union allowance prices at high-frequency
Conrad, Christian; Rittler, Daniel; Rotfuß, Waldemar - 2010
at high-frequency controlling for intraday periodicity, volatility clustering and volatility persistence. We find that …
Persistent link: https://www.econbiz.de/10003977656
Cover Image
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency
Conrad, Christian; Rittler, Daniel; Rotfuß, Waldemar - 2010
at high-frequency controlling for intraday periodicity, volatility clustering and volatility persistence. We find that …
Persistent link: https://www.econbiz.de/10003949627
Cover Image
European bond markets and macroeconomic news
Abad Romero, Pilar; Chuliá, Helena - In: Investigaciones en seguros y gestión del riesgo: …, (pp. 39-53). 2013
Persistent link: https://www.econbiz.de/10010466950
Cover Image
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves; Hvozdyk, Lyudmyla; Lahaye, Jérôme - In: Journal of international money and finance 48 (2014), pp. 147-174
Persistent link: https://www.econbiz.de/10010464002
Cover Image
Three empirical essays on the informational content of financial prices
Bernoth, Kerstin - 2004
Persistent link: https://www.econbiz.de/10002524759
Cover Image
The Euribor futures market : efficiency and the impact of ECB policy announcements
Bernoth, Kerstin; Hagen, Jürgen von - In: International finance 7 (2004) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10002141303
Cover Image
The performance of the Euribor futures market : efficiency and the impact of ECB policy announcements
Bernoth, Kerstin; Hagen, Jürgen von - 2003
Persistent link: https://www.econbiz.de/10001881261
Cover Image
The performance of the Euribor futures market : effficiency and the impact of ECB policy announcements
Bernoth, Kerstin (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001972062
Cover Image
Volatility forecasting in European government bond markets
Özbekler, Ali Gencay; Kontonikas, Alexandros; … - In: International journal of forecasting 37 (2021) 4, pp. 1691-1709
Persistent link: https://www.econbiz.de/10013274332