Similar Search Results - EconBiz

Inflation and monetary policy in the twentieth century

Christiano, Lawrence J.; Fitzgerald, Terry J. - In: Economic perspectives 27 (2003) 1, pp. 22-45

Persistent link: https://www.econbiz.de/10001767039

Economic policy in India : for economic stimulus, or for austerity and volatility?

Sen, Sunanda; DasGupta, Zico - 2014

measures have also loomed over the global recession. This paper highlights the theoretical fallacies of monetarism and analyzes …

Persistent link: https://www.econbiz.de/10010385761

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

The predictive ability of several models of exchange rate volatility

West, Kenneth D.; Cho, Dongchul - 1994

Persistent link: https://www.econbiz.de/10000884768

Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and risk aversion

Hu, Jie - 1993

Persistent link: https://www.econbiz.de/10000885309

A general equilibrium model of portfolio insurance

Başak, Suleyman - 1994

Persistent link: https://www.econbiz.de/10000887985

Dinámica no lineal en la bolsa de valores

Mayer-Foulkes, David; Feliz, Raúl Aníbal - 1992 - 1. ed

Persistent link: https://www.econbiz.de/10000889335

Time-varying volatility estimates in option pricing : can superior estimates be obtained?

Brailsford, Timothy J.; Oliver, Barry R. - 1993 - 1. draft

Persistent link: https://www.econbiz.de/10000889671

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