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Exchange rate volatility and fundamentals
Kempa, Bernd - In: Money and finance in the global economy : challenges …, (pp. 105-112). 2002
Persistent link: https://www.econbiz.de/10003333276
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An oversimplified inquiry into the sources of exchange rate variability
Kempa, Bernd - 2003
Exchange rates as well as relative price level and output movements are decomposed into components associated with nominal shocks as well as shocks to aggregate supply and aggregate demand. In contrast to previous analyses of such decompositions based on statistical vector autoregression (VAR)...
Persistent link: https://www.econbiz.de/10010494184
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Exchange rate disconnect in a standard open-economy macro model
Kempa, Bernd - In: Open economies review 16 (2005) 3, pp. 283-293
Persistent link: https://www.econbiz.de/10002931802
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An oversimplified inquiry into the sources of exchange rate variability
Kempa, Bernd - In: Economic modelling 22 (2005) 3, pp. 439-458
Persistent link: https://www.econbiz.de/10002770059
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An oversimplified inquiry into the sources of exchange rate variability
Kempa, Bernd - 2003
Persistent link: https://www.econbiz.de/10001815757
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Excess volatility of real exchange rates in the EMS : some evidence from structural VARs
Kempa, Bernd - In: Applied economics 32 (2000) 1, pp. 73-79
Persistent link: https://www.econbiz.de/10001466817
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Do banks' buy and sell recommendations influence stock market volatility? : evidence from the German DAX30
Hendriks, Torben W.; Kempa, Bernd; Pierdzioch, Christian - In: The European journal of finance 18 (2012) 1/2, pp. 29-39
Persistent link: https://www.econbiz.de/10009565257
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Nonfundamental FX trading and excess volatility in credible target zones : theory and empirical evidence
Kempa, Bernd; Nelles, Michael - In: International review of economics & finance : IREF 8 (1999) 1, pp. 55-70
Persistent link: https://www.econbiz.de/10001427827
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Towards resolving the exchange rate volatility puzzle
Gaab, Werner; Kempa, Bernd - In: Integration, Währung und Wachstum - Dimensionen …, (pp. 229-242). 2002
Persistent link: https://www.econbiz.de/10001709170
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Exchange rate target zones and stock price volatility
Kempa, Bernd; Nelles, Michael; Pierdzioch, Christian - In: International journal of finance & economics : IJFE 4 (1999) 4, pp. 297-311
Persistent link: https://www.econbiz.de/10001447130