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The Copula-GARCH model of conditional dependencies : an international stock market application

Jondeau, Eric; Rockinger, Michael - In: Journal of international money and finance 25 (2006) 5, pp. 827-853

Persistent link: https://www.econbiz.de/10003405036

Testing for differences in the tails of stock-market returns

Jondeau, Eric; Rockinger, Michael - 2001

Persistent link: https://www.econbiz.de/10001629391

Testing for differences in the tails of stock-market returns

Jondeau, Eric; Rockinger, Michael - In: Journal of empirical finance 10 (2003) 5, pp. 559-581

Persistent link: https://www.econbiz.de/10001806965

Comparaison de méthodes d'extraction d'information à partir d'options de change : le cas du Franc-Deutschemark

Jondeau, Eric; Rockinger, Michael - In: Finance : revue de l'Association Française de Finance 20 (1999) 1, pp. 23-60

Persistent link: https://www.econbiz.de/10001475125

Volatility clustering, asymmetry and hysteresis in stock returns : international evidence

Crouhy, Michel - In: Financial engineering and the Japanese markets 4 (1997) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10001222633

Volatility clustering, asymmetry and hysteresis in stock returns : international evidence

Crouhy, Michel; Rockinger, Michael - 1994

Persistent link: https://www.econbiz.de/10000907916

The tail behavior of stock returns : emerging versus mature markets

Jondeau, Eric; Rockinger, Michael - 1999

Persistent link: https://www.econbiz.de/10001381768

Conditional dependency of financial series : an application of copulas

Rockinger, Michael; Jondeau, Eric - 2001

Persistent link: https://www.econbiz.de/10001564642

Monetary Policy, Regulation and Volatile Markets

Calverley, John P.; Restoy, Fernando; Thuesen, Jesper … - 2008

Turmoil in financial markets causes reflection. Is monetary policy conducted in the most efficient way? Are regulatory and supervisory arrangements adequate when market volatility increases and financial institutions come under stress? In the present SUERF Study, we have collected the...

Persistent link: https://www.econbiz.de/10011689935

Deflation in a historical perspective

Bordo, Michael D.; Filardo, Andrew J. - 2005

Persistent link: https://www.econbiz.de/10003222100