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Discrete-time stochastic volatility models and MCMC-based statistical inference

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and … indices and foreign exchange rates. -- Stochastic volatility ; Markov chain Monte Carlo ; Metropolis-Hastings algorithm Jump …

Persistent link: https://www.econbiz.de/10003770817

Margin requirements, volatility, and market integrity : what have we learned since the crash?

Kupiec, Paul H. - In: Journal of financial services research : JFSR 13 (1998) 3, pp. 231-255

Persistent link: https://www.econbiz.de/10001250344

Financial markets and the real economy

Cochrane, John H. - 2005

Persistent link: https://www.econbiz.de/10003285703

The relationship between exchange rates and International Trade : a review of economic literature

Auboin, Marc; Ruta, Michele - 2011 - Manuscript date: October 2011

, two main issues are investigated: the impact on international trade of exchange rate volatility and of currency … misalignments. On average, exchange rate volatility has a negative (even if not large) impact on trade flows. The extent of this …. -- Exchange rates ; volatility ; misalignments ; international trade …

Persistent link: https://www.econbiz.de/10009376106

Die Auswirkungen der Unternehmenstransparenz auf den Erfolg börsenorientierter Kapitalgesellschaften in Deutschland - Eine Darstellung des aktuellen Forschungsstandes

Schmidt, Marko; Grigoleit, Jens; Nippa, Michael - 2009

Die Erhöhung der Informationstransparenz seitens der Unternehmensleitung gegenüber den Anteilseignern ist eine wesentliche Forderung der Corporate Governance. Deshalb kommt ihr auch bei der Gesetzgebung und der Festlegung von Best Practice-Regeln sowie hinsichtlich der Unternehmensbewertung...

Persistent link: https://www.econbiz.de/10003851333

A critique of the literature on the US financial debt crisis

Stein, Jerome L. - 2010

A healthy financial system encourages the efficient allocation of capital and risk. The collapse of the house price bubble led to the financial crisis that started in 2007. There is a large empirical literature concerning the relation between asset price bubbles and financial crises. I evaluate...