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Implications of macroeconomic volatility in the Euro area
Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018
In this paper we estimate a Bayesian vector autoregressive model with factor stochastic volatility in the error term to … quantity during estimation. Only a limited number of contributions to the literature estimate uncertainty and its macroeconomic …
Persistent link: https://www.econbiz.de/10011978764
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Exchange rate variability and EU trade
Sekkat, Khalid - 1998
Persistent link: https://www.econbiz.de/10013421110
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The use of cash by households in the euro area
Esselink, Henk; Hernández, Lola - 2017
cash by households. This paper presents an estimation of the number and value of cash transactions in all 19 euro area …
Persistent link: https://www.econbiz.de/10011752271
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Wealth effects on money demand in EMU: econometric evidence
Boone, Laurence; Mikol, Fanny; Noord, Paul Joseph van den - 2004
Persistent link: https://www.econbiz.de/10013427062
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Procyclical asset management and bond risk premia
Barbu, Alexandru; Fricke, Christoph; Mönch, Emanuel - 2021
We use unique institutional securities holdings data to examine the trading behaviour of delegated institutional capital and its impact on bond risk premia. We show that institutional fund managers trade strongly procyclically: they actively move into higher yielding, longer duration and lower...
Persistent link: https://www.econbiz.de/10012485994
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Stock market fluctuations and consumption behaviour : some recent evidence
Boone, Laurence - 1998
Persistent link: https://www.econbiz.de/10013426847
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Optionsbewertung bei stochastischer Volatilität : Theorie und Empirie
Campenhausen, Claus von - 1996
Persistent link: https://www.econbiz.de/10000934033