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Transmission channels of systemic risk : a system wide perspective
Podlich, Natalia - 2016
Persistent link: https://www.econbiz.de/10011551891
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Policy evaluation in macroeconomics : unemployment, fiscal rules, and exchange rates
Gehrke, Britta - 2014
Persistent link: https://www.econbiz.de/10010442652
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Special issue on "Multivariate volatility models"
Garcia, René (contributor); Ghysels, Eric (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003907531
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Essays on insurance-linked securities and foreign exchange options
Beer, Simone - 2019
deals with investigating the dynamics of foreign exchange implied volatility and correlation surfaces. The first paper …-neutral valuation framework is thus suitable for pricing natural catastrophe risk. In the fourth paper, smooth implied volatility and … interdependences between implied correlation and implied volatility. …
Persistent link: https://www.econbiz.de/10012152695
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Debt, risk and liquidity in futures markets
Goss, Barry A. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003401776
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Essays in international macroeconomics and econometrics
Zhang, Xuan - 2014
Persistent link: https://www.econbiz.de/10010384427
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Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten
Alexander, Volbert (contributor); Baltensperger, Ernst (ed.) - 1998
Persistent link: https://www.econbiz.de/10013280903
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Commodity market internationalization and portfolio optimization : an empirical study
Berlia, Neha - 2014
Mit der wachsenden Internationalisierung der Rohstoff- und Finanzmärkte hat sich die Wissenschaft zunehmend mit der Frage auseinandergesetzt, wie die Preisfindung und das Handelsvolumen in einem Markt von anderen Märkten beeinflusst werden. Von besonderem Interesse waren hierbei die...
Persistent link: https://www.econbiz.de/10010253922