Similar Search Results

Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten

Alexander, Volbert; Kugler, Peter; Streissler, Erich; … - Verein für Socialpolitik / Ausschuss für Geldtheorie … - 1998

Die Beiträge des Bandes befassen sich mit den Mechanismen der Preisbildung auf den Finanz- und Devisenmärkten. Besonderes Interesse gilt der Rolle von Spekulation und Arbitrage und der sich daraus ergebenden Volatilität der Finanzmarktpreise. -- Der Beitrag von E. W. Streissler hat die...

Persistent link: https://www.econbiz.de/10011401983

Identifying volatility signals from time-varying simultaneous stock market interaction : conference paper

Strohsal, Till; Weber, Enzo - 2013

In the academic literature, the economic interpretation of stock market volatility is inherently ambivalent, being … volatility-dependent cross-market spillovers. If higher volatility in one market leads to higher (lower) reactions in another … market, volatility reflects information (uncertainty). We introduce a simultaneous time-varying coefficient model, where …

Persistent link: https://www.econbiz.de/10010339937

Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten

Alexander, Volbert (contributor); Baltensperger, Ernst (ed.) - 1998

Persistent link: https://www.econbiz.de/10013280903

Assets, beliefs, and equilibria in economic dynamics : essays in honor of Mordecai Kurz ; [presented in a special symposium co-hosted by the Stanford University Department of Econo...

Aliprantis, Charalambos D. (ed.); Kurz, Mordecai (honouree) - 2004

Persistent link: https://www.econbiz.de/10001782373

Cyclical asset returns in the consumption and investment goods sector : conference paper

Heer, Burkhard; Maußner, Alfred; Süssmuth, Bernd - 2014

We document the empirical fact that asset prices in the consumption-goods and investment-goods sector behave almost identically in the US economy. In order to derive the cyclical behavior of the equity returns in these two sectors, we onsider a standard two-sector real-business cycle model with...

Persistent link: https://www.econbiz.de/10010482490

Emerging data issues in applied food demand analysis : proceedings of a workshop held by the S216, food demand and consumption behavior regional committee

Eastwood, David Ballard (contributor); … - 1993

Persistent link: https://www.econbiz.de/10014463039

The consumption response to labour income changes

Boudt, Kris; Schoors, Koen; Van Den Heuvel, Milan; … - International Research Conference on Household … - 2022

We develop an income shock classification taxonomy that classifies income changes into 9 categories based on the magnitude, direction and permamency of the income change. Using 01/2017 - 06/2022 bank transaction data of Belgian employees and workers, we apply this classification on labour income...

Persistent link: https://www.econbiz.de/10013443715

Conference on Financial Stability

1993

Persistent link: https://www.econbiz.de/10000960659

A latent dynamic factor approach to forecasting multivariate stock market volatility : conference paper

Gribisch, Bastian - 2013

This paper proposes a latent dynamic factor model for low- as well as high-dimensional realized covariance matrices of stock returns. The approach is based on the matrix logarithm and allows for flexible dynamic dependence patterns by combining common latent factors driven by HAR dynamics and...

Persistent link: https://www.econbiz.de/10010341025

The relation between overreaction in forecasts and uncertainty : a nonlinear approach ; conference paper

Leppin, Julian Sebastian - 2014 - This version: February 2014

This paper examines if overreaction of oil price forecasters is affected by uncertainty. Furthermore, it takes into account joint effects of uncertainty and oil price returns on forecast changes. The panel smooth transition regression model from Gonz alez et al. (2005) is applied with univariate...

Persistent link: https://www.econbiz.de/10010480543

1
2
3
4
5
6
7
8
9
10
Next
Last