Similar Search Results

Measuring persistence in volatility spillovers : conference paper

Conrad, Christian; Weber, Enzo - Wettbewerbspolitik und Regulierung in einer Globalen … - 2013

This paper analyzes volatility spillovers in multivariate GARCH-type models. We show that the cross-effects between the … conditional variances determine the persistence of the transmitted volatility innovations. In particular, the influence of a … foreign volatility innovation on a conditional variance is even more persistent than an own innovation unless this effect is …

Persistent link: https://www.econbiz.de/10010341118

[Workshop on Developments in Exchange Rate Modelling] : [April 4 and 5 1997]

Workshop on Developments in Exchange Rate Modelling … - In: Journal of international money and finance 17 (1998) 1

Persistent link: https://www.econbiz.de/10001248027

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

Exchange rates and corporate performance

Amihud, Yakov (contributor); Levich, Richard M. (contributor) - 2003 - Repr

Persistent link: https://www.econbiz.de/10001709347

Exchange rate volatility : causes, consequences & management ; [10th Melbourne Money & Finance Conference, held in December 2000]

2001

Persistent link: https://www.econbiz.de/10001615157

Exchange rate economics : where do we stand?

De Grauwe, Paul (ed.) - 2005

Recent theoretical developments in exchange rate economics have led to important new insights into the functioning of the foreign exchange market. The simple models of the 1970s, which could not withstand empirical evaluation, have been succeeded by more complex models that draw on theoretical...