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Tests of unbiasedness in the foreign exchange futures markets : an examination of price limits and conditional heteroscedasticity

Kodres, Laura E. - In: The journal of business : B 66 (1993) 3, pp. 463-490

Persistent link: https://www.econbiz.de/10001147955

Shadow banking — what are we really worried about?

Kodres, Laura E. - In: Shadow banking within and across national borders : [on …, (pp. 229-237). 2015

Persistent link: https://www.econbiz.de/10010496967

Asset purchase programmes in the Asia-Pacific region during Covid-19 : design and impact

Kodres, Laura E. - 2023

Persistent link: https://www.econbiz.de/10014631186

Hat die Zinsstruktur Aussagekraft für die zukünftige Inflation in Deutschland?

Jochum, Christian; Kirchgässner, Gebhard - In: Kredit und Kapital 32 (1999) 4, pp. 493-519

Mit Daten für den Zeitraum von 1973 bis 1997 lassen sich für Deutschland Ergebnisse für den Zusammenhang zwischen der Zinsstruktur und der Differenz zwischen lang- und kurzfristigen Inflationsraten erzielen, die den Ergebnissen von Mishkin für die USA weitgehend entsprechen. Dieses Ergebnis...

Persistent link: https://www.econbiz.de/10014522864

A strange animal? : The Swiss Franc exchange rate as a 'captured' random walk

Jochum, Christian; Savioz, Marcel - In: Swiss journal of economics and statistics 141 (2005) 4, pp. 527-553

Persistent link: https://www.econbiz.de/10003309942

Stock market volatility : estimation and causes ; an investigation into the nature of stock market risk

Jochum, Christian - 1999

Persistent link: https://www.econbiz.de/10001364018

A long-run relationship between Eastern European stock markets? : cointegration and the 1997-98 crisis in emerging markets

Jochum, Christian; Kirchgässner, Gebhard; Platek, Mariusz - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 135 (1999) 3, pp. 454-479

Persistent link: https://www.econbiz.de/10001408500

Hat die Zinsstruktur Aussagekraft für die zukünftige Inflation in Deutschland? : Eine Kritik des Mishkin-Ansatzes

Jochum, Christian; Kirchgässner, Gebhard - In: Kredit und Kapital 32 (1999) 4, pp. 493-519

Persistent link: https://www.econbiz.de/10001451705

Volatility Spillovers and the Price of Risk : Evidence from the Swiss Stock Market

Jochum, Christian - 1999

This paper investigates the behavior of the risk premium on the Swiss stock market. The risk premium consists of two components, which are estimated separately: the amount of volatility and the unit price of risk. By estimating a bivariate GARCH-M model the volatility of the Swiss market is...

Persistent link: https://www.econbiz.de/10012789688

Stock market volatility : an investigation into the nature of stock market risk

Jochum, Christian - 1999

Persistent link: https://www.econbiz.de/10004228372