Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
This paper seeks to disentangle the sources of correlations between high-, mid- and lowcap stock indexes from the … proposes specifying ARCH-type models for both the idiosyncratic innovations and a common factor, so that the model structure ….
008 "Sectoral Transformation, Turbulence, and Labour Market Dynamics in
Germany" by Ronald Bachmann and Michael C. Burda …