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Multivariate volatility models

Fengler, Matthias R.; Herwartz, Helmut - 2001

Persistent link: https://www.econbiz.de/10001659915

The introduction of the Euro and its effects on portfolio decisions

Haselmann, Rainer; Herwartz, Helmut - In: Journal of international money and finance 29 (2010) 1, pp. 94-110

Persistent link: https://www.econbiz.de/10003938662

The introduction of the Euro and its effects on investment decisions

Haselmann, Rainer (contributor); … - 2005

In this paper we examine changes on investment decisions induced by the introduction of the Euro. There are two … potential sources of portfolio reallocation. First, the introduction of the Euro diminished exchange rate risks within the EMU …

Persistent link: https://www.econbiz.de/10003182391

Forecasting performance of market share attraction models : a comparison of different models assuming that competitors' actions are forecasts

Klapper, Daniel; Herwartz, Helmut - 1998

Persistent link: https://www.econbiz.de/10000168630

Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt

Herwartz, Helmut; Reimers, Hans-Eggert - 1999

Persistent link: https://www.econbiz.de/10001404957

Weekday dependence of German stock market returns

Herwartz, Helmut - 1999

Persistent link: https://www.econbiz.de/10001404961

Structural analysis of portfolio risk using beta impulse response functions

Hefner, Christian M.; Herwartz, Helmut - In: Statistica Neerlandica : journal of the Netherlands … 52 (1998) 3, pp. 336-355

Persistent link: https://www.econbiz.de/10001352924

Performance of periodic time series models in forecasting

Herwartz, Helmut - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 271-301

Persistent link: https://www.econbiz.de/10001388900

Long-run links among money, prices, and output : world-wide evidence

Herwartz, Helmut; Reimers, Hans-Eggert - 2001

Regarding inflation as being a monetary phenomenon in the long-run is a widely-held view in modern macro economics. We analyse this topic by means of a P-star model. Based on the quantity theory of money, this approach explains inflation via a supposed equilibrium price level (P-star), which...

Persistent link: https://www.econbiz.de/10011419407

Regional labor market performance in Europe : error correction dynamics and the role of national institutions and local structure

Herwartz, Helmut; Niebuhr, Annekatrin - In: International regional science review 40 (2017) 3, pp. 270-296

Persistent link: https://www.econbiz.de/10011704060