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A structural approach to identify financial transmission in distinguished scenarios of crises

Herwartz, Helmut; Roestel, Jan - 2018

This paper investigates the propagation of instability through key asset markets of the US financial system - equity, real estate, banking and treasury - between 1/3/2000 and 12/26/2014. For this purpose, we develop an identification method to uncover characteristic financial market...

Persistent link: https://www.econbiz.de/10011903210

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

Did the introduction of the euro have an impact on inflation uncertainty? : an empirical assessment

Hartmann, Matthias; Herwartz, Helmut - In: Macroeconomic dynamics 18 (2014) 6, pp. 1313-1325

Persistent link: https://www.econbiz.de/10010467980

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

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

Determinants of the link between financial and economic development : evidence from a functional coefficient model

Herwartz, Helmut; Yabibal Mulualem Walle - In: Economic modelling 37 (2014), pp. 417-427

Persistent link: https://www.econbiz.de/10010417643

One share fits all? : regional variations in the extent of the shadow economy in Europe

Herwartz, Helmut; Tafenau, Egle; Schneider, Friedrich - In: Regional studies 49 (2015) 9, pp. 1575-1587

Persistent link: https://www.econbiz.de/10011304215

Modeling the FIBOR/EURIBOR swap term structure : an empirical approach

Blaskowitz, Oliver (contributor); … - 2005

In this study we forecast the term structure of FIBOR/EURIBOR swap rates by means of recursive vector autoregressive (VAR) models. In advance, a principal components analysis (PCA) is adopted to reduce the dimensionality of the term structure. To evaluate exante forecasting performance for...

Persistent link: https://www.econbiz.de/10002724448

A functional coefficient model view of the FeldsteinHorioka puzzle

Herwartz, Helmut; Fang, Xu - In: Journal of international money and finance 29 (2010) 1, pp. 37-54

Persistent link: https://www.econbiz.de/10003938657

The determinants of health-care expenditure : new results from semiparametric estimation

Herwartz, Helmut; Theilen, Bernd - In: Health economics 19 (2010) 8, pp. 964-978

Persistent link: https://www.econbiz.de/10008651845