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Fengler, Matthias R.; Herwartz, Helmut - 2001

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

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

Hafner, Christian M.; Herwartz, Helmut - 1998

Persistent link: https://www.econbiz.de/10000992252

Multivariate volatility analysis of VW stock prices

Herwartz, Helmut; Lütkepohl, Helmut - 1998

Persistent link: https://www.econbiz.de/10000992357

Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications

Herwartz, Helmut; Reimers, Hans-Eggert - 2001

Persistent link: https://www.econbiz.de/10001631316

Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis

Hafner, Christian M.; Herwartz, Helmut - 1999

Persistent link: https://www.econbiz.de/10001413478

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