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Year of publication
Subject
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feed-back 4 I(2) analysis 3 Imperfect Knowledge 3 Long swings 3 Feed-Back Effect 2 Lateinamerika 2 Latin America 2 Markov chain 2 Markov-Kette 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Poverty traps 2 Riemannian Manifold Hamiltonian Monte Carlo 2 Self-reinforcing feed-back 2 Stochastic Volatility in Mean 2 Stochastic process 2 Stochastischer Prozess 2 Stock Latin American Markets 2 Theorie 2 Theory 2 Volatility 2 Volatilität 2 civil liberties 2 fertility 2 local democracy 2 positive feed-back 2 property rights 2 the commons 2 undernourishment 2 ARCH model 1 ARCH-Modell 1 Bayes-Statistik 1 Bayesian inference 1 Börsenkurs 1 Ccausality 1 Cointegration 1 Devisenmarkt 1 EU labour markets 1 Equilibrium asset pricing 1 Foreign exchange market 1
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Online availability
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Free 15
Type of publication
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Book / Working Paper 9 Article 6
Type of publication (narrower categories)
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Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3
Language
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Undetermined 8 English 7
Author
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Assenmacher, Katrin 3 Abanto-Valle, Carlos A. 2 Dasgupta, Partha 2 Garrafa-Aragón, Hernán B. 2 Rodriguez, Gabriel 2 Bobe, Magdalena 1 Bollerslev, Tim 1 CHAUHAN, Ajay Kumar 1 Castro Cepero, Luis M. 1 Cebula, Richard 1 GARG, Ashish 1 Juselius, Katarina 1 Jusélius, Katarina 1 Maria, Bente Florina 1 Mihaela, Rus 1 Mildeová, Stanislava 1 Potužáková, Zuzana 1 Procopie, Roxana 1 Sizova, Natalia 1 Tauchen, George 1 Vasile, Ioana 1 juselius, katarina 1
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Institution
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London School of Economics (LSE) 1 School of Economics and Management, University of Aarhus 1 Schweizerische Nationalbank (SNB) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Økonomisk Institut, Københavns Universitet 1
Published in...
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Documento de trabajo 2 Annals of Faculty of Economics 1 CREATES Research Papers 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 Journal of Applied Research in Finance Bi-Annually 1 LSE Research Online Documents on Economics 1 MPRA Paper 1 Manager Journal 1 Ovidius University Annals, Economic Sciences Series 1 Politická ekonomie 1 SNB working papers 1 STICERD - Development Economics Papers - From 2008 this series has been superseded by Economic Organisation and Public Policy Discussion Papers 1 The AMFITEATRU ECONOMIC journal 1 Working Papers / Schweizerische Nationalbank (SNB) 1
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Source
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RePEc 12 ECONIS (ZBW) 3
Showing 1 - 10 of 15
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Approximate Bayesian estimation of stochastic volatility in mean models using Hidden Markov Models: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.; Rodriguez, Gabriel; Castro … - 2021 - Primera edición
Persistent link: https://www.econbiz.de/10013170523
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Stochastic volatility in mean : empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.; Rodriguez, Gabriel; … - 2020
Persistent link: https://www.econbiz.de/10012435606
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Real exchange rate persistence: The case of the Swiss franc-US dollar rate
juselius, katarina; Assenmacher, Katrin - Schweizerische Nationalbank (SNB) - 2015
Asset prices tend to undergo wide swings around long-run equilibrium values, which can have detrimental effects on the real economy. To get a better understanding of how the financial sector and the real economy interact, this paper models the long swings in the Swiss franc-US dollar foreign...
Persistent link: https://www.econbiz.de/10011188983
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Real exchange rate persistence : the case of the Swiss franc-US dollar rate
Jusélius, Katarina; Assenmacher, Katrin - 2015
Asset prices tend to undergo wide swings around long-run equilibrium values, which can have detrimental effects on the real economy. To get a better understanding of how the financial sector and the real economy interact, this paper models the long swings in the Swiss franc-US dollar foreign...
Persistent link: https://www.econbiz.de/10010494961
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Real exchange rate persistence: the case of the Swiss franc-US dollar rate
Juselius, Katarina; Assenmacher, Katrin - Økonomisk Institut, Københavns Universitet - 2014
Asset prices tend to undergo wide swings around long-run equilibrium values which can have detrimental effects on the real economy. To get a better understanding of how the fi?nancial sector and the real economy interact this paper models the long swings in the Swiss franc-US dollar foreign...
Persistent link: https://www.econbiz.de/10011071721
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Motivating Employees -a Key Component of Human Resources in Organizations
Mihaela, Rus - In: Ovidius University Annals, Economic Sciences Series XIV (2014) 1, pp. 408-412
Human behaviors are governed by two main systems: one system of reward and punishment. Our behaviors followed by positive results tend to develop. Conversely, behaviors followed by negative results tend to diminish. What is usually overlooked is that the rewards of working extremely intense...
Persistent link: https://www.econbiz.de/10010940585
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Systems Approach to Concept of Flexicurity
Potužáková, Zuzana; Mildeová, Stanislava - In: Politická ekonomie 2011 (2011) 2, pp. 224-241
-term unemployment. With the aid of causal loops it is possible to analyze the European labor market as a complex feed-back system. The …
Persistent link: https://www.econbiz.de/10009019518
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FEED-BACK TRADING BEHAVIOR OF FOREIGN INSTITUTIONAL INVESTORS AND LOCAL MUTUAL FUNDS IN INDIAN STOCK MARKET: AN EMPIRICAL EVIDENCE
CHAUHAN, Ajay Kumar; GARG, Ashish - In: Journal of Applied Research in Finance Bi-Annually II (2010) 2, pp. 110-120
This paper makes an effort to investigate the presence of feedback trading behavior, if any with reference to foreign institutional investors (FIIs) and mutual fund investments in relation with the benchmark market index CNX SandP Nifty. The study used the daily data for the period started from...
Persistent link: https://www.econbiz.de/10010742154
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Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Bollerslev, Tim; Sizova, Natalia; Tauchen, George - School of Economics and Management, University of Aarhus - 2009
pricing; stochastic volatility; leverage efiect; volatility feed- back; option implied volatility; realized volatility …
Persistent link: https://www.econbiz.de/10005787548
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GUIDELINES REGARDING EFFICIENT COMMUNICATION WITHIN MODERN ORGANIZATIONS
Maria, Bente Florina - In: Annals of Faculty of Economics 4 (2009) 1, pp. 591-594
Efficient communication is one modern organization’s key to success, strengthening from within the employees’ confidence in the vision and mission of the organization, pinning them down to the reality of their workplace, feeding the development process of
Persistent link: https://www.econbiz.de/10008512035
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