Similar Search Results

Asymmetric price transmission in the US and German fuel markets : a quantile autoregression approach

Schweikert, Karsten - In: Empirical economics : a journal of the Institute for … 56 (2019) 3, pp. 1071-1095

Persistent link: https://www.econbiz.de/10012041695

Testing for cointegration with threshold adjustment in the presence of structural breaks

Schweikert, Karsten - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10012406026

Bootstrap confidence intervals and hypothesis testing for market information shares

Schweikert, Karsten - In: Journal of financial econometrics 19 (2021) 5, pp. 934-959

Persistent link: https://www.econbiz.de/10012799055

Are gold and silver cointegrated? : new evidence from quantile cointegrating regressions

Schweikert, Karsten - In: Journal of banking & finance 88 (2018), pp. 44-51

Persistent link: https://www.econbiz.de/10011962579

Decision-making in sequential projects: expected time-to-build and probability of failure

Mölls, Sascha; Schild, Karl-Heinz - In: Review of Quantitative Finance and Accounting 39 (2012) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10010989615

Detecting a copycat effect in school shootings using spatio‐temporal panel count models

Schweikert, Karsten; Huth, Manuel; Gius, Mark - In: Contemporary Economic Policy 39 (2021) 4, pp. 719-736

Persistent link: https://www.econbiz.de/10012537009

Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions

Schweikert, Karsten - In: Journal of Time Series Analysis 43 (2021) 1, pp. 83-104

Persistent link: https://www.econbiz.de/10012538249

Forecasting Baden‐Württemberg's GDP growth : MIDAS regressions versus dynamic mixed‐frequency factor models

Kuck, Konstantin; Schweikert, Karsten - In: Journal of Forecasting 40 (2021) 5, pp. 861-882

Persistent link: https://www.econbiz.de/10012406768

Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions

Kuck, Konstantin; Maderitsch, Robert; Schweikert, Karsten - In: Economics Letters 126 (2015) C, pp. 114-118

This paper uses quantile regression techniques to investigate the temporal dependence patterns of major exchange rates around the globe. Specifically, we estimate quantile autoregressive models for daily exchange rate returns of the USD/EUR, USD/JPY, USD/GBP, USD/AUD, USD/CHF and USD/CAD...

Persistent link: https://www.econbiz.de/10011189516

Flight to quality - Gold mining shares versus gold bullion

Baur, Dirk G.; Prange, Philipp; Schweikert, Karsten - In: Journal of international financial markets, … 71 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012800060