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Predicting exchange rate volatility : genetic programming vs. GARCH and RiskMetrics
Neely, Christopher J. (contributor);  … - 2001 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001941461
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raunig, Burkhard - 2002
Persistent link: https://www.econbiz.de/10001650402
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Will the (German) NAIRU please stand up?
Franz, Wolfgang - 2003
This paper deals with a critical assessment and a reestimation of the "non-accelerating in ation rate of unemployment" (NAIRU) for Germany. There are quite a few obstacles to perceiving the NAIRU as an understandable and easy-to-use analytical instrument, suitable for economic policy: the...
Persistent link: https://www.econbiz.de/10011448601
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Do business-related services really lag behind manufacturing industries in the business cycle? : empirical evidence on the lead/lag relationship between business-related services a...
Kaiser, Ulrich; Voß, Katrin - 1999
In an a priori view, it is usually assumed that the business cycle of manufacturing industries leads the business cycle of the service sector. This seems to be even more plausible for the relationship between business-related services, whose high growth rates in recent years were largely due to...
Persistent link: https://www.econbiz.de/10011442943
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The behaviour of noise traders : empirical evidence on purchases of business magazines
Czarnitzki, Dirk; Stadtmann, Georg - 2000
According to the prospect theory financial investors tend to sell winners too early and ride losers too long. Therefore, demand for financial advise should be high in a bull market and low in a bear market. Thus, we test the hypothesis whether the demand for business magazines is somehow related...
Persistent link: https://www.econbiz.de/10011445202
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Voluntary giving and economic growth : time series evidence for the US
Heinemann, Friedrich - 2010
a business cycle volatility which is comparable to the moderate one of indirect taxes. However, this overall finding is …
Persistent link: https://www.econbiz.de/10008665402
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Cost pass-through in strategic oligopoly : sectoral evidence for the EU ETS
Alexeeva-Talebi, Victoria - 2010
Price adjustments, particularly the cost pass-through relationships, are at the core of the analysis on how asymmetric climate change policy initiates two channels of carbon leakage: (decreasing) market shares and profit margins. Using advanced time-series techniques, this paper explores the...
Persistent link: https://www.econbiz.de/10008652544
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Testing for longer horizon predictability of return volatility with an application to the German DAX
Raunig, Burkhard - 2003
Persistent link: https://www.econbiz.de/10001815044
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Is foreign exchange delta hedging risk priced?
Guo, Hui (contributor); Neely, Christopher J. (contributor) - 2004 - [Elektronische Ressource]
"If there is no priced risk--including volatility risk--associated with hedging an option, then expected delta hedging … hypothesis that delta hedging errors reflect rational pricing; foreign exchange volatility and stock market volatility predict … them. Moreover, foreign exchange volatility also predicts excess stock market returns, indicating that foreign exchange …
Persistent link: https://www.econbiz.de/10002421353
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Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001945539