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Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung

Pierdzioch, Christian; Stadtmann, Georg - 1999

Persistent link: https://www.econbiz.de/10004000251

Sources of predictability of European stock markets for high technology firms

Pierdzioch, Christian; Schertler, Andrea - 2005

Persistent link: https://www.econbiz.de/10004396945

What can the ECB learn from Bundesbank interventions? : Evidence on the link between exchange rate volatility and interventions

Döpke, Jörg; Pierdzioch, Christian - 2000

Persistent link: https://www.econbiz.de/10004586552

The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan

Frenkel, Michael; Pierdzioch, Christian; Stadtmann, Georg - 2002

Persistent link: https://www.econbiz.de/10004748805

Exchange rate expectations redux and monetary policy

Pierdzioch, Christian - 2002

Persistent link: https://www.econbiz.de/10004748806

The integration of imperfect financial markets: Implications for business cycle volatility

Buch, Claudia M.; Pierdzioch, Christian - In: Journal of Policy Modeling 27 (2005) 7, pp. 789-804

Persistent link: https://www.econbiz.de/10005384080

Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s

Frenkel, Michael; Pierdzioch, Christian; Stadtmann, Georg - In: Review of World Economics (Weltwirtschaftliches Archiv) 140 (2004) 3, pp. 709-729

Persistent link: https://www.econbiz.de/10005390978

Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities' reaction functions

Frenkel, Michael; Pierdzioch, Christian; Stadtmann, Georg - In: The Quarterly Review of Economics and Finance 45 (2005) 4-5, pp. 680-698

Persistent link: https://www.econbiz.de/10005394577

The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan

Frenkel, Michael; Pierdzioch, Christian; Stadtmann, Georg - In: Journal of International Financial Markets, … 14 (2004) 1, pp. 25-36

Persistent link: https://www.econbiz.de/10005408493

Changes in the international comovement of stock returns and asymmetric macroeconomic shocks

Kizys, Renatas; Pierdzioch, Christian - In: Journal of International Financial Markets, … 19 (2009) 2, pp. 289-305

We study whether asymmetric macroeconomic shocks help to explain changes in the international comovement of monthly stock returns in major industrialized countries over the period 1975-2004. Based on a time-varying parameter model, we trace out how the pattern of international comovement of...

Persistent link: https://www.econbiz.de/10005408538