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On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of Seven

Herwartz, Helmut - 2003

In this paper bilateral models formalizing monthly growth of US imports and exports are employed to investigate the potential of nonlinear relationships linking exchange rate uncertainty and trade growth. Parametric linear and nonlinear as well as semiparametric time series models are evaluated...

Persistent link: https://www.econbiz.de/10010296439

Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt

Herwartz, Helmut; Reimers, Hans-Eggert - 1999

Persistent link: https://www.econbiz.de/10001404957

Structural analysis of portfolio risk using beta impulse response functions

Hefner, Christian M.; Herwartz, Helmut - In: Statistica Neerlandica : journal of the Netherlands … 52 (1998) 3, pp. 336-355

Persistent link: https://www.econbiz.de/10001352924

Volatility impulse response functions for multivariate GARCH models

Hafner, Christian M.; Herwartz, Helmut - 1998

Persistent link: https://www.econbiz.de/10001363211

Are low-frequency data really uninformative? : a forecasting combination perspective

Ma, Feng; Li, Yu; Liu, Li; Zhang, Yaojie - In: The North American journal of economics and finance : a … 44 (2018), pp. 92-108

Persistent link: https://www.econbiz.de/10012036299

Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets

Ma, Feng; Wahab, M. I. M.; Zhang, Yaojie - In: Pacific-Basin finance journal 54 (2019), pp. 132-146

Persistent link: https://www.econbiz.de/10012133635

Identification of structural multivariate GARCH models

Hafner, Christian M.; Herwartz, Helmut; Maxand, Simone - 2018

Persistent link: https://www.econbiz.de/10011993276

Forecasting the aggregate oil price volatility in a data-rich environment

Ma, Feng; Liu, Jing; Wahab, M. I. M.; Zhang, Yaojie - In: Economic modelling 72 (2018), pp. 320-332

Persistent link: https://www.econbiz.de/10012100341

Forecasting the realized volatility : the role of jumps

Liu, Zhichao; Ma, Feng; Wang, Xunxiao; Xia, Zean - In: Applied economics letters 23 (2016) 10/12, pp. 736-739

Persistent link: https://www.econbiz.de/10011628475

Forecasting the realized volatility in the Chinese stock market : further evidence

Pu, Wang; Chen, Yixiang; Ma, Feng - In: Applied economics 48 (2016) 31/33, pp. 3116-3130

Persistent link: https://www.econbiz.de/10011616957

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