Similar Search Results

Investigating the JPY DEM-rate : arbitrage opportunities and a case for asymmetry

Herwartz, Helmut - In: International journal of forecasting 17 (2001) 2, pp. 231-245

Persistent link: https://www.econbiz.de/10001575595

On the (nonlinear) relationship between exchange rate uncertainty and trade : an investigation of US trade figures in the group of seven

Herwartz, Helmut - In: Review of world economics 139 (2003) 4, pp. 650-682

Persistent link: https://www.econbiz.de/10001915170

Volatility impulse response functions for multivariate GARCH models

Hafner, Christian M.; Herwartz, Helmut - 1998

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

Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications

Herwartz, Helmut; Reimers, Hans-Eggert - 2001

Persistent link: https://www.econbiz.de/10001631316

Multivariate volatility models

Fengler, Matthias R.; Herwartz, Helmut - In: Applied quantitative finance : theory and computational …, (pp. 221-236). 2002

Persistent link: https://www.econbiz.de/10001749997

Multivariate volatility models

Fengler, Matthias R.; Herwartz, Helmut - 2001

Persistent link: https://www.econbiz.de/10001659915

Volatility impulse response functions for multivariate GARCH models

Hafner, Christian M.; Herwartz, Helmut - 2001

Persistent link: https://www.econbiz.de/10001640371

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

Herwartz, Helmut (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001918978

Exchange Rates, Foreign Currency Exposure and Sovereign Risk

Bernoth, Kerstin - 2019

We quantify the causal link between exchange rate movements and sovereign risk of 16 major emerging market economies (EMEs) by means of structural vector autoregressive models (SVARs) using data from 10/2004 through 12/2016. We apply a novel data based identification approach of the structural...

Persistent link: https://www.econbiz.de/10012891675

Exchange rates, foreign currency exposure and sovereign risk

Bernoth, Kerstin; Herwartz, Helmut - In: Journal of international money and finance 117 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013284855