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Real Exchange Rates and Commodity Prices in Neoclassical Model

International Monetary Fund - 1988

that theory and structure help in predicting commodity prices, although not the exchange rate, and that predictive ability …

Persistent link: https://www.econbiz.de/10014396210

When uncertainty blows in the orchard : comovement and equilibrium volatility risk premia

Buraschi, Andrea; Trojani, Fabio; Vedolin, Andrea - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 101-137

Persistent link: https://www.econbiz.de/10010372428

Is the sovereign debt market efficient? : evidence from the US and German sovereign debt markets

Richter, Christian; Fakhry, Bachar - In: International economics and economic policy : IEEP 12 (2015) 3, pp. 339-357

Persistent link: https://www.econbiz.de/10011375990

Stock market volatility tests : a classical-Keynesian alternative to mainstream interpretations

Brancaccio, Emiliano; Buonaguidi, Damiano - In: International journal of political economy : a journal … 48 (2019) 3, pp. 253-274

Persistent link: https://www.econbiz.de/10012177782

Non-fundamental exchange rate volatility and welfare

Straub, Roland; Tchakarov, Ivan - 2004

We lay out an empirical and a theoretical model to analyze the effects of non-fundamental exchange rate volatility on economic activity and welfare. In the first part of the paper, the GARCH-SVARmodel is applied to measure empirically the effect of the conditional exogenous exchange rate...

Persistent link: https://www.econbiz.de/10009636551

Stochastic volatility in interest rates and nonlinearity in velocity

Barnett, William A.; Xu, Haiyang - In: The theory of monetary aggregation, (pp. 274-295). 2000

Persistent link: https://www.econbiz.de/10001508715

Can strategic market making explain asset pricing? : A microstructure analysis of the treasury bond market

Massa, Massimo; Simonov, Andrei - 2000

Persistent link: https://www.econbiz.de/10001508934

Determinants of the implied shadow exchange rates from a target zone

Rangvid, Jesper; Sørensen, Carsten - In: Exchange rate policies for small open economies, (pp. 113-151). 1999

Persistent link: https://www.econbiz.de/10001508939

Leverage and the price volatility of equity shares in equilibrium

Drees, Burkhard; Eckwert, Bernhard - In: The quarterly review of economics and finance : journal … 40 (2000) 2, pp. 155-167

Persistent link: https://www.econbiz.de/10001509383

Index option market activity and cash market volatility under different market conditions : an empirical study from Sweden

Hagelin, Niclas - In: Empirical essays on financial markets, firms, and derivates, (pp. 11-41). 2000

Persistent link: https://www.econbiz.de/10001509964