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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

Using causal graphs to test for the direction of instantaneous causality between economic policy uncertainty and stock market volatility

Raunig, Burkhard - In: Empirical economics : a quarterly journal of the … 65 (2023) 4, pp. 1579-1598

Persistent link: https://www.econbiz.de/10014388833

The longer-horizon predictability of German stock market volatility

Raunig, Burkhard - In: International journal of forecasting 22 (2006) 2, pp. 363-372

Persistent link: https://www.econbiz.de/10003315669

The predictability of exchange rate volatility

Raunig, Burkhard - In: Economics letters 98 (2008) 2, pp. 220-228

Persistent link: https://www.econbiz.de/10003624250

Background indicators

Raunig, Burkhard - 2016

Persistent link: https://www.econbiz.de/10011494861

Economic policy uncertainty and the volatility of sovereign CDS spreads

Raunig, Burkhard - 2018

Persistent link: https://www.econbiz.de/10011820277

Economic policy uncertainty and stock market volatility : a causality check

Raunig, Burkhard - 2021

Persistent link: https://www.econbiz.de/10012521604

Background indicators

Raunig, Burkhard - In: Econometrics : open access journal 7 (2019) 2/20, pp. 1-17

It is customary to assume that an indicator of a latent variable is driven by the latent variable and some random noise. In contrast, a background indicator is also systematically influenced by variables outside the structural model of interest. Background indicators deserve attention because in...

Persistent link: https://www.econbiz.de/10012025817

Nonlinear dynamics : evidence for a small stock exchange

Scheicher, Martin - In: Empirical economics : a journal of the Institute for … 24 (1999) 1, pp. 45-59

Persistent link: https://www.econbiz.de/10001353414

Nonlinear dynamics : evidence for a small stock exchange

Scheicher, Martin - 1996

Persistent link: https://www.econbiz.de/10000607725