University of Kiel - Institute of Statistics and Econometrics
investment home bias, realized volatility, Euro introduction
Stock market bubbles, out-of-sample forecasting, financial ratios, OECD countries
Exchange rates, sovereign risk, foreign currency exposure, structural VAR
BEKK model, forecast error variance decomposition, multivariate GARCH, spillover index, value-at-risk, variance spillovers
portfolio allocation, EMU expansion, currency hedging, realized volatility
Fisher hypothesis, Panel cointegration analysis
Quantity theory of money, Panel cointegration analysis, Wild bootstrap inference
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: manc.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
This is a Wiley Blackwell - Medium Tier paper. Wiley Blackwell - Medium Tier charges $49.00 .
File name: j-9892.pdf
Vector autoregressive process, vector error correction model, cointegration, reduced rank estimation, maximum likelihood estimation, multi-variate GARCH
Copula Dynamic Conditional Correlation, Basket Options, Multivariate GARCH
Adaptive ex-ante forecasting, EURIBOR swap rates, term structure
Saving–investment relation, Feldstein–Horioka puzzle, Functional coefficient models
stochastic volatility model, multivariate volatility model, adaptive estimation, local homogeneity
This page was processed by aws-apollo4 in 0.511 seconds