Econometric Analysis of Financial Markets
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13

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Published By Physica-Verlag HD

9783642486685, 9783642486661

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Structuring Volatile Swiss Interest Rates: Some Evidence on the Present Value Model and a VAR-VARCH Approach

Econometric Analysis of Financial Markets ◽

10.1007/978-3-642-48666-1_8 ◽

1994 ◽

pp. 105-128

Author(s):

Robert M. Kunst ◽

Wolfgang Polasek

Keyword(s):

Interest Rates ◽

Present Value ◽

Present Value Model ◽

Value Model

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Cointegration and the Monetary Model of the Exchange Rate

Econometric Analysis of Financial Markets ◽

10.1007/978-3-642-48666-1_4 ◽

1994 ◽

pp. 47-63 ◽

Cited By ~ 3

Author(s):

Gerd Hansen

Keyword(s):

Exchange Rate ◽

Monetary Model ◽

The Exchange Rate

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Risk and Return in January: Some UK Evidence

Econometric Analysis of Financial Markets ◽

10.1007/978-3-642-48666-1_12 ◽

1994 ◽

pp. 185-202

Author(s):

Antonis Demos ◽

Enrique Sentana ◽

Mushtaq Shah

Keyword(s):

Risk And Return

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Stylized Facts, Realignments and Investment Strategies in the EMS

Econometric Analysis of Financial Markets ◽

10.1007/978-3-642-48666-1_11 ◽

1994 ◽

pp. 163-184

Author(s):

By Kees G. Koedijk ◽

Philip A. Stork ◽

Casper G. de Vries

Keyword(s):

Investment Strategies ◽

Stylized Facts

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Some Pitfalls in Using Empirical Autocorrelations to Test for Zero Correlation among Common Stock Returns

Econometric Analysis of Financial Markets ◽

10.1007/978-3-642-48666-1_1 ◽

1994 ◽

pp. 1-9 ◽

Cited By ~ 1

Author(s):

Walter Krämer ◽

Ralf Runde

Keyword(s):

Stock Returns ◽

Common Stock ◽

Zero Correlation

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Frequency Domain Analysis of Euromarket Interest Rates

Econometric Analysis of Financial Markets ◽

10.1007/978-3-642-48666-1_7 ◽

1994 ◽

pp. 89-103 ◽

Cited By ~ 2

Author(s):

Gebhard Kirchgässner ◽

Jürgen Wolters

Keyword(s):

Interest Rates ◽

Frequency Domain ◽

Domain Analysis ◽

Frequency Domain Analysis

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Constructing an Empirical Model for Swiss Franc Exchange Rates and Interest Rate Differentials

Econometric Analysis of Financial Markets ◽

10.1007/978-3-642-48666-1_6 ◽

1994 ◽

pp. 79-88 ◽

Cited By ~ 1

Author(s):

Hermann Garbers

Keyword(s):

Interest Rate ◽

Exchange Rates ◽

Empirical Model ◽

Swiss Franc ◽

Interest Rate Differentials

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An Investigation of the Effect of Funding on the Slope of the Yield Curve

Econometric Analysis of Financial Markets ◽

10.1007/978-3-642-48666-1_10 ◽

1994 ◽

pp. 139-161 ◽

Cited By ~ 3

Author(s):

Don M. Egginton ◽

Stephen G. Hall

Keyword(s):

Yield Curve

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Markov-Switching Models for Exchange-Rate Dynamics and the Pricing of Foreign-Currency Options

Econometric Analysis of Financial Markets ◽

10.1007/978-3-642-48666-1_13 ◽

1994 ◽

pp. 203-230 ◽

Cited By ~ 1

Author(s):

Juergen Kaehler ◽

Volker Marnet

Keyword(s):

Exchange Rate ◽

Foreign Currency ◽

Markov Switching ◽

Currency Options ◽

Exchange Rate Dynamics ◽

Markov Switching Models ◽

Switching Models

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The Expectation Hypothesis and Interest Rate Volatility on the Euromarket: Some Empirical Results

Econometric Analysis of Financial Markets ◽

10.1007/978-3-642-48666-1_9 ◽

1994 ◽

pp. 129-137 ◽

Cited By ~ 1

Author(s):

Peter Kugler

Keyword(s):

Interest Rate ◽

Empirical Results ◽

Interest Rate Volatility ◽

Expectation Hypothesis

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