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DateTitle Authors
2008 Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same assetKühl, Michael
2009 Excess comovements between the Euro/US dollar and British pound/US dollar exchange ratesKühl, Michael
2014 Discovering and disentangling effects of US macro-announcements in European stock marketsRühl, Tobias R. / Stein, Michael
2014 Gold price forecasts in a dynamic model averaging framework: Have the determinants changed over time?Baur, Dirk G. / Beckmann, Joscha / Czudaj, Robert
2008 The impact of backwardation on hedgers' demand for currency futures contracts: theory versus empirical evidenceRöthig, Andreas
2002 Financial Sector Competition, Service Trade, and GrowthFrancois, Joseph F. / Eschenbach, Felix
2001 Splitting Orders in Fragmented MarketsMenkveld, Bert
2003 Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch EvidenceMenkveld, Albert J. / Koopman, Siem Jan / Lucas, André
2007 Kreditrisikotransfer – Abbau alter gegen den Aufbau neuer Risiken?Rudolph, Bernd
2009 The role of asset markets for private consumption: evidence from paneleconometric modelsDreger, Christian / Reimers, Hans-Eggert

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