Results 181-190 of 665.
|2001 ||On the Variation of Hedging Decisions in Daily Currency Risk Management||Bos, Charles S. / Mahieu, Ronald J. / van Dijk, Herman K.
|2011 ||Measuring co-movements of CDS premia during the Greek debt crisis||Andenmatten, Sergio / Brill, Felix
|2009 ||How does European Integration affect the European Stock Markets?||Erdogan, Burcu
|2008 ||Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset||Kühl, Michael
|2014 ||Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?||Barunik, Jozef / Kočenda, Evžen / Vácha, Lukáš
|2009 ||Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates||Kühl, Michael
|2014 ||Discovering and disentangling effects of US macro-announcements in European stock markets||Rühl, 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 evidence||Röthig, Andreas
|2002 ||Financial Sector Competition, Service Trade, and Growth||Francois, Joseph F. / Eschenbach, Felix