FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance, Kiel University et al.

Publikationen (sortiert nach Titel in absteigender Richtung): 21 bis 40 von 68
2015 Modeling and forecasting crude oil price volatility: Evidence from historical and recent dataLux, Thomas; Segnon, Mawuli; Gupta, Rangan
2015 Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regressionBarunik, Jozef; Barunikova, Michaela
2015 On the long-run equilibrium value of Tobin's average QFranke, Rainer; Yanovski, Boyan
2015 Time-scale analysis of sovereign bonds market co-movement in the EUSmolik, Filip; Vacha, Lukas
2015 Business cycle synchronization of the Visegrad Four and the European UnionHanus, Lubos; Vacha, Lukas
2015 Forecaster overconfidence and market survey performanceDeaves, Richard; Lei, Jin; Schroeder, Michael
2015 Stock market cycles and supply side dynamicsde Grauwe, Paul; Gerba, Eddie
2015 The tale of two great crisesFratianni, Michele; Giri, Federico
2015 Multi-country decentralized agent based model: Macroeconomic dynamics and vulnerability in a simplified currency unionCatullo, Ermanno; Gallegati, Mauro
2015 Modeling and forecasting persistent financial durationsZikes, Filip; Barunik, Jozef; Shenai, Nikhil
2015 Estimation of long memory in volatility using waveletsKraicova, Lucie; Barunik, Jozef
2015 Estimation of sentiment effects in financial markets: A simulated method of moments approachZhenxi, Chen; Lux, Thomas
2015 Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency dataAvdulaj, Krenar; Barunik, Jozef
2015 Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countriesPavlicek, Jaroslav; Kristoufek, Ladislav
2015 Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searchesVakrman, Tomas; Kristoufek, Ladislav
2015 Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatilityGhonghadze, Jaba; Lux, Thomas
2015 Heteroeneous forecasters and nonlinear expectation formation in US stock marketPierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph
2015 Market sentiments and the sovereign debt crisis in the Eurozonede Grauwe, Paul; Ji, Yuemei
2015 Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility ModelsSegnon, Mawuli; Lux, Thomas; Gupta, Rangan
2015 From banks' strategies to financial (in)stabilityBerardi, Simone; Tedeschi, Gabriele
Publikationen (sortiert nach Titel in absteigender Richtung): 21 bis 40 von 68
Auch gelistet in RePEc / EconPapers