General Search

Multiple search words are automatically linked with "AND". Text enclosed in quotation marks (") returns only the pages in which this text occurs exactly. With the search filters next to the results you have the possibility to further limit your search.

Simple search
Reset
49227 results
  • Asset Pricing under Uncertainty about Shock Propagation Branger N., Grüning P., Kraft H., Meinerding C., Schlag C.

    dx.doi.org dx.doi.org
  • Asset Allocation in Markets with Contagion: The Interplay between Volatilities, Jump Intensities, and Correlations Konermann P., Meinerding C., Sedova O.

    doi.org doi.org
  • Speculation as a trigger for regulation of capital markets in Germany in the late 19th century Baltzer M.

  • Data-driven selection criteria for X-13ARIMA-SEATS seasonal adjustment algorithms Webel K.

  • Reconciling narrative monetary policy disturbances with structural VAR model shocks? Kliem M., Kriwoluzky A.

    doi.org doi.org
  • The global dimension of inflation – evidence from factor-augmented Phillips curves Eickmeier S., Pijnenburg K.

  • Bank management of the net interest margin: New measures Memmel C., Schertler A.

    doi.org doi.org
  • Network Analysis of the e-MID Overnight Money Market: The Informational Value of Different Aggregation Levels for Intrinsic Dynamic Processes Finger K., Fricke D., Lux T.

  • Testing for Structural Breaks at Unknown Time: A Steeplechase El-Shagi M., Giesen S.

    doi.org doi.org
  • The role of cross-sectional heterogeneity for magnitude and timing of the euro's trade effect Herwartz H., Weber H.

    doi.org doi.org
  • Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests Bettendorf T., Chen W.

    doi.org doi.org
  • Assessing Macro-Financial Linkages: A Model Comparison Exercise Gerke R., Jonsson M., Kliem M., Kolasa M., Lafourcade P., Locarno A., Makarskic K., McAdam P.

    doi.org doi.org
  • Monetary Policy and Stock Market Volatility Bleich D., Fendel R., Rülke J.-C.

  • Einige Anmerkungen zum Wesen der Deflation aus Sicht der Finanzstabilität Bleich D., Bleich T., Fendel R.

  • The Two-Sided Effect of Financial Globalization on Output Volatility Meller B.

  • Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S. Gubler M., Hertweck M. S.

    doi.org doi.org
  • Time Variation in Macro-Financial Linkages Eickmeier S., Marcellino M., Prieto E.

    cepr.org cepr.org
  • Pricing the Term Structure with Linear Regressions Adrian T., Crump R. K., Moench E.

  • Dynamic Hierarchical Factor Models Moench E., Ng S., Potter S.

  • Multi-Moment Capital Asset Pricing Models for the Swiss Stock Market. Hertrich M.

  • A hierarchical model of tail dependent asset returns for assessing portfolio credit risk Puzanova N.

  • Identifying the Valuation Effects and Agency Costs of Corporate Diversification: Evidence from the Geographic Diversification of U.S. Banks Goetz M., Laeven L., Levine R.

    doi.org doi.org
  • The Fed's TRAP: A Taylor-type Rule with Asset Prices Erler A., Drescher C., Križanac D.

  • Time series-dependent selection of an appropriate seasonal adjustment approach Webel K.

  • Macroprudential capital add-ons for systemically important banks Puzanova N., Düllmann K.

    voxeu.org voxeu.org