Buch, Englisch, 230 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 376 g
Buch, Englisch, 230 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 376 g
Reihe: Studies in Empirical Economics
ISBN: 978-3-642-48668-5
Verlag: Springer
(Kramer/Runde and Drost) and ARFIMA models (Drost).
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
Some Pitfalls in Using Empirical Autocorrelations to Test for Zero Correlation among Common Stock Returns.- Temporal Aggregation of Time-Series.- On Long- and Short-Run Purchasing Power Parity.- Cointegration and the Monetary Model of the Exchange Rate.- Does Cointegration Matter in the Empirical Analysis of the CAPM?.- Constructing an Empirical Model for Swiss Franc Exchange Rates and Interest Rate Differentials.- Frequency Domain Analysis of Euromarket Interest Rates.- Structuring Volatile Swiss Interest Rates: Some Evidence on the Present Value Model and a VAR-VARCH Approach.- The Expectation Hypothesis and Interest Rate Volatility on the Euromarket: Some Empirical Results.- An Investigation of the Effect of Funding on the Slope of the Yield Curve.- Stylized Facts, Realignments and Investment Strategies in the EMS.- Risk and Return in January: Some UK Evidence.- Markov-Switching Models for Exchange-Rate Dynamics and the Pricing of Foreign-Currency Options.
