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Gronwald, Marc's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
815 |
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Citations
7 |
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1.
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The Undisclosed Renminbi Basket: Are the Markets Telling Us Something About Where the Renminbi-US Dollar Exchange Rate is Going?
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Funke, Michael
University of Hamburg - Department of Economics and Business Administration Gronwald, Marc
CESifo (Center for Economic Studies and Ifo Institute for Economic Research)
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Posted:
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06 Nov 07
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Last Revised:
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09 May 13
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314
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2
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Funke, Michael
University of Hamburg - Department of Economics and Business Administration Gronwald, Marc
CESifo (Center for Economic Studies and Ifo Institute for Economic Research)
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142
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2
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China, renminbi, de facto exchange rate regime, TV-AR model, TV-AR-GARCH model
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Funke, Michael
University of Hamburg - Department of Economics and Business Administration Gronwald, Marc
CESifo (Center for Economic Studies and Ifo Institute for Economic Research)
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06 Nov 07
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Last Revised:
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14 Apr 09
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172
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2
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China, renminbi, de facto exchange rate regime, TV-AR model, TV-AR-GARCH model
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2.
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Gronwald, Marc
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) Ketterer, Janina
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research
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168
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1
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emission allowance prices, jumps, GARCH, real options
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3.
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Gronwald, Marc
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) Ketterer, Janina
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research Trueck, Stefan
Macquarie University Sydney - Department of Economics
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117
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2
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CO2 emission trading, commodity markets, copula models, dependence structure
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4.
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Gronwald, Marc
CESifo (Center for Economic Studies and Ifo Institute for Economic Research)
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63
(179,406)
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oil price, vector autoregressions, rolling impulse responses, Great Moderation
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5.
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Funke, Michael
University of Hamburg - Department of Economics and Business Administration Gronwald, Marc
CESifo (Center for Economic Studies and Ifo Institute for Economic Research)
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53
(195,373)
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openness, economic growth, robustness, counterfactuals, convex hull
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6.
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Gronwald, Marc
CESifo (Center for Economic Studies and Ifo Institute for Economic Research)
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49
(202,386)
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oil price, conditional jumps, GARCH, Hotelling, climate change, deterministic trend
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7.
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Gronwald, Marc
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) Ketterer, Janina
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research
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46
(208,031)
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emission allowance prices, GARCH, jumps, jump-induced variance
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8.
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Gronwald, Marc
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) Ketterer, Janina
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research Trück, Stefan
Macquarie University
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3
(331,326)
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Q28, G13, C19
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9.
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Funke, Michael
University of Hamburg - Department of Economics and Business Administration Gronwald, Marc
CESifo (Center for Economic Studies and Ifo Institute for Economic Research)
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2
(336,111)
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2
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