Olshausensrabe 40-60
D-24118 Kiel
Germany
University of Kiel - Institute of Statistics and Econometrics
SSRN RANKINGS
in Total Papers Citations
Exchange rates, sovereign risk, foreign currency exposure, structural VAR
Exchange rates Sovereign risk, Foreign currency exposure, Structural VAR, Emerging Market, Data-based identification
investment home bias, realized volatility, Euro introduction
Stock market bubbles, out-of-sample forecasting, financial ratios, OECD countries
BEKK model, forecast error variance decomposition, multivariate GARCH, spillover index, value-at-risk, variance spillovers
Fisher hypothesis, Panel cointegration analysis
portfolio allocation, EMU expansion, currency hedging, realized volatility
Quantity theory of money, Panel cointegration analysis, Wild bootstrap inference
Copula Dynamic Conditional Correlation, Basket Options, Multivariate GARCH
Adaptive ex-ante forecasting, EURIBOR swap rates, term structure
Saving–investment relation, Feldstein–Horioka puzzle, Functional coefficient models
stochastic volatility model, multivariate volatility model, adaptive estimation, local homogeneity
