Juergen Klaus

Technische Universität Dresden Faculty of Business and Economics

Helmholtzstr. 10

Hülsse-Bau

Dresden, 01062

Germany

  • Technische Universität Dresden Faculty of Business and Economics

SCHOLARLY PAPERS

3

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803

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Scholarly Papers (3)

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1.

Apple, Microsoft, Amazon and Google - A Correlation Analysis: Evidence from a DCC-GARCH Model

Number of pages: 14 Posted: 06 Nov 2020
Christoph Koser and Juergen Klaus
Universitat de Barcelona and Technische Universität Dresden Faculty of Business and Economics
Downloads 474 (121,581)

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Dynamic Conditional Correlation, Return Dynamics, DCC-GARCH Model

2.

Floating Rate Notes and Stakeholder Activities During Zero and Negative Interest Rate Regimes

Downloads 212 (285,306)

Floating Rate Notes and Stakeholder Activities During Zero and Negative Interest Rate Regimes

University of Hong Kong Faculty of Law Research Paper No. 2019/024, QMS Research Paper 2019/03
Number of pages: 27 Posted: 16 Feb 2019 Last Revised: 25 Sep 2019
Juergen Klaus, Eriks Selga and Tony Klein
Technische Universität Dresden Faculty of Business and Economics, The University of Hong Kong, Faculty of Law, Students and Chemnitz University of Technology (CUT) - Department of Economics
Downloads 125 (448,469)

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Sovereign Bond Markets, Floating Rate Notes, Negative Interest Rates, Legal Uncertainties

Shaking the Capital Markets Tree: Euro Area Capital Market Sensitivity to Stakeholder Activities During the Negative Interest Rate Regime

European Banking Institute Working Paper Series 2019 – no. 39
Number of pages: 42 Posted: 01 Apr 2019
Juergen Klaus, Eriks Selga and Tony Klein
Technische Universität Dresden Faculty of Business and Economics, The University of Hong Kong, Faculty of Law, Students and Chemnitz University of Technology (CUT) - Department of Economics
Downloads 87 (581,960)

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Sovereign Bond Markets, Floating Rate Notes, Negative Interest Rates, Legal Uncertainties

3.

Trump Tweet Impacts on the MSCI World Exposure with China Index - Evidence from An Event Study Deploying Cumulative Abnormal Returns

Number of pages: 33 Posted: 02 Mar 2021
Juergen Klaus
Technische Universität Dresden Faculty of Business and Economics
Downloads 117 (469,758)

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CAR return event study, Twitter, Trump and China, MSCI Exposure with China Index, Volfefe Index