5 Results enter search term Search Reset filter Suchfilter Publication Type Working Paper (4) Journal Article (1) Research International Macroeconomics (2) Macroeconomic Research (2) Experts Georg Stadtmann (5) Christian Pierdzioch (3) Michael Frenkel (2) Stefan Reitz (2) Jan Rülke (1) Jan-Christoph Rülke (1) Publication Series Kiel Working Papers (4) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Experts: Georg Stadtmann Remove all filters Working Paper The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis Kiel Working Papers 04/2003 Download Christian Pierdzioch, Georg Stadtmann We use the event-study methodology to analyze the effectiveness of the foreign exchange market interventions conducted by the Swiss National... Working Paper The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility Kiel Working Papers 05/2003 Download Michael Frenkel, Christian Pierdzioch, Georg Stadtmann Previous studies have mainly used reports in the financial press to analyze the link between the interventions of the Bank of Japan (BoJ) and... Working Paper The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan Kiel Working Papers 05/2002 Download Michael Frenkel, Christian Pierdzioch, Georg Stadtmann This paper presents evidence on the accuracy of press reports regarding the foreign exchange market interventions conducted by the Bank of... Working Paper Nonlinear Expectations in Speculative Markets - Evidence from the ECB Survey of Professional Forecasters Kiel Working Papers 01/2011 Download Stefan Reitz, Jan-Christoph Rülke, Georg Stadtmann Chartist and fundamentalist models have proven to be capable of replicating stylized facts on speculative markets. In general, this is... Journal Article Nonlinear Expectations in Speculative Markets - Evidence from the ECB Survey of Professional Forecasters Journal of Economic Dynamics & Control 01/2012 Stefan Reitz, Jan Rülke, Georg Stadtmann Chartist and fundamentalist models have proven to be capable of replicating stylized facts on speculative markets. In general, this is... Selected Publication Series Kiel Working Papers Kiel Policy Briefs Kiel Institute Economic Outlook Kiel Focus Review of World Economics
Working Paper The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis Kiel Working Papers 04/2003 Download Christian Pierdzioch, Georg Stadtmann We use the event-study methodology to analyze the effectiveness of the foreign exchange market interventions conducted by the Swiss National...
Working Paper The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility Kiel Working Papers 05/2003 Download Michael Frenkel, Christian Pierdzioch, Georg Stadtmann Previous studies have mainly used reports in the financial press to analyze the link between the interventions of the Bank of Japan (BoJ) and...
Working Paper The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan Kiel Working Papers 05/2002 Download Michael Frenkel, Christian Pierdzioch, Georg Stadtmann This paper presents evidence on the accuracy of press reports regarding the foreign exchange market interventions conducted by the Bank of...
Working Paper Nonlinear Expectations in Speculative Markets - Evidence from the ECB Survey of Professional Forecasters Kiel Working Papers 01/2011 Download Stefan Reitz, Jan-Christoph Rülke, Georg Stadtmann Chartist and fundamentalist models have proven to be capable of replicating stylized facts on speculative markets. In general, this is...
Journal Article Nonlinear Expectations in Speculative Markets - Evidence from the ECB Survey of Professional Forecasters Journal of Economic Dynamics & Control 01/2012 Stefan Reitz, Jan Rülke, Georg Stadtmann Chartist and fundamentalist models have proven to be capable of replicating stylized facts on speculative markets. In general, this is...
