Hochschulschrift

Uncertainty and the stability of financial markets in open economies : empirical evidence from regime switching models

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Location: Deutsche Nationalbibliothek Frankfurt am Main

ISBN: 9783832216382
3832216383

Dimensions: 21 cm

Extent: X, 190 S.

Language: Englisch

Notes: graph. Darst.
Zugl.: Köln, Univ, Diss., 2003

Keyword: Offene Volkswirtschaft
Stabilitätspolitik
Kreditmarkt
Informationsökonomie
Hidden-Markov-Modell

Event: Veröffentlichung

(where): Aachen

(who): Shaker

(when): 2003

Creator: Tillmann, Peter

Table of contents: https://d-nb.info/968328431/04

Rights: Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.

Last update: 11.06.2025, 2:02 PM CEST

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Object type

Hochschulschrift

Associated

Tillmann, Peter
Shaker

Time of origin

2003

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Uncertainty and the stability of financial markets in open economies : empirical evidence from regime switching models

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Other Objects (12)

Growth, Savings, Financial Markets and Markov Switching Regimes

Asset Liquidation Under Drift Uncertainty and Regime-Switching Volatility

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Wages, regime switching, and cycles

Uncertainty Across Volatility Regimes

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Equilibrium yield curves under regime switching

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Multivariate regime switching GARCH with an application to international stock markets

Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation

Macroeconomic implications of oil-price shocks to emerging economies: A Markov regime-switching approach

Wages, regime switching, and cycles

Uncertainty Across Volatility Regimes

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Regime-switching global vector autoregressive models

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Equilibrium yield curves under regime switching

Growth, Savings, Financial Markets and Markov Switching Regimes

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Equilibrium yield curves under regime switching

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