- Sprache
-
Englisch
- Identifier
-
1064632645
- Reihe
-
Center for Financial Studies (Frankfurt am Main): CFS working paper series; No. 2009,23
Thema
Wertpapierhandel; Auftragseingang; Börsenkurs; Geldkurs; Taylor-Regel; Kointegration; Vektor-autoregressives Modell; Schätzung; Niederlande
Beteiligte Personen und Organisationen
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:57 MEZ
Objekttyp
- Monografie
Beteiligte
- Hautsch, Nikolaus
- Huang, Ruihong
Ähnliche Objekte (12)
The market impact of a limit order
The market impact of a limit order
VAR models on the relation between stock prices and the macroeconomy
Quantifying high-frequency market reactions to real-time news sentiment announcements
On the dark side of the market: identifying and analyzing hidden order placements
Country-specific and global shocks in the business cycle
Core inflation in the Euro area : evidence from the structural VAR approach [[Elektronische Ressource]]
Essays in empirical macroeconomics with application to monetary policy in a data-rich environment
Four essays on the econometric analysis of high-frequency order data
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Impulse response matching estimators for DSGE models
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle
The market impact of a limit order
The market impact of a limit order
VAR models on the relation between stock prices and the macroeconomy
Quantifying high-frequency market reactions to real-time news sentiment announcements
On the dark side of the market: identifying and analyzing hidden order placements
Country-specific and global shocks in the business cycle
Core inflation in the Euro area : evidence from the structural VAR approach [[Elektronische Ressource]]
Essays in empirical macroeconomics with application to monetary policy in a data-rich environment
Four essays on the econometric analysis of high-frequency order data
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Impulse response matching estimators for DSGE models
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle
The market impact of a limit order
The market impact of a limit order
VAR models on the relation between stock prices and the macroeconomy
Quantifying high-frequency market reactions to real-time news sentiment announcements
On the dark side of the market: identifying and analyzing hidden order placements
Country-specific and global shocks in the business cycle
Core inflation in the Euro area : evidence from the structural VAR approach [[Elektronische Ressource]]
Essays in empirical macroeconomics with application to monetary policy in a data-rich environment
Four essays on the econometric analysis of high-frequency order data
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Impulse response matching estimators for DSGE models