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Displaying results 1 to 2 of 2.

  1. Asymmetric dynamics in the correlations of global equity and bond returns
    Author: Cappiello, Lorenzo; Engle, Robert F.; Sheppard, Kevin
    Published: 2003
    Publisher:  Europ. Central Bank, Frankfurt am Main

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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    DDC Categories: 330; 380; 650; 670
    Series: Working paper series / European Central Bank ; Eurosystem ; No. 204
    Subjects: Aktienmarkt; Rentenmarkt; Volatilität; Internationaler Kreditmarkt; ARCH-Prozess; Euro <Währung>; Korrelation; :z Geschichte 1987-2001
    Other subjects: (stw)1987-2001; (stw)Aktienmarkt; (stw)Rentenmarkt; (stw)Volatilität; (stw)Internationaler Finanzmarkt; (stw)ARCH-Modell; (stw)Eurozone; (stw)Euro; (stw)EU-Staaten; (stw)Korrelation; Arbeitspapier; Graue Literatur
    Scope: 65 S., graph. Darst., 30 cm
  2. The zero-interest-rate bound and the role of the exchange rate for monetary policy in Japan
    Author: Coenen, Günter; Wieland, Volker
    Published: 2003
    Publisher:  Europ. Central Bank, Frankfurt am Main

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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910 ; QB 910
    DDC Categories: 330; 380; 650; 670
    Series: Working paper series / European Central Bank ; Eurosystem ; No. 218
    Subjects: Geldpolitik; Wechselkurspolitik; Währungspolitik; Rentenmarkt; Zins; Liquiditätspräferenztheorie; Rationale Erwartung; Transmissionsmechanismus
    Other subjects: (stw)Geldpolitik; (stw)Wechselkurspolitik; (stw)Rentenmarkt; (stw)Zins; (stw)Liquiditätspräferenz; (stw)Rationale Erwartung; (stw)Geldpolitische Transmission; (stw)Japan; Arbeitspapier; Graue Literatur
    Scope: 52 S., graph. Darst., 30 cm
    Notes:

    Literaturverz. S. 43 - 46