Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Gerrit Reher"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::419303868bec6991f78d53bce2dd0d40
https://doi.org/10.2139/ssrn.4339561
https://doi.org/10.2139/ssrn.4339561
Publikováno v:
Economic Modelling. 58:159-166
In this paper, we focus on the impact of short selling restrictions on stock returns volatility. In order to assess the potential effects econometrically, we apply two distinct versions of an asymmetric Markov-switching GARCH model to the short selli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99226c58bb2daf2585449255361f33e5
https://doi.org/10.1016/j.econmod.2016.05.025
https://doi.org/10.1016/j.econmod.2016.05.025
Autor:
Gerrit Reher, Bernd Wilfling
Publikováno v:
Quantitative Finance. 16:411-426
In this paper, we establish a generalized two-regime Markov-switching GARCH model which enables us to specify complex (symmetric and asymmetric) GARCH equations that may differ considerably in their functional forms across the two Markov regimes. We
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1f900c4f2afcfffd52cd2a4eb968ef57
https://doi.org/10.1080/14697688.2015.1015599
https://doi.org/10.1080/14697688.2015.1015599
Autor:
Bernd Wilfling, Gerrit Reher
Publikováno v:
International Review of Economics & Finance. 29:483-496
We analyze the dynamics of zero-coupon bond options in a situation in which the currently floating exchange rate between two countries' currencies is announced to be fixed on a given future date. To this end, we combine two strands of research that h
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2fe20c12466db6e9b2c8d4b830c75415
https://doi.org/10.1016/j.iref.2013.07.011
https://doi.org/10.1016/j.iref.2013.07.011
Autor:
Gerrit Reher, Bernd Wilfling
In this paper we analyze the dynamics of zero-coupon bond options in a situation in which two open economies plan to enter a currency union in the future. More precisely, we make use of recent theoretical work on the continuous-time dynamics of inter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::c93e16a04596b60bfd49859961a2f8c5
https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/CQE_WP_10_2010.pdf
https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/CQE_WP_10_2010.pdf
Autor:
Anne Rosenbaum, Stefan Kehraus, Gabriele M. König, Karl-Werner Glombitza, Gerrit Reher, Sabine Parys
Publikováno v:
Journal of natural products. 70(12)
Marine brown algae such as Ascophyllum nodosum and Fucus vesiculosus accumulate polyphenols composed of phloroglucinol units. These compounds are of ecological importance and, due to their antioxidative activity, of pharmacological value as well. In
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ed3acd9bb8c65ff38e3e68c925d5ba50
https://pubmed.ncbi.nlm.nih.gov/18052031
https://pubmed.ncbi.nlm.nih.gov/18052031