This file is part of IDEAS, which uses RePEc data

Information about:
Dirk Baur

Personal Details | Affiliation | Works

This is information that was supplied by Dirk Baur in registering through RePEc. If you are Dirk Baur , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Dirk
Middle Name:
Last Name: Baur
Suffix:

RePEc Short-ID: pba317

Email:
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

Institute for International Integration Studies (IIIS)
Trinity College
University of Dublin
Location: Dublin, Ireland
Homepage: http://www.tcd.ie/iiis/
Email:
Phone: 00 353 1 6083887
Fax: 00 353 1 6083939
Postal: The Sutherland Centre, Level 6, Arts Building, Trinity College Dublin, Dublin 2
Handle: RePEc:edi:cetcdie (registered authors at this institution)

Works

Working papers

Gunther Schnabl & Dirk Baur, 2005. "Purchasing Power Parity: Granger Causality Tests for the Yen- Dollar Exchange Rate," International Finance 0506006, EconWPA. [Downloadable!]
Published as:
- Schnabl, Gunther & Baur, Dirk, 2002. "Purchasing power parity: Granger causality tests for the yen-dollar exchange rate," Japan and the World Economy, Elsevier, vol. 14(4), pages 425-444, December. [Downloadable!] (restricted)

Articles

Baur, Dirk & Schulze, Niels, 2005. "Coexceedances in financial markets--a quantile regression analysis of contagion," Emerging Markets Review, Elsevier, vol. 6(1), pages 21-43, April. [Downloadable!] (restricted)
Baur, Dirk, 2003. "Testing for contagion--mean and volatility contagion," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 405-422, December. [Downloadable!] (restricted)
Schnabl, Gunther & Baur, Dirk, 2002. "Purchasing power parity: Granger causality tests for the yen-dollar exchange rate," Japan and the World Economy, Elsevier, vol. 14(4), pages 425-444, December. [Downloadable!] (restricted)
Other versions:
- Gunther Schnabl & Dirk Baur, 2005. "Purchasing Power Parity: Granger Causality Tests for the Yen- Dollar Exchange Rate," International Finance 0506006, EconWPA. [Downloadable!]

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):

NEP-IFN: International Finance (1) 2005-06-27 Author is listed
NEP-MON: Monetary Economics (1) 2005-06-27 Author is listed

Did you know? To receive notification of recent additions to the database, subscribe to the free NEP reports.

This page was last updated on 2008-9-24.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.