Center for Quantitative Economics (CQE), University of Muenster
CQE Working Papers
Contact information of Center for Quantitative Economics (CQE), University of Muenster:
Postal: Am Stadtgraben 9, 48143 Münster, Germany
Phone: +49.(0).251.83-25041
Fax: +49.(0).251.83-25042
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Web page: http://www1.wiwi.uni-muenster.de/cqe/
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Series handle: repec:cqe:wpaper
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2012
- 2512 Economic Reforms and the Indirect Role of Monetary Policy
by Andrea Beccarini - 2412 From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks
by Martin Bohl & Philipp Kaufmann & Patrick Stephan - 2312 Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
by Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling - 2212 Verifying Time Inconsistency of the ECB Monetary Policy bya Regime-Switching Approach
by Andrea Beccarini
2011
- 2111 Weak convergence to the t-distribution
by Christian Schluter & Mark Trede - 2011 The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis
by Max Meulemann & Martin Uebele & Bernd Wilfling - 1911 Optimal contract under asymmetric information: the role of options on futures
by Andrea Beccarini - 1811 Estimating Continuous-Time Income Models
by Christian Schluter & Mark Trede - 1711 Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market
by Gerrit Reher & Bernd Wilfling
2010
- 1610 Identifying International Business Cycles in Disaggregate Data: Germany, France and Great Britain
by Martin Uebele - 1510 Consumer prices and wages in Germany, 1500 - 1850
by Ulrich Pfister - 1410 Explaining Nineteenth-Century Bilateralism: Economic and Political Determinants of the Cobden-Chevalier Network
by Markus Lampe - 1310 A Direct Test of Rational Bubbles
by Friedrich Geiecke & Mark Trede - 1210 The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market
by Ludwig von Auer & Mark Trede - 1110 Demand Matters: German Wheat Market Integration 1806-1855 in a European Context
by Martin Uebele - 1010 An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union
by Gerrit Reher & Bernd Wilfling
2009
- 0909 Do Foreign Institutional Investors Destabilize China’s A-Share Markets?
by Michael Schuppli & Martin T. Bohl - 0809 The Other January Effect: International Evidence
by Martin T. Bohl & Christian A. Salm - 0709 Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets
by Martin T. Bohl & Michael Schuppli & Pierre L. Siklos - 0609 Do Individual Index Futures Investors Destabilize the Underlying Spot Market?
by Martin T. Bohl & Christian A. Salm & Bernd Wilfling - 0509 A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada
by Tino Berger & Bernd Kempa - 0409 International and National Wheat Market Integration in the 19th Century: A Comovement Analysis
by Martin Uebele - 0309 Identification of speculative bubbles using state-space models with Markov-switching
by Nael Al-Anaswah & Bernd Wilfling - 0209 Effects of Bilateralism and the MFN Clause on International Trade – Evidence for the Cobden-Chevalier Network, (1860-1875)
by Markus Lampe - 0109 An Empirical Analysis of the Shanghai and Shenzen Limit Order Books
by Huimin Chung & Jie Lu & Bruce Mizrach