(90%) Deutsche BundesbankFrankfurt, Germany
: 0 69 / 95 66 - 0
0 69 / 95 66 30 77
Postfach 10 06 02, 60006 Frankfurt
RePEc:edi:dbbgvde (more details at EDIRC)
(10%) House of Finance Frankfurt am Main, Germany
Goethe Universität Frankfurt am Main
RePEc:edi:hoffmde (more details at EDIRC)
Research outputJump to: Working papers
- Offermanns, Christian J. & Pramor, Marcus, 2007. "The CFS international capital flow database: A user's guide," CFS Working Paper Series 2007/24, Center for Financial Studies (CFS).
- Marcus Pramor & Natalia T. Tamirisa, 2006. "Common Volatility Trends in the Central and Eastern European Currencies and the Euro," IMF Working Papers 06/206, International Monetary Fund.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Offermanns, Christian J. & Pramor, Marcus, 2007.
"The CFS international capital flow database: A user's guide,"
CFS Working Paper Series
2007/24, Center for Financial Studies (CFS).
- Binder, Michael & Offermanns, Christian J., 2007. "International investment positions and exchange rate dynamics: A dynamic panel analysis," CFS Working Paper Series 2007/23, Center for Financial Studies (CFS).
- Binder, Michael & Offermanns, Christian J., 2014. "International investment positions and exchange rate dynamics," Discussion Papers 2014/23, Free University Berlin, School of Business & Economics.
- Michael Binder & Christian J. Offermanns, 2007. "International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis," CESifo Working Paper Series 2095, CESifo Group Munich.
- Marcus Pramor & Natalia T. Tamirisa, 2006.
"Common Volatility Trends in the Central and Eastern European Currencies and the Euro,"
IMF Working Papers
06/206, International Monetary Fund.
- Manish Kumar, 2011. "Return and volatility spillovers: evidence from Indian exchange rates," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 3(4), pages 371-387.
- Li, Dandan & Ghoshray, Atanu & Morley, Bruce, 2012. "Measuring the risk premium in uncovered interest parity using the component GARCH-M model," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 167-176.
- Mikael Bask & Jarko Fidrmuc, 2009.
"Fundamentals and Technical Trading: Behavior of Exchange Rates in the CEECs,"
Open Economies Review,
Springer, vol. 20(5), pages 589-605, November.
- Bask, Mikael & Fidrmuc, Jarko, 2006. "Fundamentals and technical trading : behaviour of exchange rates in the CEECs," Research Discussion Papers 10/2006, Bank of Finland.
- Coelho dos Santos, Marcelo Bittencourt & Klotzle, Marcelo Cabus & Figueiredo Pinto, Antonio Carlos, 2016. "Evidence of risk premiums in emerging market carry trade currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 103-115.
- Dejan Živkov & Jovan Njegić & Mirela Momčilović & Ivan Milenković, 2016. "Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging Economies," Prague Economic Papers, University of Economics, Prague, vol. 2016(3), pages 253-270.
- Morar Triandafil, Cristina & Brezeanu, Petre & Huidumac, Catalin & Morar Triandafil, Adrian, 2011. "The Drivers of the CEE Exchange Rate Volatility - Empirical Perspective in the context of the Recent Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 212-229, March.
- Li, Dandan & Ghoshray, A. & Morley, B., 2011. "Uncovered Interest Parity and the Risk Premium," Department of Economics Working Papers 24072, University of Bath, Department of Economics.
- Bednarik, Radek, 2008.
"Analýza volatility devizových kurzů vybraných ekonomik
[The Analysis of Volatility of Selected Countries' Exchange Rates]," MPRA Paper 15046, University Library of Munich, Germany.
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