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  • Your search results: "Raunig, Burkhard"
Showing 1 - 20 results of 66 for search '"Raunig, Burkhard"', query time: 1.22s Narrow search
  • 1
    Cover Image Journal Article
    Firm credit risk in normal times and during the crisis: are banks less risky?
    by Raunig, Burkhard Published in Applied economics (21.05.2015)
    “...Bank solvency was a major issue during the financial crisis of 2007-2009, but bank credit default swap (CDS) spreads were almost always below nonbank CDS...”
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  • 2
    Cover Image Publication
    Background indicators
    by Raunig, Burkhard Published in Econometrics (2019)
    “...It is customary to assume that an indicator of a latent variable is driven by the latent variable and some random noise. In contrast, a background indicator is...”
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  • 3
    Cover Image Publication
    On The Interpretation of Instrumental Variables in the Presence of Specification Errors: A Causal Comment
    by Raunig, Burkhard Published in Econometrics (2017)
    “...Swamy et al. (2015) argue that valid instruments cannot exist when a structural model is misspecified. This note shows that this is not true in general. In...”
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  • 4
    Cover Image Journal Article
    Do Banks Lend Less in Uncertain Times?
    by Raunig, Burkhard   Scharler, Johann   Sindermann, Friedrich Published in Economica (London) (01.10.2017)
    “...We study the development of bank lending in the USA after four large jumps in uncertainty using an event study approach. We find that more liquid banks slow...”
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  • 5
    Cover Image Journal Article
    Are economic tracking portfolios useful for forecasting output and inflation in Austria?
    by Raunig, Burkhard Published in Applied financial economics (01.09.2007)
    “...We construct economic tracking portfolios from Austrian stock market returns, euro/dollar exchange rate changes and changes in the oil price to extract...”
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  • 6
    Cover Image Journal Article
    The longer-horizon predictability of German stock market volatility
    by Raunig, Burkhard Published in International journal of forecasting (01.04.2006)
    “...This paper examines the predictability of the volatility of the German DAX stock index over a range of 1–45 trading days with a new test procedure. In contrast...”
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  • 7
    Cover Image Journal Article
    A value-at-risk analysis of credit default swaps
    by Burkhard Raunig   Martin Scheicher Published in The journal of risk (01.07.2011)
    “...We investigate the risk of holding credit default swaps (CDSs) in the trading book and compare the value-at-risk (VaR) of a CDS position with the VaR for...”
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  • 8
    Cover Image Journal Article
    Detecting ARCH Effects in Non-Gaussian Time Series
    by Raunig, Burkhard Published in Journal of financial econometrics (20080000)
    “...Engles ARCH test has become the standard test for ARCH effects in applied work. Under non-normality the true rejection probability of this test can differ...”
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  • 9
    Cover Image Journal Article
    Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison
    by Raunig, Burkhard   Scharler, Johann Published in German economic review (Oxford) (01.05.2009)
    “...This paper analyzes empirically the relationship between money market uncertainty and unexpected deviations in retail interest rates in a sample of ten OECD...”
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  • 10
    Cover Image Journal Article
    Evaluating density forecasts from models of stock market returns
    by De Raaij, Gabriela   Raunig, Burkhard Published in The European journal of finance (01.04.2005)
    “...Density forecasts have become important in finance and play a key role in modern risk management. Using a flexible density forecast evaluation framework that...”
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  • 11
    Cover Image Journal Article
    Heterogeneities within Industries and Structure-Performance Models
    by DENNIS C. MUELLER   BURKHARD RAUNIG Published in Review of industrial organization (01.12.1999)
    “...This paper tests whether the results from standard structure-conduct-performance [SCP] models estimated at the industry level are sensitive to the degree of...”
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  • 12
    Cover Image Journal Article
    The predictability of exchange rate volatility
    by Raunig, Burkhard Published in Economics letters (2008)
    “...The model-free test procedure used in this paper suggests that exchange rate volatility is hard to predict more than 1 month ahead with time series methods...”
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  • 13
    Cover Image Book
    Are banks different?: evidence form the CDS market
    by Raunig, Burkhard
    2009
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  • 14
    Cover Image Journal Article
    Do banks lend less in uncertain times?
    by Raunig, Burkhard Published in Economica (2017)
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  • 15
    Cover Image Book
    Stock market volatility, consumption and investment: an evaluation of the uncertainty hypothesis using post-war US data
    by Raunig, Burkhard   Scharler, Johann
    2011
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  • 16
    Cover Image Journal Article
    Firm credit risk in normal times and during the crisis: are banks less risky?
    by Raunig, Burkhard Published in Applied economics (2015)
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  • 17
    Cover Image Book
    Testing for longer horizon predictability of return volatility with an application to the German DAX
    by Raunig, Burkhard
    2003
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  • 18
    Cover Image Book
    Money market uncertainty and retail interest rate fluctuations: a cross-country comparison
    by Raunig, Burkhard   Scharler, Johann
    2007
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  • 19
    Cover Image Book
    Evaluating density forecasts with an application to stock market returns
    by Raaij, Gabriela   Raunig, Burkhard
    2002
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  • 20
    Cover Image Publication
    Economic policy uncertainty and the volatility of sovereign CDS spreads
    by Raunig, Burkhard
    2018
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