Econometric Analysis of Financial Markets

  • Jürgen Kaehler
  • Peter Kugler
Conference proceedings

Part of the Studies in Empirical Economics book series (STUDEMP)

Table of contents

  1. Front Matter
    Pages I-VII
  2. Feike C. Drost
    Pages 11-21
  3. Ronald MacDonald, Ian W. Marsh
    Pages 23-46
  4. Gebhard Kirchgässner, Jürgen Wolters
    Pages 89-103
  5. Don M. Egginton, Stephen G. Hall
    Pages 139-161
  6. By Kees G. Koedijk, Philip A. Stork, Casper G. de Vries
    Pages 163-184
  7. Antonis Demos, Enrique Sentana, Mushtaq Shah
    Pages 185-202

About these proceedings


Finance econometrics economics efficiency equilibrium exchange rates financial markets integration international economics modeling monetary economics regression strategy Ökonom Ökonomie

Editors and affiliations

  • Jürgen Kaehler
    • 1
  • Peter Kugler
    • 2
  1. 1.Centre for European Economic ResearchZ. E. W.MannheimGermany
  2. 2.Institute of EconomicsUniversity of ViennaViennaAustria

Bibliographic information