Details about Juergen Kaehler

Access statistics for papers by Juergen Kaehler.

Last updated 2024-08-10. Update your information in the RePEc Author Service.

Short-id: pka1155

Working Papers

1996

1. Delta-neutral volatility trading with intra-day prices: an application to options on the DAX
   ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (2)

1993

2. Forecasting volatility and option pricing for exchange-rate dynamics: a comparison of models
   ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research
3. Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options
   ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (4)
4. On the modelling of speculative prices by stable Paretian distributions and regularly varying tails
   ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (1)

1992

5. International Business Cycles and Long - Run Growth: An analysis with Markov-Switching and Cointegration Methods
   Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (5)

1991

6. Modelling and forecasting exchange-rate volatility with ARCH-type models
   ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research

Journal Articles

2023

1. Inflation in the aftermath of financial crises
   Economic Modelling, 2023, 128, (C) View citations (1)

2021

2. Financialization, common stochastic trends, and commodity prices
   Journal of Futures Markets, 2021, 41, (12), 1988-2008 View citations (6)

2014

3. The Iraqi Stock Market: Development and Determinants
   Review of Middle East Economics and Finance, 2014, 10, (2), 151-175 View citations (3)

2013

4. Kurz kommentiert
   Wirtschaftsdienst, 2013, 93, (3), 140-142

1985

5. Der Wechselkurs als Finanzmarkt-Preis: Neuere Entwicklungen der Wechselkurstheorie
   Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), 1985, 65, (1), 47-52

Chapters

2009

1. Die Messung der Agglomeration als latente Variable und ihr Einfluss auf Staatsausgaben
   A chapter in Öffentliche Finanzströme und räumliche Entwicklung, 2009, pp 239-264