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Details about Burkhard Raunig

Workplace:Oesterreichische Nationalbank (National Bank of Austria), (more information at EDIRC)

Access statistics for papers by Burkhard Raunig.

Last updated 2019-07-15. Update your information in the RePEc Author Service.

Short-id: pra1025


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Working Papers

2018

  1. Economic Policy Uncertainty and the Volatility of Sovereign CDS Spreads
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads

2016

  1. Background Indicators
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads
    See also Journal Article in Econometrics (2019)

2014

  1. Do Banks Lend Less in Uncertain Times?
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads
    Also in Working Papers, Faculty of Economics and Statistics, University of Innsbruck (2014) Downloads View citations (2)

    See also Journal Article in Economica (2017)

2011

  1. Stock Market Volatility, Consumption and Investment; An Evaluation of the Uncertainty Hypothesis Using Post-War U.S. Data
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (2)

2009

  1. Are Banks Different? Evidence from the CDS Market
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (18)

2008

  1. A value at risk analysis of cedit default swaps
    Working Paper Series, European Central Bank Downloads
    Also in Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank (2008) Downloads View citations (2)

2007

  1. Money market uncertainty and retail interest rate fluctuations: A cross-country comparison
    Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria Downloads
    See also Journal Article in German Economic Review (2009)

2003

  1. Testing for Longer Horizon Predictability of Return Volatility with an Application to the German
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads

2002

  1. Evaluating Density Forecasts with an Application to Stock Market Returns
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2002) Downloads

1998

  1. Heterogeneities within industries and structure-performance models
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (4)
    See also Journal Article in Review of Industrial Organization (1999)

Journal Articles

2019

  1. Background Indicators
    Econometrics, 2019, 7, (2), 1-14 Downloads
    See also Working Paper (2016)

2018

  1. A primer on peer-to-peer lending: immediate financial intermediation in practice
    Monetary Policy & the Economy, 2018, (Q3/18), 36-51 Downloads

2017

  1. Do Banks Lend Less in Uncertain Times?
    Economica, 2017, 84, (336), 682-711 Downloads
    See also Working Paper (2014)
  2. On The Interpretation of Instrumental Variables in the Presence of Specification Errors: A Causal Comment
    Econometrics, 2017, 5, (3), 1-6 Downloads
  3. Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems
    Economics Bulletin, 2017, 37, (3), 1996-2003 Downloads

2015

  1. Firm credit risk in normal times and during the crisis: are banks less risky?
    Applied Economics, 2015, 47, (24), 2455-2469 Downloads View citations (6)

2012

  1. Financial Markets and Real Economic Activity
    Monetary Policy & the Economy, 2012, (4), 92–95 Downloads

2010

  1. Stock Market Volatility and the Business Cycle
    Monetary Policy & the Economy, 2010, (2), 54–63 Downloads

2009

  1. Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison
    German Economic Review, 2009, 10, 176-192 Downloads View citations (2)
    See also Working Paper (2007)

2008

  1. Detecting ARCH Effects in Non-Gaussian Time Series
    Journal of Financial Econometrics, 2008, 6, (2), 271-289 Downloads
  2. The predictability of exchange rate volatility
    Economics Letters, 2008, 98, (2), 220-228 Downloads View citations (1)

2007

  1. Are economic tracking portfolios useful for forecasting output and inflation in Austria?
    Applied Financial Economics, 2007, 17, (13), 1043-1049 Downloads View citations (1)

2006

  1. The longer-horizon predictability of German stock market volatility
    International Journal of Forecasting, 2006, 22, (2), 363-372 Downloads View citations (3)

2005

  1. Evaluating density forecasts from models of stock market returns
    The European Journal of Finance, 2005, 11, (2), 151-166 Downloads View citations (2)

2004

  1. Growth and Stability in the EU
    Monetary Policy & the Economy, 2004, (2), 100–108 Downloads View citations (4)

1999

  1. Heterogeneities within Industries and Structure-Performance Models
    Review of Industrial Organization, 1999, 15, (4), 303-320 Downloads View citations (5)
    See also Working Paper (1998)
 
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