Auflistung nach Autor/in "a95cfeb1-7ede-4b70-8d08-78dfbc261e22"

Auflistung nach Autor/in "a95cfeb1-7ede-4b70-8d08-78dfbc261e22"

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  • Consumers' macroeconomic expectations 
    Dräger, Lena; Lamla, Michael J. (Oxford [u.a.] : Wiley-Blackwell, 2023)
    After the financial crisis of 2008, central banks around the world have increased their communication efforts to reach consumers, with the aim of both guiding and anchoring their inflation expectations. For the expectations ...
  • Cross-border banking and macroprudential policies in asymmetric monetary unions 
    Dräger, Lena; Proaño, Christian R. (Cambridge : Cambridge Univ. Press, 2020)
    Against the background of the emergence of macroeconomic imbalances within the European Monetary Union (EMU), we investigate in this paper the macroeconomic consequences of cross-border banking in monetary unions such as ...
  • The Long Memory of Equity Volatility and the Macroeconomy: International Evidence 
    Dräger, Lena; Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2020)
    This paper examines long memory volatility in international stock markets. We show that long memory volatility is widespread in a panel dataset of eighty-two countries and that the degree of memory in the panel can be ...
  • Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory 
    Dräger, Lena; Kolaiti, Theoplasti; Sibbertsen, Philipp (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2020)
    This paper measures the convergence or divergence of EMU inflation rates and industrial production by testing for the existence of fractional cointegration relations. The notion of fractional cointegration allows for ...