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Exchange Rates and Financial Markets

  • Boortz, C., Jurkatis, S., Kremer, S., Nautz, D.: Information Risk, Market Stress and Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model. PDF
  • Kremer, S., Nautz, D.: Short-Term Herding of Institutional Traders: New Evidence from the German Stock Market, European Financial Management, Volume 19, Number 4, September 2013, Pages 730-746.  link 
  • Kremer, S., Nautz, D.: Causes and Consequences of Short-Term Institutional Herding, Journal of Banking and Finance, 37 (2013), pp. 1676-1686. link 
  • Nautz, D., Ruth, K.: Monetary Disequilibria and the Euro/Dollar Exchange Rate, European Journal of Finance, 2008, 14(8): 701-716.Nautz, D., Ruth, K.: Monetary Disequilibria and the Euro/Dollar Exchange Rate, European Journal of Finance, 2008, 14(8): 701-716.
  • Nautz, D., Offermanns, C.J.: Does the Euro follow the German Mark? Evidence from the Monetary Model of the Exchange Rate, European Economic Review, June 2006, 50(5): 1279-1295.
  • Nautz, D., Scheithauer, J.: An eclectic view on the euro/dollar exchange rate, Applied Economics Quarterly, April 2005, 51(2), 133-142.
  • Moersch, M., Nautz, D.: A Note on Testing the Monetary Model of the Exchange Rate, Applied Financial Economics, 2001, (11) 261-268. 
  • Nautz, D.: Die empirische Relevanz des Monetären Modells für die Erklärung des DM/Dollar Wechselkurses. Kredit und Kapital, 2000, 33(4).
Forschungsschwerpunkt Statistik und Ökonometrie
Graduate Center of DIW Berlin
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