Claudia Kwapil

Social Science Research Network · 2005–2010

A researcher in the Science corpus: 4 papers; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Papers from Claudia Kwapil's perspective

Ordered by how strongly the researchers Claudia Kwapil trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Prices Rise Faster than They Fall (Journal of Political Economy)
  2. Optimal Monetary Policy in a Currency Area
  3. Interest and Prices
  4. Extreme Correlation of International Equity Markets
  5. Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
  6. An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area (Social Science Research Network)
  7. Sticky Price Models of the Business Cycle: Can the Contract Multiplier Solve the Persistence Problem?
  8. Tests for Parameter Instability and Structural Change with Unknown Change Point
  9. A New Class of Multivariate Skew Densities, with Application to GARCH Models
  10. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH

Their papers