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Ulm Maren

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ORCID
0009-0009-6109-3101
Main Referenced Co-authors
Hartmann, M. (7)
Herwartz, H. (6)
Hambuckers, Julien  (5)
Hartmann, Matthias (2)
Herwartz, Helmut (2)
Main Referenced Keywords
inflation targeting, inflation uncertainty, stochastic volatility (2); inflation uncertainty (2); stochastic volatility (2); Burnout (1); Conservation of resources theory (1);
Main Referenced Disciplines
Quantitative methods in economics & management (11)
Macroeconomics & monetary economics (3)
Finance (1)
General management, entrepreneurship & organizational theory (1)
International economics (1)

Publications (total 18)

The most downloaded
1532 downloads
Ulm, M., & Hambuckers, J. (2022). Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. Journal of Empirical Finance, 65, 125-148. doi:10.1016/j.jempfin.2021.12.004 https://hdl.handle.net/2268/266453

The most cited

12 citations (OpenAlex)

Ulm, M., & Hambuckers, J. (2022). Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. Journal of Empirical Finance, 65, 125-148. doi:10.1016/j.jempfin.2021.12.004 https://hdl.handle.net/2268/266453

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