WorldCat Identities

Pierdzioch, Christian

Overview
Works: 129 works in 326 publications in 2 languages and 1,446 library holdings
Roles: Author, Contributor
Classifications: HG3853, 332.45
Publication Timeline
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Most widely held works by Christian Pierdzioch
Noise trading, central bank interventions, and the informational content of foreign currency options by Christian Pierdzioch( Book )

6 editions published between 2001 and 2002 in English and German and held by 165 WorldCat member libraries worldwide

A flexible instrument to insure against adverse exchange rate movements is options on foreign currency. Often a relatively simple foreign currency option valuation model is used to address issues related to the pricing and hedging of such options. The results of many empirical studies document that real-world foreign currency option premia deviate from those predicted by the baseline model. In the first part of the book, it is shown that a noise trader model can help to explain the observed mispricing of the baseline foreign currency option pricing model. The second part of the book studies how policymakers can exploit the pricing errors of the baseline model. In particular, it is examined how option pricing theory can be applied to assess the effectiveness of central bank interventions in the foreign exchange market. To this end, a model is constructed to analyze the effectiveness of the interventions conducted by the Deutsche Bundesbank during the Louvre period
Foreign capital and economic transformation : risks and benefits of free capital flows by Claudia M Buch( Book )

8 editions published in 1999 in English and German and held by 153 WorldCat member libraries worldwide

Globalisierung der Finanzmärkte: freier Kapitalverkehr oder Tobin-Steuer? by Claudia M Buch( Book )

5 editions published in 2001 in German and held by 54 WorldCat member libraries worldwide

Taxing short term capital flows : an option for transition economies? by Claudia M Buch( Book )

5 editions published in 1998 in English and held by 47 WorldCat member libraries worldwide

Die Währungskrise, die in den letzten Monaten Asien erschütterte, zeigte einmal mehr, wie riskant es sein kann, aufstrebende Marktwirtschaften in den internationalen Markt mit einzubeziehen. Der vorliegende Diskussionsbeitrag befaßt sich mit der Frage, ob es sinnvoll wäre, den Kapitalzufluß in Transformationsländer durch Steuern zu regeln. Anhand von Grafiken und Tabellen werden die Entwicklung und der Verlauf von Finanzströmen verdeutlicht
Real-time macroeconomic data and ex ante predictability of stock returns by Jörg Döpke( Book )

3 editions published in 2006 in English and held by 35 WorldCat member libraries worldwide

Real-time forecasting and political stock market anomalies : evidence for the U.S. by Martin T Bohl( Book )

3 editions published in 2006 in English and held by 34 WorldCat member libraries worldwide

Feedback trading and predictability of stock returns in Germany, 1880-1913 by Christian Pierdzioch( Book )

6 editions published in 2004 in English and held by 28 WorldCat member libraries worldwide

Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm by Christian Pierdzioch( Book )

6 editions published in 1998 in English and held by 26 WorldCat member libraries worldwide

Stock market dispersion, sectoral shocks, and the German business cycle by Jörg Döpke( Book )

6 editions published in 2000 in English and held by 25 WorldCat member libraries worldwide

What can the ECB learn from Bundesbank interventions? : evidence on the link between exchange rate volatility and interventions by Jörg Döpke( Book )

7 editions published in 1999 in English and held by 25 WorldCat member libraries worldwide

Productivity shocks and delayed exchange-rate overshooting by Christian Pierdzioch( Book )

7 editions published in 2004 in English and held by 25 WorldCat member libraries worldwide

Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung by Christian Pierdzioch( Book )

4 editions published in 1999 in German and held by 24 WorldCat member libraries worldwide

Business cycle fluctuations and international financial integration by Renatas Kizys( Book )

6 editions published in 2004 in English and held by 23 WorldCat member libraries worldwide

On the welfare effects of monetary policy when households try to keep up with the rest of the world by Christian Pierdzioch( Book )

6 editions published in 2004 in English and held by 23 WorldCat member libraries worldwide

The value of waiting : Russia's intregration into the international capital markets by Claudia M Buch( Book )

6 editions published in 1998 in English and held by 23 WorldCat member libraries worldwide

Politics and the stock market : evidence from Germany by Jörg Döpke( Book )

7 editions published in 2004 in English and held by 23 WorldCat member libraries worldwide

Noise traders' trigger rates, FX options, and smiles by Christian Pierdzioch( Book )

5 editions published in 2000 in English and held by 23 WorldCat member libraries worldwide

Brokers and business cycles : does financial market volatility cause real fluctuations? by Jörg Döpke( Book )

4 editions published in 1998 in English and held by 23 WorldCat member libraries worldwide

Inflation and the skewness of the distribution of relative price changes : empirical evidence for Germany by Jörg Döpke( Book )

5 editions published in 2001 in English and held by 23 WorldCat member libraries worldwide

Capital mobility, consumption substitutability, and the effectiveness of monetary policy in open economies by Christian Pierdzioch( Book )

6 editions published in 2002 in English and held by 21 WorldCat member libraries worldwide

 
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Audience Level
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  Kids General Special  
Audience level: 0.84 (from 0.72 for Noise trad ... to 0.93 for Real-time ...)

Noise trading, central bank interventions, and the informational content of foreign currency options
Alternative Names
Pierdzioch, C.

Languages
English (100)

German (11)

Covers
Foreign capital and economic transformation : risks and benefits of free capital flows