Burkhard Raunig



  • financial markets and the real economy
  • empirical finance
  • financial market volatility, financial risk analysis
  • applied econometrics

Ausgewählte Publikationen

Raunig, B., Scharler, J. and F. Sindermann. (2017). Do Banks Lend Less in Uncertain Times? Economica, 84, 2017, 682-711.

Raunig, B. (2017). On the Interpretation of Instrumental Variables in the Presence of Specification Errors: A Causal Comment. Econometrics, 5(3), 31.

Raunig, B. (2017). Stop Breaking Down: A Graphical Analysis of Proxy Variable and Instrumental Variable Solutions to Omitted Variable Problems. Economics Bulletin, 37(3), P.A.180.

Raunig, B. (2015). Firm Credit Risk in Normal Times and during the Crisis: Are Banks less risky? Applied Economics, 47(24), 2455-2469.

Raunig, B., Scheicher, M. (2011). A Value at Risk Analysis of Credit Default Swaps. Journal of Risk 13(4), 3-29.

Raunig, B., Scharler, J. (2009). Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison. German Economic Review, 10(2), 176-192.

Raunig B. (2008). Detecting ARCH Effects in Non-Gaussian Time Series. Journal of Financial Econometrics 6(2), 271-289.

Raunig, B. (2008). The Predictability of Exchange Rate Volatility. Economics Letters 98(2), 220-228.

Raunig, B. (2007). Are Economic Tracking Portfolios Useful for Forecasting Output and Inflation in Austria? Applied Financial Economics 17, 1043-1049.

Raunig, B. (2006). The Longer-Horizon Predictability of German Stock Market Volatility. International Journal of Forecasting, 22(2), 363-372.

De Raaij, G., Raunig, B. (2005). Evaluating Density Forecasts of Stock Market Returns. European Journal of Finance 11(2), 151-166.

Raunig, B. (2005). How Well Do Models Of Stock Market Volatility Forecast At Longer Horizons? Forecasting Financial Markets: Theory and Applications. Lodz University Press, 71-83.