Burkhard Raunig

Raunig

Research interests

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

Selected publications

Raunig, B. (2019). Background Indicators. Econometrics, 7(2), 2019, 20.

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.