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Juergen Wolters

(deceased)

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This person is deceased (Date: 21 Nov 2015)
First Name:Juergen
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Last Name:Wolters
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RePEc Short-ID:pwo76

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Working papers

  1. Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017. "Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK," IMK Working Paper 182-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  2. Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," SFB 649 Discussion Papers 2015-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  3. Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," SFB 649 Discussion Papers 2015-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  4. Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015. "How do financial cycles interact? Evidence from the US and the UK," SFB 649 Discussion Papers 2015-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  5. Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015. "How do financial cycles interact? Evidence from the US and the UK," SFB 649 Discussion Papers 2015-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  6. Christian Dreger & Jürgen Wolters, 2014. "Unconventional Monetary Policy and Money Demand," Discussion Papers of DIW Berlin 1382, DIW Berlin, German Institute for Economic Research.
  7. Christian Dreger & Jürgen Wolters, 2011. "Money and Inflation in the Euro Area during the Financial Crisis," Discussion Papers of DIW Berlin 1131, DIW Berlin, German Institute for Economic Research.
  8. Gebhard Kirchgässner & Jürgen Wolters, 2010. "The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank," CESifo Working Paper Series 2928, CESifo.
  9. Weber, Enzo & Wolters, Jürgen, 2010. "Risk and Policy Shocks on the US Term Structure," University of Regensburg Working Papers in Business, Economics and Management Information Systems 438, University of Regensburg, Department of Economics.
  10. Christian Dreger & Jürgen Wolters, 2010. "Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation," Discussion Papers of DIW Berlin 1064, DIW Berlin, German Institute for Economic Research.
  11. Weber, Enzo & Wolters, Jürgen, 2009. "The US Term Structure and Central Bank Policy," University of Regensburg Working Papers in Business, Economics and Management Information Systems 436, University of Regensburg, Department of Economics.
  12. Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Working Paper / FINESS 7.4A, DIW Berlin, German Institute for Economic Research.
  13. Christian Dreger & Jürgen Wolters, 2008. "M3 Money Demand and Excess Liquidity in the Euro Area," Working Paper / FINESS 7.1a, DIW Berlin, German Institute for Economic Research.
  14. Christian Dreger & Jürgen Wolters, 2008. "Money Velocity and Asset Prices in the Euro Area," Working Paper / FINESS 7.1b, DIW Berlin, German Institute for Economic Research.
  15. Christian Dreger & Jürgen Wolters, 2006. "Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models," Discussion Papers of DIW Berlin 561, DIW Berlin, German Institute for Economic Research.
  16. Hassler, Uwe & Wolters, Jürgen, 2005. "Autoregressive distributed lag models and cointegration," Discussion Papers 2005/22, Free University Berlin, School of Business & Economics.
  17. Wolters, Jürgen & Hassler, Uwe, 2005. "Unit root testing," Discussion Papers 2005/23, Free University Berlin, School of Business & Economics.
  18. Tullio, Guiseppe & Wolters, Jürgen, 2004. "Domestic and international determinants of the Bank of England's liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis," Discussion Papers 2004/27, Free University Berlin, School of Business & Economics.
  19. Tullio, Guiseppe & Wolters, Jürgen, 2004. "Domestic and international determinants of the bank of France's liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis," Discussion Papers 2004/23, Free University Berlin, School of Business & Economics.
  20. Tullio, Guiseppe & Wolters, Jürgen, 2004. "Domestic and international determinants of the Reichsbank's liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis," Discussion Papers 2004/22, Free University Berlin, School of Business & Economics.
  21. Tullio, Guiseppe & Wolters, Jürgen, 2004. "Monetary policy in Austria-Hungary, 1876 - 1913: An econometric analysis of the determinants of the Central Bank's discount rate and the liquidity ratio," Discussion Papers 2004/24, Free University Berlin, School of Business & Economics.
  22. Wolters, Jürgen, 2002. "Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen," SFB 373 Discussion Papers 2002,83, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  23. Helmut Lütkepohl & Jürgen Wolters, 2001. "The Transmission of German Monetary Policy in the Pre-Euro Period," CESifo Working Paper Series 604, CESifo.
  24. Katja Rietzler & Sabine Stephan & Jürgen Wolters, 2000. "Aggregation and Seasonal Adjustment: Empirical Results for EMU Quarterly National Accounts," Discussion Papers of DIW Berlin 228, DIW Berlin, German Institute for Economic Research.
  25. Nielsen, Hannah & Tullio, Giuseppe & Wolters, Jürgen, 2000. "Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972 - 1998," SFB 373 Discussion Papers 2000,66, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  26. Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen, 1999. "Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems," CEPR Discussion Papers 2208, C.E.P.R. Discussion Papers.
  27. Nautz, Dieter & Wolters, Jürgen, 1998. "The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the US and Germany," SFB 373 Discussion Papers 1998,78, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  28. Lütkepohl, Helmut & Wolters, Jürgen, 1997. "A money demand system for M3 in the unified Germany," SFB 373 Discussion Papers 1997,92, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  29. Brüggemann, I. & Wolters, J., 1996. "Money and Prices in Germany. Empirical Results for 1962 to 1994," SFB 373 Discussion Papers 1996,34, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  30. Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut, 1996. "Modelling the Demand for M3 in the unified Germany," SSE/EFI Working Paper Series in Economics and Finance 113, Stockholm School of Economics.
  31. Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen, 1995. "Investigating Stability and Linearity of a German M1 Money Demand Function," SSE/EFI Working Paper Series in Economics and Finance 64, Stockholm School of Economics.
  32. Lütkepohl, Helmut & Moryson, Martin & Wolters, Jürgen, 1994. "Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten," SFB 373 Discussion Papers 1994,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  33. Jürgen WOLTERS, 1992. "Persistence and Seasonality in output and Employment of the Federal Republic of Germany," Discussion Papers (REL - Recherches Economiques de Louvain) 1992043, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    repec:wsr:wpaper:y:2013:i:119 is not listed on IDEAS

Articles

  1. Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2019. "Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK," Empirical Economics, Springer, vol. 57(2), pages 385-398, August.
  2. Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2019. "Characterizing the financial cycle: Evidence from a frequency domain analysis," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 568-591.
  3. Christian Dreger & Jürgen Wolters, 2016. "On the empirical relevance of the Lucas critique: the case of euro area money demand," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(1), pages 61-82, February.
  4. Dreger, Christian & Wolters, Jürgen, 2015. "Unconventional monetary policy and money demand," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 40-54.
  5. Dreger, Christian & Wolters, Jürgen, 2014. "Money demand and the role of monetary indicators in forecasting euro area inflation," International Journal of Forecasting, Elsevier, vol. 30(2), pages 303-312.
  6. Enzo Weber & Jürgen Wolters, 2013. "Risk and Policy Shocks on the US Term Structure," Scottish Journal of Political Economy, Scottish Economic Society, vol. 60(1), pages 101-119, February.
  7. Enzo Weber & Jürgen Wolters, 2012. "The US term structure and central bank policy," Applied Economics Letters, Taylor & Francis Journals, vol. 19(1), pages 41-45, January.
  8. Christian Dreger & J¨¹rgen Wolters, 2011. "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 43-52, February.
  9. Christian Dreger & Jürgen Wolters, 2010. "Hat die Finanzkrise zu einer instabilen Geldnachfrage geführt?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 79(4), pages 135-145.
  10. Christian Dreger & Jürgen Wolters, 2010. "M3 money demand and excess liquidity in the euro area," Public Choice, Springer, vol. 144(3), pages 459-472, September.
  11. Gebhard Kirchgässner & Jürgen Wolters, 2010. "The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 221-253, March.
  12. Dreger, Christian & Wolters, Jürgen, 2010. "Investigating M3 money demand in the euro area," Journal of International Money and Finance, Elsevier, vol. 29(1), pages 111-122, February.
  13. Christian Pierdzioch & Paul Welfens & Holger Wolf & Jürgen Wolters, 2010. "Editorial," International Economics and Economic Policy, Springer, vol. 7(1), pages 1-2, May.
  14. Hassler Uwe & Wolters Jürgen, 2009. "Hysteresis in Unemployment Rates? A Comparison between Germany and the US," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 229(2-3), pages 119-129, April.
  15. Christian Dreger & Jürgen Wolters, 2009. "Money velocity and asset prices in the euro area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(1), pages 51-63, February.
  16. Christian Dreger & Jürgen Wolters, 2009. "Geldpolitik und Vermögensmärkte," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 78(1), pages 56-65.
  17. Dao, Chi-Mai & Wolters, Jürgen, 2008. "Common stochastic volatility trends in international stock returns," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 431-445, June.
  18. Paul Welfens & Holger Wolf & Jürgen Wolters, 2008. "Editorial," International Economics and Economic Policy, Springer, vol. 4(4), pages 329-330, February.
  19. Christian Dreger & Jürgen Wolters, 2007. "Instabile Geldnachfrage im Euroraum?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 76(4), pages 85-95.
  20. Schreiber, Sven & Wolters, Jurgen, 2007. "The long-run Phillips curve revisited: Is the NAIRU framework data-consistent?," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 355-367, June.
  21. Giuseppe Tullio & Jürgen Wolters, 2007. "Monetary Policy in Austria–Hungary, 1876–1913: An Econometric Analysis of the Determinants of the Central Bank’s Discount Rate and the Liquidity Ratio," Open Economies Review, Springer, vol. 18(5), pages 521-537, November.
  22. Uwe Hassler & Jürgen Wolters, 2006. "Autoregressive distributed lag models and cointegration," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 59-74, March.
  23. Christian Dreger & Jürgen Wolters, 2006. "Die Liquidität in der Eurozone ist nicht zu hoch," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 73(25), pages 373-377.
  24. Jürgen Wolters & Uwe Hassler, 2006. "Unit root testing," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 43-58, March.
  25. Hannah Nielsen & Giuseppe Tullio & Jürgen Wolters, 2004. "Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972–1998," International Economics and Economic Policy, Springer, vol. 1(1), pages 73-85, March.
  26. Lütkepohl, Helmut & Wolters, Jürgen, 2003. "Transmission Of German Monetary Policy In The Pre-Euro Period," Macroeconomic Dynamics, Cambridge University Press, vol. 7(5), pages 711-733, November.
  27. Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen, 2001. "Comparison Of Bootstrap Confidence Intervals For Impulse Responses Of German Monetary Systems," Macroeconomic Dynamics, Cambridge University Press, vol. 5(1), pages 81-100, February.
  28. Giuseppe Tullio & Jürgen Wolters, 2000. "Interest Rate Linkages Between the US and the UK During the Classical Gold Standard," Scottish Journal of Political Economy, Scottish Economic Society, vol. 47(1), pages 61-71, February.
  29. Dieter Nautz & Jürgen Wolters, 1999. "The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the U.S. and Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(3), pages 397-412, September.
  30. Lutkepohl, Helmut & Terasvirta, Timo & Wolters, Jurgen, 1999. "Investigating Stability and Linearity of a German M1 Money Demand Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 511-525, Sept.-Oct.
  31. Jurgen Wolters, 1998. "Cointegration and German bond yields," Applied Economics Letters, Taylor & Francis Journals, vol. 5(8), pages 497-502.
  32. JØrgen Wolters & Helmut LØtkepohl, 1998. "Money demand in Europe: Editors' preface," Empirical Economics, Springer, vol. 23(3), pages 263-266.
  33. JØrgen Wolters & Helmut LØtkepohl, 1998. "A money demand system for German M3," Empirical Economics, Springer, vol. 23(3), pages 371-386.
  34. Jürgen Wolters & Timo Teräsvirta & Helmut Lütkepohl, 1998. "Modeling The Demand For M3 In The Unified Germany," The Review of Economics and Statistics, MIT Press, vol. 80(3), pages 399-409, August.
  35. Tullio, Giuseppe & Wolters, Jurgen, 1996. "Was London the Conductor of the International Orchestra or Just the Triangle Player? An Empirical Analysis of Asymmetries in Interest Rate Behaviour during the Classical Gold Standard, 1876-1913," Scottish Journal of Political Economy, Scottish Economic Society, vol. 43(4), pages 419-443, September.
  36. Kirchgassner, Gebhard & Wolters, Jurgen, 1995. "Interest Rate Linkages in Europe before and after the Introduction of the European Monetary System: Some Empirical Results," Empirical Economics, Springer, vol. 20(3), pages 435-454.
  37. Hassler, Uwe & Wolters, Jurgen, 1995. "Long Memory in Inflation Rates: International Evidence," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 37-45, January.
  38. Hassler, Uwe & Wolters, Jurgen, 1994. "On the power of unit root tests against fractional alternatives," Economics Letters, Elsevier, vol. 45(1), pages 1-5, May.
  39. Kirchgassner, Gebhard & Wolters, Jurgen, 1993. "Does the DM Dominate the Euro Market? An Empirical Investigation," The Review of Economics and Statistics, MIT Press, vol. 75(4), pages 773-778, November.
  40. Gebhard Kirchgässer & Jürgen Wolters, 1991. "Die Abhängigkeit der schweizerischen von der europäischen und amerikanischen Zinsentwicklung. Empirische Ergebnisse für die achtziger Jahre," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 127(III), pages 631-646, September.
  41. Kirchgassner, Gebhard & Wolters, Jurgen, 1987. "U.S.-European Interest Rate Linkage: A Time Series Analysis for West Germany, Switzerland, and the United States," The Review of Economics and Statistics, MIT Press, vol. 69(4), pages 675-684, November.
  42. Kirchgassner, Gebhard & Wolters, Jurgen, 1987. "The influence of poll results on election outcomes," Mathematical Social Sciences, Elsevier, vol. 13(2), pages 165-175, April.
  43. Wolters, Jurgen, 1980. "Business cycle stabilization policies in a small econometric model of the FRG," European Economic Review, Elsevier, vol. 14(1), pages 9-43.
  44. Wolters, Jurgen, 1977. "Reply [Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany.]," Empirical Economics, Springer, vol. 2(2), pages 67-68.
  45. Wolters, J, 1976. "Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany," Empirical Economics, Springer, vol. 1(3), pages 167-188.
  46. Scherf Harald & Oppenländer K. H. & Zeiser B. & Ganter Ralph L. & Wolters Jürgen & Beckmann Martin & Allgayer Friedemann & Hauser Richard & Schittko Ulrich & Luckenbach Helga & Oberhofer Walter & Ritt, 1973. "Einzelbesprechungen," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 187(6), pages 550-564, May.
  47. König Heinz & Wolters Jürgen, 1969. "Über den Zusammenhang zwischen kurz- und langfristigem Zinssatz: Bemerkungen zur Modigliani-Sutch-Hypothese der Zinsstruktur," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 183(1), pages 487-509, February.

Chapters

  1. Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler, 2013. "Nonstationary Panel Data," Springer Texts in Business and Economics, in: Introduction to Modern Time Series Analysis, edition 2, chapter 7, pages 251-279, Springer.
  2. Gebhard Kirchgässner & Jürgen Wolters, 2007. "Cointegration," Springer Books, in: Introduction to Modern Time Series Analysis, chapter 6, pages 199-239, Springer.
  3. Gebhard Kirchgässner & Jürgen Wolters, 2007. "Granger Causality," Springer Books, in: Introduction to Modern Time Series Analysis, chapter 3, pages 93-123, Springer.
  4. Gebhard Kirchgässner & Jürgen Wolters, 2007. "Autoregressive Conditional Heteroskedasticity," Springer Books, in: Introduction to Modern Time Series Analysis, chapter 7, pages 241-265, Springer.
  5. Gebhard Kirchgässner & Jürgen Wolters, 2007. "Vector Autoregressive Processes," Springer Books, in: Introduction to Modern Time Series Analysis, chapter 4, pages 125-151, Springer.
  6. Gebhard Kirchgässner & Jürgen Wolters, 2007. "Introduction and Basics," Springer Books, in: Introduction to Modern Time Series Analysis, chapter 1, pages 1-25, Springer.
  7. Gebhard Kirchgässner & Jürgen Wolters, 2007. "Nonstationary Processes," Springer Books, in: Introduction to Modern Time Series Analysis, chapter 5, pages 153-198, Springer.
  8. Gebhard Kirchgässner & Jürgen Wolters, 2007. "Univariate Stationary Processes," Springer Books, in: Introduction to Modern Time Series Analysis, chapter 2, pages 27-91, Springer.
  9. Uwe Hassler & Jürgen Wolters, 2006. "Autoregressive Distributed Lag Models and Cointegration," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 5, pages 57-72, Springer.
  10. Jürgen Wolters & Uwe Hassler, 2006. "Unit Root Testing," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 4, pages 41-56, Springer.
  11. Gebhard Kirchgässner & Jürgen Wolters, 1993. "Uncovered Interest Parity Condition between the United States and Europe under Different Exchange Rate Regimes," Palgrave Macmillan Books, in: Stephen F. Frowen (ed.), Monetary Theory and Monetary Policy, chapter 10, pages 264-297, Palgrave Macmillan.

Books

  1. Gebhard Kirchgässner & Jürgen Wolters, 2007. "Introduction to Modern Time Series Analysis," Springer Books, Springer, number 978-3-540-73291-4, December.
  2. Heilemann, Ullrich & Wolters, Jürgen (ed.), 1998. "Gesamtwirtschaftliche Modelle in der Bundesrepublik Deutschland: Erfahrungen und Perspektiven," RWI Schriften, RWI - Leibniz-Institut für Wirtschaftsforschung, volume 61, number 61.

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Featured entries

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  1. Jürgen Wolters in Wikipedia (German)

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (17) 2006-03-25 2008-05-31 2008-09-13 2009-02-22 2009-11-21 2010-01-16 2010-07-24 2010-07-24 2010-10-09 2011-06-25 2011-06-25 2014-07-05 2015-04-25 2015-08-13 2016-02-17 2017-10-15 2018-01-29. Author is listed
  2. NEP-CBA: Central Banking (12) 2006-03-25 2008-05-31 2008-09-13 2009-02-22 2009-11-21 2010-01-16 2010-07-24 2010-07-24 2010-10-09 2011-06-25 2011-06-25 2014-07-05. Author is listed
  3. NEP-MON: Monetary Economics (11) 2006-03-25 2008-05-31 2008-09-13 2009-02-22 2009-11-21 2010-01-16 2010-07-24 2010-07-24 2010-10-09 2011-06-25 2014-07-05. Author is listed
  4. NEP-EEC: European Economics (5) 2006-03-25 2008-05-31 2008-09-13 2009-02-22 2011-06-25. Author is listed
  5. NEP-FOR: Forecasting (3) 2009-11-21 2010-01-16 2010-10-09
  6. NEP-FMK: Financial Markets (2) 2006-03-25 2010-07-24

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