Similar Search Results

Investment opportunities in Central and Eastern European equity markets : an econometric examination of the risk-return relationships for Western investors

Schröder, Michael - 2000

This study focuses on the diversification benefits of the most developed equity markets of Central and Eastern Europe (CEE). To evaluate these benefits of diversification we use so-called spanning tests based on a stochastic discount factor approach and estimated by General Methods of Moments...

Persistent link: https://www.econbiz.de/10013428350

Exchange rate pass-through to consumer prices : a European perspective

Hüfner, Felix P.; Schröder, Michael - 2002

We study the pass-through of exchange rate changes to consumer prices for the euro area by estimating vector error … Prices (HICP) we compute a weighted average of the country results for the euro area. We find that in response to a ten … percent depreciation of the euro nominal effective exchange rate index, the HICP tends to increase by 0,4 percent after 12 …

Persistent link: https://www.econbiz.de/10001657237

Do forecasters use monetary models? : An empirical analysis of exchange rate expectations

Schröder, Michael; Dornau, Robert - In: Applied financial economics 12 (2002) 8, pp. 535-543

Persistent link: https://www.econbiz.de/10001677007

What's on their mind: Do exchange rate forecasters stick to theoretical models?

Schröder, Michael; Dornau, Robert - 1999

-price monetary model and the Mundell-Fleming model. These models are the theoretical basis for the estimation of latent structural …

Persistent link: https://www.econbiz.de/10013428206

Unternehmens- versus Analystenbefragungen - zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen

Hüfner, Felix; Schröder, Michael - 2001

In der vorliegenden Arbeit untersuchen wir die Eignung der ifo-Geschäftserwartungen und der ZEW-Konjunkturerwartungen als Frühindikatoren für die deutsche Industrieproduktion. Anhand von Granger-Kausalitätstests wird gezeigt, dass die auf Umfragen unter Finanzanalysten basierenden...

Persistent link: https://www.econbiz.de/10013428388

Der Einfluß ökologischer und sozialer Nachhaltigkeit auf den Shareholder-Value europäischer Aktiengesellschaften

Ziegler, Andreas; Rennings, Klaus; Schröder, Michael - 2002

Persistent link: https://www.econbiz.de/10013428478

Systemic risk in European banking, evidence from bivariate GARCH models

Schröder, Michael - 2003

Persistent link: https://www.econbiz.de/10013428543

Multifaktormodelle zur Erklärung deutscher Aktienrenditen : eine empirische Analyse

Ziegler, Andreas; Eberts, Elke; Schröder, Michael; … - 2003

Persistent link: https://www.econbiz.de/10013428577

Forecasting economic activity in Germany : how useful are sentiment indicators?

Hüfner, Felix; Schröder, Michael - 2002

We analyze four economic sentiment indicators for the German economy regarding their ability to forecast economic activity. Using cross correlations and Granger causality tests we find that the ifo business expectations (ifo), the Purchasing Managers Index (PMI) and the ZEW Indicator of Economic...

Persistent link: https://www.econbiz.de/10013428496

Socially responsible investments in Germany, Switzerland and the United States : an analysis of investment funds and indices

Schröder, Michael - 2003

Persistent link: https://www.econbiz.de/10013428544