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~accessRights:"free"
~source:"econis"
~subject:"Börsenkurs"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles of several authors"
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ECONIS (ZBW)
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1
International stock return predictability under model uncertainty
Schrimpf, Andreas
(
contributor
)
-
2008
This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...
Persistent link: https://www.econbiz.de/10003728591
Saved in:
2
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
3
Monetary policy and stock market booms and busts in the 20th century
Bordo, Michael D.
(
contributor
);
Dueker, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003740625
Saved in:
4
Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
-
2009
Persistent link: https://www.econbiz.de/10003880587
Saved in:
5
Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
-
2009
including monthly stock price indices for five EU countries (
Germany
, France, the Netherlands, Ireland and the UK) as well as …
Persistent link: https://www.econbiz.de/10003889148
Saved in:
6
Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
-
2009
including monthly stock price indices for five EU countries (
Germany
, France, the Netherlands, Ireland and the UK) as well as …
Persistent link: https://www.econbiz.de/10003898817
Saved in:
7
Time to buy or just buying time? : the market reaction to bank rescue packages
King, Michael R.
-
2009
Persistent link: https://www.econbiz.de/10003939773
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8
Market response to investor sentiment
Hengelbrock, Jördis
;
Theissen, Erik
;
Westheide, Christian
-
2010
-
This version: December 16, 2010
-based sentiment indicators from two countries (
Germany
and the US). Consistent with previous research we find there is predictability …
Persistent link: https://www.econbiz.de/10008902937
Saved in:
9
Market response to investor sentiment
Hengelbrock, Jördis
;
Theissen, Erik
;
Westheide, Christian
-
2011
Germany
and the US we confirm previous findings of predictability at intermediate time horizons. The main contribution of our …
Persistent link: https://www.econbiz.de/10008822950
Saved in:
10
A new online-test for changes in correlations between assets
Arnold, Matthias
;
Bissantz, Nicolai
;
Wied, Dominik
; …
-
2010
Persistent link: https://www.econbiz.de/10008839855
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