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Technology trade with asymmetric tax regimes and heterogeneous labour markets : Implications for macro quantities and asset prices

Curatola, Giuliano; Donadelli, Michael; Grüning, Patrick - In: International Journal of Finance & Economics 27 (2020) 4, pp. 3805-3831

Persistent link: https://www.econbiz.de/10012407029

Innovation dynamics and fiscal policy : implications for growth, asset prices, and welfare

Donadelli, Michael; Grüning, Patrick - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-31

Persistent link: https://www.econbiz.de/10012822220

Labor market dynamics, endogenous growth, and asset prices

Donadelli, Michael; Grüning, Patrick - In: Economics letters 143 (2016), pp. 32-37

Persistent link: https://www.econbiz.de/10011616842

Matching the BRIC equity premium: A structural approach

Curatola, Giuliano; Donadelli, Michael; Grüning, Patrick - In: Emerging Markets Review 22 (2015) C, pp. 65-75

The equity risk premium (ERP) in BRIC markets is, on average, significantly higher than that in the US market. This paper employs an endowment economy with recursive preferences and long-run risk to explain the ERP generated by a portfolio of BRIC equity indices. The combination of recursive...

Persistent link: https://www.econbiz.de/10011264521

Global temperature, R&D expenditure, and growth

Donadelli, Michael; Grüning, Patrick; Jüppner, Marcus; … - In: Energy economics 104 (2021), pp. 1-32

Persistent link: https://www.econbiz.de/10013364410

Technology trade with asymmetric tax regimes and heterogeneous labour markets : implications for macro quantities and asset prices

Curatola, Giuliano Antonio; Donadelli, Michael; … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 3805-3831

Persistent link: https://www.econbiz.de/10013461275

Emission permits and the announcement of realized emissions : price impact, trading volume, and volatilities

Hitzemann, Steffen; Uhrig-Homburg, Marliese; Ehrhart, … - In: Energy economics 51 (2015), pp. 560-569

Persistent link: https://www.econbiz.de/10011565038

Empirical performance of reduced-form models for emission permit prices

Hitzemann, Steffen; Uhrig-Homburg, Marliese - In: Review of derivatives research 22 (2019) 3, pp. 389-418

Persistent link: https://www.econbiz.de/10012311828

Equilibrium price dynamics of emission permits

Hitzemann, Steffen; Uhrig-Homburg, Marliese - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1653-1678

Persistent link: https://www.econbiz.de/10011930520

Oil volatility risk

Gao, Lin; Hitzemann, Steffen; Shaliastovich, Ivan; Xu, Lai - In: Journal of financial economics 144 (2022) 2, pp. 456-491

Persistent link: https://www.econbiz.de/10013413135