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Eine ökonomische Analyse der Werbeabgabe : Endbericht ; Studie im Auftrag der Fachgruppe Werbung und Marktkommunikation Wien

Grohall, Günther; Gstrein, Michaela; Mateeva, Liljana; … - 2007

Persistent link: https://www.econbiz.de/10003533878

Experiences with monetary reform in Western European countries with differing levels of development

Theurl, Theresia - 1993

Persistent link: https://www.econbiz.de/10000887317

Privatanleger und Börse

1993

Persistent link: https://www.econbiz.de/10000877132

Frankfurter Börsenstatistik

Deutsche Börse AG - Frankfurt, M. : Dt. Börse - 1992(1993) - 1993(1994)

Persistent link: https://www.econbiz.de/10000505047

Arbeitsbeziehungen im technischen Wandel : neue Konfliktlinien und Konsensstrukturen

Aichholzer, Georg (ed.) - 1989

Persistent link: https://www.econbiz.de/10000334712

Intra-industry trade dynamics in the East-West relations : comparison of Austrian, Dutch, German, Italian, and Swedish trade with the CEEC

Fidrmuc, Jarko; Grozea-Helmenstein, Daniela; … - 1997

Persistent link: https://www.econbiz.de/10000650355

Tax clientele effects in the German bond market

Stehle, Richard; Jaschke, Stefan R.; Wernicke, S. - 1998

; duality theory ; term structure of interest rates ; smoothing splines ; tax clientele ; arbitrage bounds …

Persistent link: https://www.econbiz.de/10009574878

Semiparametric modelling of the cross-section of expected returns in the German stock market

Stehle, Richard; Bunke, Olaf; Sommerfeld, Volker - 1997

a comparable data set for Germany for the time period 1968-1990. We analyze this data set in order to identify a "best …/French for US stock returns is almost the best one in Germany. The book-to-market-ratio turns out to be the variable with highest …

Persistent link: https://www.econbiz.de/10009661022

Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis

Hafner, Christian M.; Herwartz, Helmut - 1999

Daily returns of financial assets are frequently found to exhibit positive autocorrelation at lag 1. When specifying a linear AR(l) conditional mean, one may ask how this predictability affects option prices. We investigate the dependence of option prices on autoregressive dynamics under...

Persistent link: https://www.econbiz.de/10009580460

Weekday dependence of German stock market returns

Herwartz, Helmut - 1999

returns are significantly smaller than returns measured for the remaining days of the week calls the efficiency hypothesis for …

Persistent link: https://www.econbiz.de/10009580468