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Frankfurter Börsenstatistik

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

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

Unemployment dynamics : an unobserved components approach

Rünstler, Gerhard - 1998

Persistent link: https://www.econbiz.de/10000993377

Privatanleger und Börse

1993

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

Stock performance around share repurchase announcements in Germany

Seifert, Udo (contributor) - 2003 - [Elektronische Ressource], draft

Persistent link: https://www.econbiz.de/10001917087

Alternative Handelssysteme in den USA und in Europa : Entstehung, Regulierung und Marktpotenzial

Dornau, Robert (contributor) - 1999

Persistent link: https://www.econbiz.de/10001772304

Gemeinschaftsdiagnose Frühjahr 2008 : Folgen der US-Immobilienpreise belasten die Konjunktur

In: Ifo-Schnelldienst 61 (2008) 8, pp. 3-71

Am 17 April 2008 stellte die Projektgruppe Gemeinschaftsdiagnose in Berlin ihr Frühjahrsgutachten der Presse vor. Ihrer Ansicht nach wird die Weltwirtschaft von der Krise des Immobilien- und des Finanzsektors in den USA und den von ihr ausgelösten weltweiten Finanzmarktturbulenzen...

Persistent link: https://www.econbiz.de/10003696878

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

Finance, investment, and firm value in Germany and the US : a comparative analysis

Nowak, Eric - 1998

Germany and the United States are generally seen as the two competing systems of corporate governance. In search for a … impact of financing, investment, and dividend decisions on the value of stock corporations in Germany and the US. The …

Persistent link: https://www.econbiz.de/10009578016

The response of long-term interest rates to news about monetary policy actions : empirical evidence for the US and Germany

Nautz, Dieter; Wolters, Jürgen - 1998

We reexamine the expectations theory of the term structure focusing on the question how monetary policy actions … tests of expectations theory this implication only requires rational expectations but not stationary risk premia. Therefore …, its empirical test sheds new light on the importance of expectations theory for the determinants of the term structure of …

Persistent link: https://www.econbiz.de/10009578577

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