Similar Search Results

Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis

Saiti, Buerhan; Bacha, Obiyathulla; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014

The issue of market linkages (and price discovery) between stock indices and the lead-lag relationship are topics of interest to financial economists, financial managers and analysts. The lead-lag relationship analysis should take into account both the short and long-run investor. From a...

Persistent link: https://www.econbiz.de/10011112304

Was kostet die Krise? Mittelfristige Wachstumsperspektiven in Deutschland, 2010 - 2014

Buchen, Teresa; Carstensen, Kai; Henzel, Steffen; … - Volkswirtschaftliche Fakultät, … - 2010

2009 ist eine Diskussion darüber entbrannt, inwieweit die derzeitige Finanzkrise Einfluss auf die mittelfristigen … Zeitreihenmodellen abgeschätzt. Die Ergebnisse deuten darauf hin, dass das Niveau des Produktionspotenzials aufgrund der Finanzkrise … durch eine Stagnation des technischen Fortschritts verursacht wird. Die Auswirkungen der Finanzkrise auf die mittelfristige …

Persistent link: https://www.econbiz.de/10008472806

Bankenaufsicht im Dialog 2015

Dombret, Andreas R. (ed.) - Deutsche Bundesbank - 2015

Persistent link: https://www.econbiz.de/10012878880

30 Jahre Fachhochschule der Deutschen Bundesbank : Festschrift

Böhmler, Rudolf (contributor) - 2010

Persistent link: https://www.econbiz.de/10008699411

The SSM at 1

Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...

Persistent link: https://www.econbiz.de/10011557140

The ESRB at 1

Gerlach, Stefan (ed.); Gnan, Ernest (ed.); Ulbrich, Jens (ed.) - Conference on ESRB at 1 <1, 2011, Berlin>; SUERF - The …; … - 2012

SUERF – The European Money and Finance Forum, the Deutsche Bundesbank and the Institute for Monetary and Financial Stability (IMFS) took the opportunity of the first anniversary of this new institution to organise a joint conference in Berlin on 8-9 November 2011. The purpose of this event was...

Persistent link: https://www.econbiz.de/10011711529

Stock index hedge using trend and volatility regime switch model considering hedging cost

Su, EnDer - Volkswirtschaftliche Fakultät, … - 2013

This paper studies the risk hedging between stock index and underlying futures. The hedging ratios are optimized using the mean-variance utility function as considering the hedging cost. The trend of returns and variance are estimated by the model of regime switch on both vector autoregression...

Persistent link: https://www.econbiz.de/10011111382

Stock Market Cycles and Future Trend Estimation

Angyal (Apolzan), Carmen-Maria; Aniş, Cecilia–Nicoleta - Volkswirtschaftliche Fakultät, … - 2012

Contemporary period was an unprecedented growth of stock markets in both developed economies and in emerging ones. The process of financial development has led to substantial changes in the behavior of the stock markets. Recent articles have been oriented to determine the relationship between...

Persistent link: https://www.econbiz.de/10011258394

The impact of money supply on stock prices and stock bubbles

Sirucek, Martin - Volkswirtschaftliche Fakultät, … - 2012

This article is focused on the effect and implication of a change in the money supply for US capital market. This market was chosen according to his part on the global market capitalization. Namely it is the Dow Jones Industrial Average (DJIA), which was chosen according to his long history,...

Persistent link: https://www.econbiz.de/10011112960

Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study

Jusoh, Hashim; Bacha, Obiyathulla; Masih, Abul Mansur M. - Volkswirtschaftliche Fakultät, … - 2014

There is a considerable literature relating to a lead-lag relationship between the stock index (spot) and stock index futures markets in developed countries compared to emerging countries. The analysis of this relationship in an emerging market based on a different investment horizon is...

Persistent link: https://www.econbiz.de/10011113744