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Stock Return Predictability : Is it There?

Ang, Andrew - 2001

We ask whether stock returns in France, Germany, Japan, the UK and the US are predictable by three instruments: the …

Persistent link: https://www.econbiz.de/10012470517

The Crash of 1882, Counterparty Risk, and the Bailout of the Paris Bourse

White, Eugene N. - 2007

The rapid growth of derivative markets has raised concerns about counterparty risk. It has been argued that their mutual guarantee funds provide an adequate safety net. While this mutualization of risk protects clients and brokers from idiosyncratic shocks, it is generally assumed that it also...

Persistent link: https://www.econbiz.de/10012465723

Old Europe ages : Reforms and Reform Backlashes

Boersch-Supan, Axel H. - 2010

This paper focuses on three large Continental European countries: France, Germany, and Italy. These countries have …

Persistent link: https://www.econbiz.de/10012462881

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

Bekaert, Geert - 1991

The paper characterizes predictable components in excess rates of returns on major equity and foreign exchange markets using lagged excess returns, dividend yields, and forward premiums as instruments. Vector autoregressive techniques demonstrate one-step-ahead predictability and provide implied...

Persistent link: https://www.econbiz.de/10012475210

Does the Market Value R&D Investment by European Firms? Evidence from a Panel of Manufacturing Firms in France, Germany, and Italy

Hall, Bronwyn H. - 2004

panel dataset of firms that are publicly traded in France, Germany, and Italy. Controlling for either permanent unobserved …&D in France and Germany is remarkably similar both to each other and to that in the US or the UK during the same period In …

Persistent link: https://www.econbiz.de/10012468285

Anomalies Abroad : Beyond Data Mining

Lu, Xiaomeng - 2017

, Germany, Japan, and the U.K. All of the anomalies are consistently significant across these five countries, whose developed …

Persistent link: https://www.econbiz.de/10012453902

Labor and Investment Demand at the Firm Level : A Comparison of French, German and U.S. Manufacturing, 1970-79

Mairesse, Jacques - 1985

We investigate how labor and investment demand at the firm level (gross as well as net and replacement investment separately) differs in French, German and U.S. manufacturing, and has changed since the 1974-75 crisis. We use three consistent panel data samples of large firms for1970-79, and rely...

Persistent link: https://www.econbiz.de/10012477531

MPC Heterogeneity in Europe : Sources and Policy Implications

Ampudia, Miguel - 2018

. The estimation of key parameters uses a simulated method of moments approach to match moments related to asset market … estimation are used to characterize the distributions of the marginal propensity to consume across households for each of the … policy-induced variations in stock returns. Finally, monetary contractions have a larger impact on consumption in Germany and …

Persistent link: https://www.econbiz.de/10012480733

International Evidence on Sticky Consumption Growth

Carroll, Christopher D. - 2008

We estimate the degree of 'stickiness' in aggregate consumption growth (sometimes interpreted as reflecting consumption habits) for thirteen advanced economies. We find that, after controlling for measurement error, consumption growth has a high degree of autocorrelation, with a stickiness...

Persistent link: https://www.econbiz.de/10012464771

Peer Effects in European Primary Schools : Evidence from PIRLS

Ammermueller, Andreas - 2006

We estimate peer effects for fourth graders in six European countries. The identification relies on variation across classes within schools. We argue that classes within primary schools are formed roughly randomly with respect to family background. Similar to previous studies, we find sizeable...

Persistent link: https://www.econbiz.de/10012466488

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