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To react or not? : fiscal policy, volatility and welfare in the EU-3

Malley, James R. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003495749

Regional origins of employment volatility : evidence from German states

Buch, Claudia M. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003711846

Great moderation at the firm level? : unconditional vs. conditional Output volatility

Buch, Claudia M. (contributor); Döpke, Jörg (contributor); … - 2008

trends in unconditional firm level and aggregated output volatility in Germany are similar. There has been a long … Moderationʺ can be found in firm level data as well remains disputed. We study the evolution of firm level output volatility using …-run downward trend, which was interrupted by the unification period. Second, the conditional, idiosyncratic firm level volatility …

Persistent link: https://www.econbiz.de/10003720335

The relevance of banks to the European stock market

Kick, Andreas; Rottmann, Horst - 2022

Banks have always played an ambivalent role in ﬁnancial markets. On the one hand, they provide essential services for the market; on the other hand, problems in the banking sector can send shock waves through the entire economy. Given this prominent role, it is not surprising that Pereira and...

Persistent link: https://www.econbiz.de/10013201699

From "I Don't Like Mondays" to "Friday I'm in Love" : day-of-the-week effects in business surveys

Hennrich, Jonas; Wohlrabe, Klaus - 2023

This study identifies day-of-the-week effects in business surveys using monthly data from the ifo Institute. The odds are higher that companies are more likely to exhibit more pessimistic business expectations for the upcoming months on Mondays and more optimistic expectations at the end of the...

Persistent link: https://www.econbiz.de/10014426616

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009

including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as …

Persistent link: https://www.econbiz.de/10003898817

The role of the IFO business climate indicator and asset prices in German monetary policy : presented at CEFifo conference "Academic Use of ifo Survey Data", December 2003

Sterken, Elmer - 2004

We analyze the role of forward-looking indicators, like the IFO business climate indicator and asset prices, in German monetary transmission. We show that the use of both the IFO indicator and asset prices improves the performance and interpretation of a Vector AutoRegression (VAR) model of...

Persistent link: https://www.econbiz.de/10011449258

Sectoral trends and cycles in Germany

Cheung, Yin-Wong; Westermann, Frank - 2001

We examine the comovements between the output indexes of three German sectors (manufacturing, mining, and agriculture) and the three corresponding sectoral stock market indexes. It is found that data with and without seasonal adjustment give mixed results on the long-run interaction between the...

Persistent link: https://www.econbiz.de/10011398919

Testing for persistence in German green and brown stock market indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Solarin … - 2024

estimation of a GARCH (1,1) model for stock returns shows that their conditional volatility is characterised by lower persistence …

Persistent link: https://www.econbiz.de/10014578571

The impact of the Covid-19 pandemic on persistence in the European stock markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Arrese … - 2021

, though their volatility persistence has decreased. …

Persistent link: https://www.econbiz.de/10012653308