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Linkages between the US and European Stock Markets : A Fractional Cointegration Approach
Caporale, Guglielmo Maria - 2015
fractional integration and fractional cointegration techniques. These methods are more general and have higher power than the …
Persistent link: https://www.econbiz.de/10013014905
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How Does European Integration Affect the European Stock Markets?
Erdogan, Burcu - 2009
This paper examines the integration of stock markets in Germany, France, Netherlands, Ireland and UK over January 1973 … the degree of financial integration. It might be expected a priori that European stock markets have converged during the … process of monetary, economic and financial integration in Europe. This study offers evidence for an increasing degree of …
Persistent link: https://www.econbiz.de/10014204632
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Is There Increasing Regional Specialisation within the General Process of Deindustrialisation?
Geppert, Kurt; Gornig, Martin; Lejpras, Anna - 2009
European integration should be accompanied by an increasing regional specialisation. In contrast, our results for the period …
Persistent link: https://www.econbiz.de/10014206888
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Crisis Impact on the Diversity of Financial Portfolios - Evidence from European Citizens
Schäfer, Dorothea - 2020
Since the 2008 Lehman bankruptcy, it is clearly shown that global economic and financial crises present major challenges to private households, requiring from them, a high level of shock absorption capacity. According to the old adage, “Do not put all the eggs in one basket”, resilience...
Persistent link: https://www.econbiz.de/10012822761
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Shaking Dutch Grounds Won't Shatter the European Gas Market
Holz, Franziska - 2015
The Netherlands have been a pivotal supplier in Western European natural gas markets in the last decades. Recent analyses show that the Netherlands would play an important role in replacing Russian supplies in Germany and France in case of Russian export disruption (Richter & Holz, 2015)....
Persistent link: https://www.econbiz.de/10013012577
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Subsidies for Learning in Renewable Energy Technologies Under Market Power and Emission Trading
Traber, Thure - 2015
Under perfect competition on the output market, first best technology subsidies in the presence of learning by doing are justified by knowledge spill overs that are not accounted for by individual companies. First best output subsidies are thus depending directly on the learning effects and are,...
Persistent link: https://www.econbiz.de/10013037927
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The War in Europe : Economic Costs of the Ukrainian Conflict
Bluszcz, Julia - 2019
With more than ten thousand casualties, the 2014 Ukrainian war between pro-Russian separatists and the government in the Donbass region, Ukraine's productive core, has taken a severe toll on the country. Using cross-country panel data over the period 1995-2017, this paper quantifies the...
Persistent link: https://www.econbiz.de/10012869900
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The Relation between Monetary Policy and the Stock Market in Europe
Lütkepohl, Helmut - 2018
We use a cointegrated structural vector autoregressive model to investigate the relation between euro area monetary policy and the stock market. Since there may be an instantaneous causal relation we consider long-run identifying restrictions for the structural shocks and also use (conditional)...
Persistent link: https://www.econbiz.de/10012921883
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Persistence and Cyclical Dependence in the Monthly Euribor Rate
Caporale, Guglielmo Maria - 2011
on fractional integration at the long run or zero frequency, although adequately describing the persistent behaviour of …
Persistent link: https://www.econbiz.de/10013119071
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Internet Offer Prices for Flats and Their Determinants : A Cross Section of Large European Cities
Kholodilin, Konstantin - 2014
In this paper, we construct a data set of Internet offer prices for flats in 48 large European cities from 24 countries. The data are collected in January-April 2012 from 33 websites, where the advertisements of flats for sale are placed. Using these data we investigate the determinants of the...
Persistent link: https://www.econbiz.de/10013066016