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Revisiting event study designs : robust and efficient estimation
Borusyak, Kirill; Jaravel, Xavier; Spiess, Jann - 2022
Persistent link: https://www.econbiz.de/10013186230
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Using equity market reactions to infer exposure to trade liberalization
Greenland, Andrew; Ion, Mihai; Lopresti, John; Schott, … - 2022
Persistent link: https://www.econbiz.de/10013263244
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Bank opacity : patterns and implications
Avdjiev, Stefan; Jager, Maximilian - 2022
Persistent link: https://www.econbiz.de/10012814268
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On event study designs and distributed-lag models : equivalence, generalization and practical implications
Schmidheiny, Kurt; Siegloch, Sebastian - 2019
Persistent link: https://www.econbiz.de/10012055972
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Feverish stock price reactions to COVID-19
Ramelli, Stefano; Wagner, Alexander F. - 2020 - This revision 29 April 2020
Persistent link: https://www.econbiz.de/10012217079
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An event study of COVID-19 central bank quantitative easing in advanced and emerging economies
Hartley, Jonathan; Rebucci, Alessandro - 2020
Persistent link: https://www.econbiz.de/10012228897
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Consumer inflation expectations : daily dynamics
Binder, Carola Conces; Campbell, Jeffrey R.; Ryngaert, … - 2024
Persistent link: https://www.econbiz.de/10014526407
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Trade protection, stock-market returns, and welfare
Amiti, Mary; Kong, Sang Hoon; Weinstein, David E. - 2021
Persistent link: https://www.econbiz.de/10012506835
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What does codetermination do?
Jäger, Simon; Noy, Shakked; Schoefer, Benjamin - 2021
Persistent link: https://www.econbiz.de/10012543479
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Where do institutional investors seek shelter when disaster strikes? Evidence from COVID-19
Glossner, Simon; Matos, Pedro Pinto; Ramelli, Stefano; … - 2020
Persistent link: https://www.econbiz.de/10012250673