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The impact of news on higher moments
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2006
In this paper, we extend the concept of News Impact Curve developed by Engle and Ng (1993) to the higher moments of the multivariate returns' distribution, thereby providing a tool to investigate the impact of shocks on the characteristics of the subsequent distribution. For this purpose, we...
Persistent link: https://www.econbiz.de/10003394353
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Monetary policy in Germany : a cointegration analysis on the relevance of interest rate rules
Eleftheriou, Maria - In: Economic modelling 26 (2009) 5, pp. 946-960
Persistent link: https://www.econbiz.de/10003871232
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The perils of performance measurement in the German mutual-fund industry
Böhme, Philip; Pohl, Walter; Schmedders, Karl - 2013
We document a curious feature of the German mutual fund industry. Unlike U.S. mutual funds, funds domiciled in Germany … results of both approaches coincide perfectly and show that all but one of the funds domiciled in Germany report intraday NAVs …
Persistent link: https://www.econbiz.de/10009751161
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Explosive Target balances of the German Bundesbank
Potrafke, Niklas; Reischmann, Markus - In: Economic modelling 42 (2014), pp. 439-444
Persistent link: https://www.econbiz.de/10010478679
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Leader of the pack? : German monetary dominance in Europe prior to EMU
Reade, J. James; Volz, Ulrich - In: Economic modelling 28 (2011) 1/2, pp. 239-250
Persistent link: https://www.econbiz.de/10009269967
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Why does bank credit not drive money in Germany (any more)?
Kuzin, Vladimir; Schobert, Franziska - In: Economic modelling 48 (2015), pp. 41-51
Persistent link: https://www.econbiz.de/10011452366
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Liquidity and conditional market returns : evidence from German exchange traded funds
Czauderna, Katrin; Riedel, Christoph; Wagner, Niklas F. - In: Economic modelling 51 (2015), pp. 454-459
Persistent link: https://www.econbiz.de/10011476124
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Monetary policy convergence of potential EMU accession countries : a cointegration analysis with shifting regimes
Kasman, Adnan; Kirbas-Kasman, Saadet; Turgutlu, Evrim - In: Economic modelling 25 (2008) 2, pp. 340-350
Persistent link: https://www.econbiz.de/10003724852
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Some selected simulation experiments with the European commissionś QUEST model
Röger, Werner; Veld, Jan in 't - In: Economic modelling 21 (2004) 5, pp. 785-832
Persistent link: https://www.econbiz.de/10002137436
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Nepotism in IPOs : consequences for issuers and investors
Degeorge, François; Pratobevera, Giuseppe - 2020
Potential conflicts of interest arise when IPO underwriters allocate IPO shares to their affiliated funds. We hypothesize that such nepotism incentives affect IPO pricing. Using a novel hand-collected dataset, we find support for this hypothesis in a regression discontinuity design (RDD): a one...
Persistent link: https://www.econbiz.de/10012271189