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Buch, Claudia M. - 2001

bank lending. We are using a dataset on assets and liabilities of commercial banks from five countries (France, Germany …

Persistent link: https://www.econbiz.de/10011474062

Real and financial integration in Europe : evidence for the accession states and for the pre-ins

Buch, Claudia M.; Döpke, Jörg - 1999

-ins for monetary union with respect to Germany. Using tests for cointegration and common features for monthly data during the …

Persistent link: https://www.econbiz.de/10011474986

Noise traders' trigger rates, FX options, and smiles

Pierdzioch, Christian - 2000

A contingent claims valuation model which allows to highlight the implications of program trading in spot markets for the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts is devoloped. The curvature of the volatility strike...

Persistent link: https://www.econbiz.de/10011476532

Investing in European stock markets for high-technology firms

Pierdzioch, Christian (contributor); … - 2005

We used a recursive modeling approach to study whether investors could, in real time, have used information on the comovement of stock markets to forecast stock returns in European stock markets for high-technology firms. We used weekly data on returns in the Neuer Markt, the Nouveau Marché,...

Persistent link: https://www.econbiz.de/10003247599

Sources of predictability of European stock markets for high-technology firms

Pierdzioch, Christian (contributor); … - 2005

We study return predictability of stock indexes of blue chip firms and smaller hightechnology firms in Germany, France …

Persistent link: https://www.econbiz.de/10002603024

Information or regulation : what Is driving the international activities of commercial banks?

Buch, Claudia M. - 2000

Information costs and regulatory barriers are the main distinguishing features of international financial markets as compared to national financial markets. This paper presents a simple model of the impact of these factors on banks' cross-border activities and provides empirical evidence. Our...

Persistent link: https://www.econbiz.de/10011473701

Wage cyclicality under different regimes of industrial relations

Gartner, Hermann; Schank, Thorsten; Schnabel, Claus - 2010

Germany, we find that works councils affect wage growth only in combination with collective bargaining. Wage adjustments to … council ; Germany …

Persistent link: https://www.econbiz.de/10008696819

Geldpolitik und vorausschauende Taylor-Regeln : Theorie und Empirie am Beispiel der Deutschen Bundesbank

Kamps, Christophe; Pierdzioch, Christian - 2002

and Gertler (1998, 2000) to study monetary policy in Germany in the period 1991 to 1998. The estimation results show that …

Persistent link: https://www.econbiz.de/10011474635

Business cycle volatility in Germany

Buch, Claudia M.; Döpke, Jörg; Pierdzioch, Christian - 2002

structural breaks in the dynamics and the volatility of the real output process in Germany can be detected. We report evidence … that output volatility has declined in Germany. Yet, this decline in output volatility is not as clear-cut as it is in the … in Germany reflects good economic and monetary policy or merely "good luck". …

Persistent link: https://www.econbiz.de/10011475861

Why do banks go abroad? : evidence from German data

Buch, Claudia M. - 1999

This paper provides empirical evidence on the determinants of foreign activities of German banks. We use regionally disaggregated panel data for the years 1981-98 and distinguish foreign direct investment from total foreign assets of domestic banks, of their foreign branches and their...

Persistent link: https://www.econbiz.de/10011475868