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Expected monetary policy and the dynamics of bank lending rates
Kwapil, Claudia; Scharler, Johann - 2009
Persistent link: https://www.econbiz.de/10003847027
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Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan; Bowman, Robert G.; Neely, Christopher J. - 2017 - This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
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Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz; Neely, Christopher J.; Yang, Xiye - 2023
Persistent link: https://www.econbiz.de/10014320683
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Government late payments and firms survival : evidence from the EU
Conti, Maurizio; Elia, Leandro; Ferrara, Antonella Rita; … - 2020
Persistent link: https://www.econbiz.de/10012317492
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A quantitative test of harmonisation in financial reporting : the impact on corporate governance in Germany
Simon, A.; Piesse, J. - 1998
Persistent link: https://www.econbiz.de/10001355588
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Mergers and acquisitions in Germany
Schmid, Frank A. (contributor); Wahrenburg, Mark (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974753
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Uncovered interest rate parity and time varying risk premia
Christensen, Michael - 1996
Persistent link: https://www.econbiz.de/10000945057
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Corporate governance and finance in large German industry : a reply to Professors Edwards and Fischer
Harm, Christian - 1997 - 1. Rev
Persistent link: https://www.econbiz.de/10000955354
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Uncovered interest rate parity and time varying risk premia : the case of Denmark
Christensen, Michael - 1997 - rev
Persistent link: https://www.econbiz.de/10000970102