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Linkages between international securitized real estate markets : further evidence from time-varying and stochastic cointegration

Schindler, Felix; Voronkova, Svitlana - 2010

bivariate and multivariate tests for cointegration. While the topic has been analyzed in previous studies such as Gallo and … results from different cointegration methodologies and explicitly control for instability in cointegration relationships and … covering 20 years. In line with previous studies, the empirical results indicate several cointegration relationships between …

Persistent link: https://www.econbiz.de/10008652070

The power law and dividend yields

Lüders, Erik (contributor); Lüders-Amann, Inge (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002137150

Panel tests for unit roots in hours worked

Kappler, Marcus (contributor) - 2006

-stationarity of hours worked. In addition, taking these results together, there is no indication of cointegration among the individual …

Persistent link: https://www.econbiz.de/10003314703

A dynamic heterogeneous labour demand model for German manufacturing

Falk, Martin; Koebel, Bertrand M. - 2000

This paper presents an application of the Generalised Error Correction Model (GECM) for heterogeneous factor demands based on the quadratic cost function. Using data for 26 West German manufacturing industries over the period 1976-1995, it turns out that less general specifications such as the...

Persistent link: https://www.econbiz.de/10011444593

How integrated are the European retail financial markets? : a cointegration analysis

Heinemann, Friedrich; Schüler, Martin - 2002

, bivariate and multivariate cointegration techniques are used to assess the degree of integration in four loans and two deposit …

Persistent link: https://www.econbiz.de/10011447291

Empirical evaluation of interest barrier effects

Dreßler, Daniel; Scheuering, Uwe - 2012

We analyze the impact of changes in thin capitalization rules on corporations' capital structure. Thin capitalization rules prevent firms from deducting excessive interest expenses from their tax base. As of 2008, Germany has severely changed its thin capitalization rule by targeting interest...

Persistent link: https://www.econbiz.de/10009565731

Integration benefits on EU retail credit markets : evidence from interest rate pass-through

Heinemann, Friedrich (contributor); … - 2002

Persistent link: https://www.econbiz.de/10001701684

Time is money – how much money is time? : interest and inflation in competition law actions for damages

Bueren, Eckart; Hüschelrath, Kai; Veith, Tobias - 2014

legal systems treat interest and inflation as part of competition law actions for damages, and, using real-world data from … several years until cartel victims obtain damages. Interest and inflation are thus two key drivers of adequate compensation …

Persistent link: https://www.econbiz.de/10010233583

Consumption-based asset pricing with a reference level : new evidence from the cross-section of stock returns

Grammig, Joachim (contributor); … - 2006

This paper presents an empirical evaluation of recently proposed asset pricing models which extend the standard preference specification by a reference level of consumption. The novelty is that we use a broad cross-section of test assets, which provides a level playing field for a comparison to...

Persistent link: https://www.econbiz.de/10003328088

Testing the predictability and efficiency of securitized real estate markets

Schindler, Felix; Rottke, Nico; Füss, Roland - 2009

This paper conducts tests of the random walk hypothesis and market efficiency for 14 national public real estate markets. Random walk properties of equity prices influence the return dynamics and determine the trading strategies of investors. To examine the stochastic properties of local real...

Persistent link: https://www.econbiz.de/10003881575

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