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International stock return predictability under model uncertainty

Schrimpf, Andreas (contributor) - 2008

This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...

Persistent link: https://www.econbiz.de/10003728591

Modeling asset returns : a comparison of theoretical and empirical models

Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version

large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …

Persistent link: https://www.econbiz.de/10003670896

Modeling asset returns : a comparison of theoretical and empirical models

Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001945539

The employment impact of cleaner production on the firm level : empirical evidence from a survey in five European countries

Rennings, Klaus; Zwick, Thomas - 2001

This paper analyses the determinants of employment reactions of firms when environmental innovations have been carried out. It differentiates hereby between employment increases and decreases. The data stem from a telephone survey covering more than 1500 firms in five European countries that...

Persistent link: https://www.econbiz.de/10011445814

The impact of monetary instruments on shock absorption in EU-countries

Müller, Claudia; Buscher, Herbert S. - 1999

The main characteristic of the implementation of the European Monetary Union (EMU) is the transition from various national currencies to the Euro, the common European currency. A final fixing of the individual bilateral exchange rates of all European countries involved in the Monetary Union...

Persistent link: https://www.econbiz.de/10011442518

International spillovers and feedback : modelling in a disequilibrium framework

Winker, Peter; Beck, Martin - 2000

first few quarters. This combination resulted in a major increase of imports from the main trading partners of West Germany … in other countries leading to a feedback on Germany. The paper provides a short overview over the basic model. The …

Persistent link: https://www.econbiz.de/10011444754

External costs of road, rail and air transport : a bottom-up approach

Weinreich, Sigurd; Rennings, Klaus; Schlomann, Barbara - 1998

This paper aims to describe the calculation of environmental and health externalities caused by air pollutants, accidents and noise from different transport modes (road, rail, air) on the route Frankfurt-Milan. The investigation is part of the QUITS project (QUITS = Quality Indicators for...

Persistent link: https://www.econbiz.de/10011441052

Wettbewerb der Steuersysteme in Europa : eine vergleichende Analyse am Beispiel der Region Oberrheingraben unter Einbeziehung aktueller Reformvorschläge

Eckerle, Tobias H. - 1997

der Region überall weitgehend das gleiche Niveau aufweist. Dagegen können in Frankreich und der Schweiz je nach Gemeinde … Oberrheingraben und die dahinter stehenden Steuersysteme Deutschlands, Frankreichs und der Schweiz zu untersuchen und zu überprüfen … Schweiz durchweg am geringsten ist. Betrachtet man die Steuerbelastung auf Unternehmensebene, so werden deutsche …

Persistent link: https://www.econbiz.de/10011440930

Labour mobility - an adjustment mechanism in Euroland? : empirical evidence for Western Germany, France and Italy

Puhani, Patrick A. - 1999

European Union. Regression results are provided for Western Germany, France, and Italy. It is shown that labour mobility is … highest in Germany, followed by France, and Italy. However, even in Germany, the accommodation of a shock to unemployment by …

Persistent link: https://www.econbiz.de/10011443287

Exchange rate pass-through to consumer prices : a European perspective

Hüfner, Felix P. (contributor); … - 2002

Persistent link: https://www.econbiz.de/10001701674

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