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Shocks, Stocks and Ratings : The Financial Community Response to Global Environmental and Health Controversies
Scholtens, Bert; Witteveen, Emma - 2021
The financial community suggests it increasingly accounts for the environmental and social performance of the companies it invests in. To investigate this claim, we study how stock market participants and credit rating agencies respond to environmental and health controversies with...
Persistent link: https://www.econbiz.de/10013235988
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De rentabiliteit van mainport Schiphol
Ewijk, Casper van - In: Economisch statistische berichten : ESB 79 (1994) 9, pp. 217-222
Persistent link: https://www.econbiz.de/10001163290
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Testing uncovered interest rate parity using LIBOR
Omer, Muhammad; de Haan, Jakob; Scholtens, Bert - 2012
We test Uncovered Interest Parity (UIP) using LIBOR interest rates for a wide range of maturities. In contrast to other markets, LIBOR markets have minimal frictions which could lead to rejecting UIP. Using panel unit root test suggested by Palm, Smeekes, and Urbain (2010) and cointegration...
Persistent link: https://www.econbiz.de/10010283612
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Testing uncovered interest rate parity using LIBOR
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - 2012
We test Uncovered Interest Parity (UIP) using LIBOR interest rates for a wide range of maturities. In contrast to other markets, LIBOR markets have minimal frictions which could lead to rejecting UIP. Using panel unit root test suggested by Palm, Smeekes, and Urbain (2010) and cointegration...
Persistent link: https://www.econbiz.de/10009570031
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An empirical analysis of excess interbank liquidity : a case study of Pakistan
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - In: Applied economics 47 (2015) 43/45, pp. 4754-4776
Persistent link: https://www.econbiz.de/10011380769
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An empirical analysis of excess interbank liquidity : a case study of Pakistan
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - 2014
Persistent link: https://www.econbiz.de/10010370113
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Testing uncovered interest rate parity using LIBOR
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - In: Applied economics 46 (2014) 28/30, pp. 3708-3723
Persistent link: https://www.econbiz.de/10010419955
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Bond yield spreads and country risk: a lasting relationship?
Scholtens, Bert - In: Kredit und Kapital 35 (2002) 2, pp. 193-215
Persistent link: https://www.econbiz.de/10001685254
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"Competition, growth, and performance in the banking industry"
Scholtens, Bert - 2000
Persistent link: https://www.econbiz.de/10001466887
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Testing Uncovered Interest Rate Parity Using LIBOR
Omer, Muhammad - 2013
We test Uncovered Interest Parity (UIP) using LIBOR interest rates for a wide range of maturities. In contrast to other markets, LIBOR markets have minimal frictions which could lead to rejecting UIP. Using panel unit root test suggested by Palm, Smeekes, and Urbain (2010) and cointegration...
Persistent link: https://www.econbiz.de/10013090772