Narrow search
Showing 1 - 10 of 310
Cover Image
Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - In: International journal of economics and finance 6 (2014) 7, pp. 53-70
Persistent link: https://www.econbiz.de/10010384712
Cover Image
Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - 2011
concentrate on modeling the conditional mean. However, financial time series exhibit certain stylized features such as volatility … to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … creditworthiness of debtors more reliably. The obtained findings suggest that volatility takes a significant higher level in times of …
Persistent link: https://www.econbiz.de/10010209431
Cover Image
(How) do stock market returns react to monetary policy? : an ARDL cointegration analysis for Germany
Belke, Ansgar; Polleit, Thorsten - In: Kredit und Kapital 39 (2006) 3, pp. 335-365
Persistent link: https://www.econbiz.de/10003383126
Cover Image
Monetary policy and dividend growth in Germany : long-run structural modelling versus bounds testing approach
Belke, Ansgar; Polleit, Thorsten - In: Applied economics 38 (2006) 12, pp. 1409-1423
Persistent link: https://www.econbiz.de/10003351436
Cover Image
Dividend yields for forecasting stock market returns
Belke, Ansgar; Polleit, Thorsten - 2004
Persistent link: https://www.econbiz.de/10013439386
Cover Image
Monetary policy and dividend growth in Germany : a long-run structural modelling approach
Belke, Ansgar; Polleit, Thorsten - 2005
Persistent link: https://www.econbiz.de/10013439411
Cover Image
(How) do stock market returns react to monetary policy? : an ARDL cointegration analysis for Germany
Belke, Ansgar; Polleit, Thorsten - 2005
Persistent link: https://www.econbiz.de/10013439414
Cover Image
Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - 2011
concentrate on modeling the conditional mean. However, financial time series exhibit certain stylized features such as volatility … to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … creditworthiness of debtors more reliably. The obtained findings suggest that volatility takes a significant higher level in times of …
Persistent link: https://www.econbiz.de/10008935244
Cover Image
Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - 2011
concentrate on modeling the conditional mean. However, financial time series exhibit certain stylized features such as volatility … to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … creditworthiness of debtors more reliably. The obtained findings suggest that volatility takes a significant higher level in times of …
Persistent link: https://www.econbiz.de/10009347974
Cover Image
Banking Union as a Shock Absorber
Belke, Ansgar; Gros, Daniel - 2015
This study investigates the shock-absorbing properties of a banking union by providing a detailed comparison between the way regional financial shocks have been absorbed at the federal level in the US, but have led to severe regional (national) financial dislocation and tensions in the euro...
Persistent link: https://www.econbiz.de/10010527627