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Mittnik, Stefan; Robinzonov, Nikolay; Wohlrabe, Klaus - In: ifo Schnelldienst 66 (2013) 23, pp. 32-36

, wirken sich in rund zwei Drittel der Fälle sofort auf den deutschen Aktienmarkt aus. Vor allem Daten zu Investitionen, Zahlen …

Persistent link: https://www.econbiz.de/10011693574

Fortgeschrittene technische Indikatoren am Aktienmarkt: Eine empirische Analyse

Hornbach, Christian; Hellenkamp, André - 2011

Persistent link: https://www.econbiz.de/10010475190

Have bull and bear markets changed over time? Empirical evidence from the US-stock market

Grobys, Klaus - In: Journal of Finance and Investment Analysis 1 (2012) 1, pp. 151-171

This contribution analyzes bull and bear markets from 1954:1-2011:2 in the US-stock index S&P 500. Thereby, a 2-State-Markov-Switching model is applied to figure out bull and bear market regimes within the latter period, whereby the estimated state probabilities are used to estimate a dummy...

Persistent link: https://www.econbiz.de/10010286823

The Warsaw Stock Exchange index WIG : modelling and forecasting

Wdowiński, Piotr; Zglinska-Pietrzak, Aneta - 2005

In this paper we have assessed an influence of the NYSE Stock Exchange indexes (DJIA and NASDAQ) and European Stock indexes (DAX and FTSE) on the Warsaw Stock Exchange index WIG within a framework of a GARCH model. By applying a procedure of checking predictive quality of econometric models as...

Persistent link: https://www.econbiz.de/10010277059

DAX 40: Weitere Verbesserungen notwendig

Brühl, Volker - In: Wirtschaftsdienst 102 (2022) 10, pp. 743

Persistent link: https://www.econbiz.de/10013468379

The Gini Trade Index: What can we learn from a new trade indicator?

Cernat, Lucian - 2024

This Policy Brief introduces the Gini Trade Index (GTI) as a new trade synthetic key performance indicator capable of capturing the different distribution of trade values across firm characteristics and across countries. The new indicator replicates the well-known features of the traditional...

Persistent link: https://www.econbiz.de/10014560170

The suitability of structural indicators for the assessment of EU countries' economic performance with a particular focus on economic reforms: An evaluation of EU structural indica...

Heinemann, Friedrich; Ammermüller, Andreas; Egeln, Jürgen - 2004

Persistent link: https://www.econbiz.de/10011288126

Dependencies between European stock markets when price changes are unusually large

Schich, Sebastian T. - 2002

ungewöhnlich grossen Preisveränderung auf einem Aktienmarkt, wenn eine ungewöhnlich grosse Preisveränderung auf einem anderen Markt … starker gegenseitiger Abhängigkeit in Bezug auf den deutschen Aktienmarkt, während die Aktienmärkte in Grossbritannien und … Italien weniger eng mit dem deutschen Aktienmarkt verbunden sind. Viertens sind die Abhängigkeiten zwischen zwei Märkten …

Persistent link: https://www.econbiz.de/10010295729

The Connection of Stock Markets Between Germany and the USA: New Evidence From a Co-integration Study

Eberts, Elke - 2003

This paper uses an empirical connection between real stock market indices of Germany and the USA for forecasting corresponding returns. We are starting from the random walk as the traditional forecasting model in stock market applications, extending it by co-integration. Since the cointegrating...

Persistent link: https://www.econbiz.de/10010297288

Relationship between Czech and European developed stock markets: DCC MV GARCH analysis

Princ, Michael - 2010

The study concentrates on an analysis of the Czech stock market performed by an application of DCC MV GARCH model of Engle (2002). Data sample including years from 1994 to 2009 is represented by daily returns of Prague Stock Exchange index and other 11 major stock indices. There is found an...

Persistent link: https://www.econbiz.de/10010322302

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