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Preisvolatilität auf landwirtschaftlichen Märkten
von Ledebur, Ernst-Oliver; Schmitz, Jochen - Bundesforschungsinstitut für Lädliche Räume, Wald … - 2011
In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …
Persistent link: https://www.econbiz.de/10009003989
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The Financial Accelerator: An Emerging Market Story
Hussein, Shah; Saeed, Amna; Hassan, Amer - eSocialSciences - 2011
In support of the financial-accelerator theory, evidence is found on countercyclical price-cost banking margins possibly explaining the amplifications of business cycles in Pakistan. [WP 41]. URL:[http://www.sbp.org.pk/publications/wpapers/2011/wp41.pdf].
Persistent link: https://www.econbiz.de/10009358537
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Econometric Models for Oil Price Forecasting: A Critical Survey
Frey, Giliola; Manera, Matteo; Markandya, Anil; Scarpa, … - In: CESifo Forum 10 (2009) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10005013101
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Geldpolitik in den USA - die Fed in der Zinsfalle?
Illing, Gerhard - In: Ifo Schnelldienst 57 (2004) 06, pp. 31-37
Seit dem Einbruch der Aktienmärkte Anfang 2000 hat die Fed durch massive Liquiditätszufuhr versucht, die amerikanische Wirtschaft zu stabilisieren. Ein wesentliches Motiv war die Befürchtung, die amerikanische Wirtschaft könne in eine Liquiditätsfalle geraten. Motiviert von der...
Persistent link: https://www.econbiz.de/10005047003
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Heterogenität von Hedgefondsindizes
Heidorn, Thomas; Hoppe, Christian; Kaiser, Dieter G. - Frankfurt School of Finance and Management - 2006
Most research on the performance and risk of hedge funds are based on calculations that just use the data from one index provider. Also most product providers and even more and more investors are using hedge fund indices for benchmarking purposes. As some academic articles pointed out, the world...
Persistent link: https://www.econbiz.de/10005027000
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Optionshandel Und Maispreisvolatilitat: Does the Tail Wag the Dog?
Dannemann, Tebbe; Prehn, Soren; Brummer, Bernhard - Gesellschaft für Wirtschafts- und Sozialwissenschaften … - 2014
In dieser Arbeit werden Auswirkungen von Agar-Optionen auf die Volatilität des den Optionen zugrundeliegenden Futuresmarktes analysiert. Bisherige Analysen bezogen sich nahezu ausschließlich auf den Finanzmarkt. Für den Agrarmarkt scheinen noch keine empirischen Erkenntnisse zu existieren. Es...
Persistent link: https://www.econbiz.de/10011069820
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Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel; Hautsch, Nikolaus - Center for Financial Studies - 2009
direction of company-specific news. Information-implied reactions in returns, volatility as well as liquidity demand and supply … London Stock Exchange (LSE), we find market-wide robust news-dependent responses in volatility and trading volume. However …
Persistent link: https://www.econbiz.de/10010986436
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Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?
Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - Institut für Volkswirtschaftslehre, … - 2014
Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in … volatility may spill over at different magnitudes. This paper fills this gap with two contributions. One, we suggest how to … quantify asymmetries in volatility spillovers due to bad and good volatility. Two, using high frequency data covering most …
Persistent link: https://www.econbiz.de/10010986554
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Does Cross-Listing Benefit the Shareholders? Evidence from Companies in the GCC Countries?
Bahlous, Mejda - In: Asia-Pacific Financial Markets 20 (2013) 4, pp. 345-381
The goal of this study is to estimate the impact of cross-listing on stock returns, on liquidity, and on risk. A sample of 24 companies from the Gulf Cooperation Council countries which cross-listed their stocks in a foreign market over the period 2000–2010 were chosen for study. An event...
Persistent link: https://www.econbiz.de/10010989074
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Portfolio Risk Measures: The Time’s Arrow Matters
Ruttiens, Alain - In: Computational Economics 41 (2013) 3, pp. 407-424
deviation of a series of past returns, called volatility. We propose an alternative risk measure, that turns out to better … cumulated returns produced by an accrued performance of null volatility, which better reflects the dynamics of the risk …
Persistent link: https://www.econbiz.de/10010989272