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Der Aktienmarkt in Deutschland vor dem Ersten Weltkrieg : eine Indexanalyse
Eube, Steffen - 1998
Persistent link: https://www.econbiz.de/10013281733
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Stock Market Performance of Jewish Firms During the Third Reich
Ihlow, Jens - 2019
We study the effect of discrimination against Jewish managers and owners on their firms' stock during the Third Reich. The stock of firms with Jewish managers underperformed by around 5% annually, with abnormal performance persisting on average for three years until firm "Aryanization." Firms...
Persistent link: https://www.econbiz.de/10012857932
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Dependencies between European stock markets when price changes are unusually large
Schich, Sebastian T. - 2002
grosser Kursschwankungen anhand von täglichen Daten der Aktienmarktindices für Deutschland, Großbitannien, Frankreich, die …
Persistent link: https://www.econbiz.de/10010295729
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Forecasting stock market volatility with macroeconomic variables in real time
Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - 2006
We compared forecasts of stock market volatility based on real-time and revised macroeconomic data. To this end, we used a new dataset on monthly real-time macroeconomic variables for Germany. The dataset covers the period 1994-2005. We used a statistical, a utility-based, and an options-based...
Persistent link: https://www.econbiz.de/10010295909
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Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance
Herwartz, Helmut; Golosnoy, Vasyl - 2007
We consider the problem of ex-ante forecasting conditional correlation patterns using ultra high frequency data. Flexible semiparametric predictors referring to the class of dynamic panel and dynamic factor models are adopted for daily forecasts. The parsimonious set up of our approach allows to...
Persistent link: https://www.econbiz.de/10010296287
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Steht der deutsche Aktienmarkt unter politischem Einfluss?
Gottschalk, Katrin; Bohl, Martin T. - 2005
Die vorliegende Arbeit untersucht den Zusammenhang zwischen politischen Zyklen und Aktienrenditen in Deutschland … für Deutschland keine Anomalienmuster in Akteinrenditen, die sich auf rechte oder linke Bundesregierungen zurückführen … lassen. In Übereinstimmungen mit den für die USA verfügbaren Evidenzen ist auch für Deutschland von einem politisch …
Persistent link: https://www.econbiz.de/10010296346
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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
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Multifaktormodelle zur Erklärung deutscher Aktienrenditen: eine empirische Analyse
Stehle, Richard; Schulz, Anja; Schröder, Michael; … - 2003
Bundesrepublik Deutschland die zeitliche Streuung von Aktienrenditen nur schlechter abbilden. Dagegen werden Portfolio-Renditen im …
Persistent link: https://www.econbiz.de/10010297296
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The Impact of a Stock Market Downturn on Corporate Financing Activities in Germany
Westerheide, Peter; Meitner, Matthias - 2005
The paper analyses the potential impact of stock market developments on lending behaviour from different perspectives. First we scrutinize the impact of stock market movements on the banks' and on the borrowers' balance sheets. Subsequently we estimate aggregate credit supply and demand...
Persistent link: https://www.econbiz.de/10010297504