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Aktienmärkte im Finanzsystem
Breipohl, Diethard (contributor) - 1994
Persistent link: https://www.econbiz.de/10000508464
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Trading costs in early securities markets : the case of the Berlin Stock Exchange 1880 - 1910
Gehrig, Thomas; Fohlin, Caroline - In: Review of finance : journal of the European Finance … 10 (2006) 4, pp. 587-612
Persistent link: https://www.econbiz.de/10003405343
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Trading costs in early securities markets : the case of the Berlin stock exchange, 1880 - 1910
Fohlin, Caroline; Gehrig, Thomas - 2006
Persistent link: https://www.econbiz.de/10003379995
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Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
Bessler, Wolfgang (ed.); Schmidt, Hartmut (honouree) - 2006
Persistent link: https://www.econbiz.de/10003387711
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Financial sector reform after the crisis : has anything happened?
Schäfer, Alexander; Schnabel, Isabel; Weder, Beatrice - 2013
Persistent link: https://www.econbiz.de/10009767417
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Economic growth and business cycles in Liechtenstein : econometric investigations considering the past, present, and future
Brunhart, Andreas - 2013
Persistent link: https://www.econbiz.de/10010247826
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Essays on performance of individual investors and banks
Stammschulte, Christian - 2012
Persistent link: https://www.econbiz.de/10009672623
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Der M&A-Erfolg der Deutschen Bank : eine empirische Analyse mit besonderem Fokus auf Sal. Oppenheim
Raudszus, Malte; Schiereck, Dirk - In: Bankerfolg und Akquisitionen : aktuelle Erkenntnisse …, (pp. 123-156). 2011
Persistent link: https://www.econbiz.de/10009274001
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Do banks' buy and sell recommendations influence stock market volatility? : evidence from the German DAX30
Hendriks, Torben W.; Kempa, Bernd; Pierdzioch, Christian - In: The European journal of finance 18 (2012) 1/2, pp. 29-39
Persistent link: https://www.econbiz.de/10009565257
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Dynamic copula-based Markov chains at work : theory, testing and performance in modeling daily stock returns
Tinkl, Fabian; Reichert, Katja - 2011
We generalize the score test for time-varying copula parameters proposed by [Abegaz & Naik-Nimbalkar, 2008] to a setting where more than one-parametric copulas can be tested for time variation in at least one parameter. In a next step we model the daily log returns of the Commerzbank stock using...
Persistent link: https://www.econbiz.de/10009234734