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Die Gestaltung von Unternehmenszentralen : eine empirische Analyse anhand internationaler Vergleichszahlen

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Haas, Markus (contributor); Mittnik, Stefan (contributor) - 2008

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Predicting securitized real estate returns : financial and real estate factors vs. economic variables

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The impact of news on higher moments

Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2006

In this paper, we extend the concept of News Impact Curve developed by Engle and Ng (1993) to the higher moments of the multivariate returns' distribution, thereby providing a tool to investigate the impact of shocks on the characteristics of the subsequent distribution. For this purpose, we...