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Topics in applied time series analysis and panel econometrics
Gorenflo, Marcel - 2013
Persistent link: https://www.econbiz.de/10009744295
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Pricing sovereign bond risk in the European Monetary Union area : an empirical envestigation
Afonso, António; Arghyrou, Michael Georgiou; … - In: International journal of finance & economics : IJFE 19 (2014) 1, pp. 49-56
Persistent link: https://www.econbiz.de/10010470962
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Quantitative easing and sovereign yield spreads : Euro-area time-varying evidence
Afonso, António; Jalles, João Tovar - In: Journal of international financial markets, … 58 (2019), pp. 208-224
Persistent link: https://www.econbiz.de/10012127849
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Does pandemic risk affect yield spreads in the EMU?
Matei, Iuliana - In: International economics : a journal published by CEPII … 172 (2022), pp. 431-450
Persistent link: https://www.econbiz.de/10014339439
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What drives tail risk in aggregate European equity markets?
Kinateder, Harald - In: Journal of risk finance : the convergence of financial … 16 (2015) 4, pp. 395-406
Persistent link: https://www.econbiz.de/10011418210
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Mean Reversion in Stock Prices : New Evidence from Panel Unit Root Tests for Seventeen European Countries
Prasad, Arti - 2012
Levin and Lin (1992), seemingly unrelated regression and the multivariate augmented Dickey-Fuller panel unit root tests. Our …
Persistent link: https://www.econbiz.de/10013105544
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Is it Beneficial to Be Included in a Sustainability Stock Index? A Panel Data Study for European Firms
Ziegler, Andreas - 2014
, namely the Dow Jones Sustainability World Index (DJSI World), on corporate financial performance. On the basis of panel data … assets and even insignificant for Tobin's Q in the flexible panel data models that include unobserved firm heterogeneity …. Therefore, we conclude that the application of misspecified panel data approaches, similar to cross-sectional models, can lead …
Persistent link: https://www.econbiz.de/10013070646
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Do house prices influence stock prices? : empirical investigation from the panel of selected European Union countries
Ali, Ghulam; Zaman, Khalid - In: Economic research 30 (2017) 1,2, pp. 1840-1849
Persistent link: https://www.econbiz.de/10012225193
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Are extreme returns priced in the stock market? : European evidence
Annaert, Jan; De Ceuster, Marc J.; Verstegen, Kurt - In: Journal of banking & finance 37 (2013) 9, pp. 3401-3411
Persistent link: https://www.econbiz.de/10010126415
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Risk premia in carbon and energy futures markets
Kuate Kamga, Christel Merlin; Schlepper, Kathi - In: Essays on current phenomena and developments in …, (pp. 127-167). 2016
Persistent link: https://www.econbiz.de/10011545688