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More bucks, more growth, more justice? : the effects of regional structural funds on regional economic growth and convergence in Germany

Eberle, Jonathan; Brenner, Thomas - 2016

Structures" (GRW) on regional economic growth. The paper extends the existing literature by several aspects. First of all, using … the popular augmented Solow model by Mankiw et al. (1992) as starting point, we develop an enhanced growth model by … emanates a negative direct impact on regional economic growth, especially in sparely populated regions as well as in non …

Persistent link: https://www.econbiz.de/10011444217

International stock return predictability : is the role of U.S. time-varying?

Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan - In: Empirica : journal of european economics 44 (2017) 1, pp. 121-146

Persistent link: https://www.econbiz.de/10011741339

How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009

This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro (the DM). We use monthly data from 1975:01 to 2007:12....

Persistent link: https://www.econbiz.de/10010207061

Dance with the dollar : exchange rate exposure on the German stock market

Entorf, Horst; Jamin, Gösta - 2002

Persistent link: https://www.econbiz.de/10001844503

German exchange rate exposure at DAX and aggregate level, international trade, and the role of exchange rate adjustment costs

Entorf, Horst; Jamin, Gösta - 2003

Persistent link: https://www.econbiz.de/10001984662

Exchange Rate Misalignments : A Comparison of China Today Against Recent Historical Experiences of Japan, Germany, Singapore and Taiwan

He, Xinhua - 2011

The familiar claim of Chinese currency manipulation is generally asserted without reference to empirical evidence. To investigate the legitimacy of the claim, we ask if the undervalued misalignment found in the real effective exchange rate (REER) of the Chinese renminbi (RMB) over the past...

Persistent link: https://www.econbiz.de/10013121272

Why European Banks Adjust Their Dividend Payouts?

Belloni, Marco; Grodzicki, Maciej; Jarmuzek, Mariusz - 2022

Using a panel data approach for two samples of listed and unlisted European banks, this paper provides evidence that, over a decade and a half preceding the pandemic, bank dividend payouts were adjusted in line with the motivations found in the literature. Banks change their dividend payouts...

Persistent link: https://www.econbiz.de/10014239398

Exchange rate misalignments : historical experience of Japan, Germany, Singapore and Taiwan compared to China today

Qin, Duo; He, Xinhua; Liu, Yimeng - 2010

This is a comparative study on the historical experience of real effective exchange rate (REER) misalignment of Japanese yen, Deutsche mark, Singapore dollar and Taiwan dollar, with regard to the recent dispute over the Renminbi (RMB) valuation. Panel-based misalignment estimates of the four...

Persistent link: https://www.econbiz.de/10003990427

Dance with the dollar : exchange rate exposure on the German stock market

Entorf, Horst; Jamin, Gösta - 2002

We estimate the Dollar exposure of German DAX corporations. Our results are based on a new time-variant, APT-based and panel econometric extension of the exchange-rate exposure model in the tradition of Adler and Dumas (1984) and Jorion (1990). Our stock market data consist of 28 performance...

Persistent link: https://www.econbiz.de/10011524455

German exchange rate exposure at DAX and aggregate level, international trade, and the role of exchange rate adjustment costs

Entorf, Horst; Jamin, Gösta - 2003

This article analyses value changes of German stock market companies in response to movements of the US dollar. The approach followed in this work extends the standard means of measuring exchange rate exposure in several ways (e.g. by using multi-factor modelling instead of augmented CAPM,...

Persistent link: https://www.econbiz.de/10011524749