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Co-Movements between Germany and International Stock Markets : Some New Evidence from DCC-GARCH and Wavelet Approaches

Uddin, Gazi Salah - 2013

examine the co-movement between Germany and major International Stock Markets in the time-frequency space. Our sample period … management in designing international portfolios for investment decisions …

Persistent link: https://www.econbiz.de/10013077634

Financial development and tourism : a century of evidence from Germany

Awaworyi Churchill, Sefa; Cai, Yifei; Erdiaw-Kwasie, … - In: Applied economics 55 (2023) 3, pp. 305-318

Persistent link: https://www.econbiz.de/10013494425

An international asset pricing model with time-varying hedging risk

Chang, Jow-ran; Hung, Mao-Wei - In: Review of quantitative finance and accounting 15 (2000) 3, pp. 235-257

Persistent link: https://www.econbiz.de/10001537840

Country and industry equity risk premia in the euro area : an intertemporal approach

Cappiello, Lorenzo (contributor); Lo Duca, Marco (contributor) - 2008

industry portfolios. We develop and estimate a conditional intertemporal CAPM where returns on aggregate euro area, country and …

Persistent link: https://www.econbiz.de/10003782660

Factor structural time series models for official statistics with an application to hours worked in Germany

Weigand, Roland; Wanger, Susanne; Zapf, Ines - 2015

We introduce a high-dimensional structural time series model, where co-movement between the components is due to common factors. A two-step estimation strategy is presented, which is based on principal components in differences in a first step and state space methods in a second step. The...

Persistent link: https://www.econbiz.de/10011309972