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The impact of macroeconomic factors on the German stock market : evidence for the crisis, pre- and post-crisis periods

Celebi, Kaan; Hönig, Michaela - In: International Journal of Financial Studies : open … 7 (2019) 2/18, pp. 1-13

Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world …

Persistent link: https://www.econbiz.de/10012039605

Exportweltmeister : Germany's foreign investment returns in international comparison

Hünnekes, Franziska; Konradt, Maximilian; Schularick, … - 2023 - This version: February 13, 2023

In the past decade, Germany has been the world champion in exporting capital ("Exportweltmeister"). No other country …

Persistent link: https://www.econbiz.de/10014232720

Exportweltmeister : Germany's foreign investment returns in international comparison

Hünnekes, Franziska; Konradt, Maximilian; Schularick, … - 2023 - Revised version: April 2023

In the past decade, Germany has been the world champion in exporting capital (“Exportweltmeister”). No other country …

Persistent link: https://www.econbiz.de/10014276058

Shareholder Value - Unternehmensstrategien und neue Strukturen des Kapitalmarkts

Hirsch-Kreinsen, Hartmut - In: Arbeit, Gesellschaft, Kritik : Orientierungen wider den …, (pp. 195-222). 1998

Persistent link: https://www.econbiz.de/10001305438

Die internationale Integration der deutschen Wertpapiermärkte

In: Monatsbericht 53 (2001) 12, pp. 15-28

Persistent link: https://www.econbiz.de/10001631493

Forecasting Value-at-Risk and Expected Shortfall Using Fractionally Integrated Models of Conditional Volatility : International Evidence

Degiannakis, Stavros Antonios - 2018

The present study compares the performance of the long memory FIGARCH model, with that of the short memory GARCH specification, in the forecasting of multi-period Value-at-Risk (VaR) and Expected Shortfall (ES) across 20 stock indices worldwide. The dataset is comprised of daily data covering...

Persistent link: https://www.econbiz.de/10012910119

The Sensitivity of European Bank Stocks to German Interest Rates Changes

Stevenson, Simon - 2016

This study examines the cross-border impact of central bank interest rate changes, using the example of the German … Bundesbank. We examine the price impact of rate changes on both the general stock markets and on bank stocks in seven other … transfers. Both nonGerman bank stocks and general equities react significantly to a large number of the Bundesbank rate changes …

Persistent link: https://www.econbiz.de/10013004319