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Moments of cross-sectional stock market returns and the German business cycle
Döpke, Jörg; Müller, Karsten; Tegtmeier, Lars - In: Economic notes 52 (2023) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10014289695
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Global capitalism in disarray : inequality, debt, and austerity
Solimano, Andrés - 2017
Persistent link: https://www.econbiz.de/10011499934
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Profitability of momentum strategies in internatinal markets : the role of business cycle variables and behavioural biases
Antoniou, Antonios; Lam, Herbert Y. T.; Paudyal, Krishna - In: Journal of banking & finance 31 (2007) 3, pp. 955-972
Persistent link: https://www.econbiz.de/10003429883
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Asset returns, the business cycle, and the labor market : a sensitivity analysis for the German economy
Heer, Burkhard; Maußner, Alfred - 2011
We review the labor market implications of recent real-business-cycle models that successfully replicate the empirical equity premium. We document the fact that all models considered in this survey with the exception of Boldrin, Christiano, and Fisher (2001) imply a negative correlation of...
Persistent link: https://www.econbiz.de/10009011127
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Wirtschaftskrise unterbricht Anstieg der Ungleichheit
Horn, Gustav A.; Gechert, Sebastian; Rehm, Miriam; … - 2014
der Verteilung der Kapitaleinkommen zurückführen ist, da letztere in der Krise besonders stark eingebrochen sind. Dagegen …
Persistent link: https://www.econbiz.de/10010424878
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Global and country-specific business cycle risk in time-vaying excess returns on asset markets
Nitschka, Thomas - 2012
Persistent link: https://www.econbiz.de/10009674033
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Bank Stock Returns, Leverage and the Business Cycle
Tsatsaronis, Kostas - 2013
The returns on bank stocks rise and fall with the business cycle, making bank equity financing cheaper in the boom and dearer during a recession. This provides support for prudential tools that give incentives for banks to build capital buffers at times when the cost of equity is lower. In...
Persistent link: https://www.econbiz.de/10013090675
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Asset Returns, the Business Cycle, and the Labor Market : A Sensitivity Analysis for the German Economy
Heer, Burkhard - 2013
We review the labor market implications of recent real-business-cycle models that successfully replicate the empirical equity premium. We document the fact that all models considered in this survey with the exception of Boldrin, Christiano, and Fisher (2001) imply a negative correlation of...
Persistent link: https://www.econbiz.de/10013093653
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Moments of Cross-Sectional Stock Market Returns and the German Business Cycle
Döpke, Jörg; Müller, Karsten; Tegtmeier, Lars - 2022
Based on monthly data covering the period from 1987 to 2019, we analyse whether cross-sectional moments of stock market returns may provide information about the future position of the German business cycle. We apply in-sample forecasting regressions with and without leading indicators as...
Persistent link: https://www.econbiz.de/10013290016
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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
difficult task, perhaps almost impossible. This paper investigates the impact of macroeconomic factors, German government bond … 1991 to 2018. Using a dataset on 24 factors and over a timeframe of about 27 years, we found evidence that across most … period a larger number of factors and economic indicators had significant impacts on the stock returns compared to the pre …
Persistent link: https://www.econbiz.de/10012039605