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Financial literacy and savings account returns
Deuflhard, Florian; Georgarakos, Dimitris; Inderst, Roman - 2015
Savings accounts are owned by most households, but little is known about the performance of households' investments. We … create a unique dataset by matching information on individual savings accounts from the DNB Household Survey with market data …
Persistent link: https://www.econbiz.de/10010508482
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Financial Literacy and Savings Account Returns
Deuflhard, Florian - 2015
Savings accounts are owned by most households, but little is known about the performance of households' investments. We … create a unique dataset by matching information on individual savings accounts from the DNB Household Survey with market data …
Persistent link: https://www.econbiz.de/10013014617
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Is Personal Savings Rate Priced in the Cross-section of Stock Returns?
Ince, Baris - 2020
I investigate the importance of personal savings rate in the cross-sectional pricing of individual stocks. I estimate … each stock's monthly-varying sensitivity to the personal savings rate and show that stocks in the lowest savings rate beta … quintile generate 6% more annualized risk-adjusted return compared to stocks in the highest savings beta quintile. I find that …
Persistent link: https://www.econbiz.de/10012843223
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Financial Literacy and Savings Account Returns
Deuflhard, Florian - 2017
Savings accounts are owned by most households, but little is known about the performance of households' investments. We … create a unique dataset by matching information on individual savings accounts from the DNB Household Survey with market data …
Persistent link: https://www.econbiz.de/10012973752
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Financial Literacy and Savings Account Returns
Deuflhard, Florian - 2015
Savings accounts are owned by most households, but little is known about the performance of households' investments. We … create a unique dataset by matching information on individual savings accounts from the DNB Household Survey with market data …
Persistent link: https://www.econbiz.de/10013009883
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Saving for Retirement in Europe : The Long-Term Risk-Return Tradeoff
Berardi, Andrea; Tebaldi, Claudio - 2022
A comparison of the performances of pension products that ignores long-term trends might significantly overestimate the long-term impact of volatility risks while underestimating the impact of persistent, low frequency trends. This paper proposes a comparison making use of projection models...
Persistent link: https://www.econbiz.de/10013291495
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Financial Literacy and Savings Account Returns
Deuflhard, Florian - 2017
Savings accounts are owned by most households, but little is known about the performance of households' investments. We … create a unique dataset by matching information on individual savings accounts from the DNB Household Survey with market data …
Persistent link: https://www.econbiz.de/10012949615
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Asymmetry in volatility : a comparison of developed and transition stock markets
Wdowinski, Piotr; Malecka, Marta - 2010
ARCH modelling framework of Engle (1982) and its GARCH generalization of Bollerslev (1986) gave a huge impetus to econometric model building in the field of financial time series with time-varying variance. The main idea of the models was to describe the most typical features of capital markets...
Persistent link: https://www.econbiz.de/10003942099
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Asymmetry in Volatility : A Comparison of Developed and Transition Stock Markets
Wdowinski, Piotr; Malecka, Marta - 2021
ARCH modelling framework of Engle (1982) and its GARCH generalization of Bollerslev (1986) gave a huge impetus to econometric model building in the field of financial time series with time-varying variance. The main idea of the models was to describe the most typical features of capital markets...
Persistent link: https://www.econbiz.de/10013316234
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Wealth effect or credit-price effect under economic transition in Eastern European countries : new evidence from the quantile causality test
Lou, Tienwei; Chang, Haiyen; Luo, Wuchang - In: The empirical economics letters : a monthly … 17 (2018) 2, pp. 275-285
Persistent link: https://www.econbiz.de/10011912916