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Lux, Thomas
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Platen, Eckhard
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University of Exeter / Department of Economics
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Applied economics
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Applied economics letters
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Review of quantitative finance and accounting
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The European journal of finance
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Research paper series / Swiss Finance Institute
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CESifo working papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of econometrics
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Computational economics
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SFB 649 discussion paper
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Journal of accounting & economics
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International journal of theoretical and applied finance
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Journal of economic behavior & organization : JEBO
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Journal of forecasting
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Pacific-Basin finance journal
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ECONIS (ZBW)
11,196
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1
Triumph of the optimists : 101 years of global investment returns
Dimson, Elroy
;
Marsh, Paul
;
Staunton, Mike
-
2002
-
1. ed.
Persistent link: https://www.econbiz.de/10001635057
Saved in:
2
Time to Buy or Just Buying Time? The Market Reaction to Bank Rescue Packages
King, Michael R.
-
2009
This paper reviews the market reaction to bank rescue packages announced in six countries between October 2008 and January 2009. The study distinguishes the impact on creditors as seen in the change of CDS spreads from the impact on shareholders as seen in the movement of bank stock prices....
Persistent link: https://www.econbiz.de/10013155928
Saved in:
3
Auswirkungen geldpolitischer Maßnahmen der Europäischen Zentralbank auf Aktien-, Anleihe- und Währungsmärkte : eine empirische Untersuchung ausgewählter europäischer Märkte
Faber, Dominik
-
2010
Der Europäischen Zentralbank (EZB) steht mit Zinsoperationen sowie diversen Offenmarktgeschäften eine breite Palette an geldpolitischen Maßnahmen zur Verfügung. Die vorliegende Arbeit untersucht die Auswir-kungen dieser Maßnahmen auf ausgewählte europäische Aktien- und Anleihemärkte...
Persistent link: https://www.econbiz.de/10003923463
Saved in:
4
Triumph of the optimists : 101 years of global investment returns
Dimson, Elroy
;
Marsh, Paul
;
Staunton, Mike
-
2002
.K., Japan, France, Germany, Canada,
Italy
,
Spain
, Switzerland, Australia, the
Netherlands
, Sweden, Belgium, Ireland, Denmark …
Persistent link: https://www.econbiz.de/10014488074
Saved in:
5
Excess stock returns and news : evidence from European markets
Malliaropulos, Dimitrios
- In:
European financial management : the journal of the …
4
(
1998
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10001244084
Saved in:
6
Excess Stock Returns and News : Evidence from European Markets
Malliaropulos, Dimitris
-
2022
This paper aims at decomposing the forecast error variance of excess returns in five major European stock markets into the variance of news about future excess returns, dividends and real interest rates. Special emphasis is given on the issue of stationarity and structural breaks in the...
Persistent link: https://www.econbiz.de/10014236921
Saved in:
7
Are there common trends in European stock markets
Corhay, Albert
;
Tourani Rad, Alireza
;
Urbain, Jean-Pierre
-
1992
Persistent link: https://www.econbiz.de/10000830954
Saved in:
8
Putting the dividend-price ratio under the microscope
Nagayasu, Jun
- In:
Finance research letters
4
(
2007
)
3
,
pp. 186-195
Persistent link: https://www.econbiz.de/10003702417
Saved in:
9
Dependencies between European stock markets when price changes are unusually large
Schich, Sebastian T.
-
2002
data on stock market indices for Germany, the United Kingdom, France, the
Netherlands
and
Italy
from 1973 to 2001 …
Niederlande
und
Italien
von 1973 bis 2001. Abhängigkeit wird dabei gemessen anhand der bedingten Wahrscheinlichkeit einer … in another and is estimated using an approach from multivariate extreme value
theory
. The paper finds the following …
Persistent link: https://www.econbiz.de/10011431447
Saved in:
10
Comovements and volatility spillovers between oil prices and stock markets : further evidence for oil-exporting and oil-importing countries
Guesmi, Khaled
- In:
Emerging markets and the global economy
,
(pp. 371-382)
.
2014
Persistent link: https://www.econbiz.de/10010434644
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