Narrow search
Showing 1 - 10 of 16,538
Cover Image
The impact of a stock market downturn on corporate financing activities in Germany
Meitner, Matthias (contributor);  … - 2005
The paper analyses the potential impact of stock market developments on lending behaviour from different perspectives. First we scrutinize the impact of stock market movements on the banks’ and on the borrowers’ balance sheets. Subsequently we estimate aggregate credit supply and demand...
Persistent link: https://www.econbiz.de/10003268547
Cover Image
Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
Cover Image
Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian - 2016
Persistent link: https://www.econbiz.de/10011432076
Cover Image
Modelle zur Schätzung der Volatilität : eine theoretische und empirische Analyse am Beispiel von Finanzmarktdaten
Specht, Katja - 2000
Persistent link: https://www.econbiz.de/10001511096
Cover Image
Sector spillovers in credit markets
Collet, Jerome; Ielpo, Florian - In: Journal of banking & finance 94 (2018), pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Cover Image
Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes - 2017
Persistent link: https://www.econbiz.de/10011638660
Cover Image
Die parametrische und semiparametrische Analyse von Finanzzeitreihen : Neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian - 2016 - 1. Aufl. 2016
Semiparametrische Volatilitätsmodelle -- Hochfrequente und Ultra-Hochfrequente Finanzdaten -- Berechnung des Value-at-Risk auf Grundlage parametrischer und semiparametrischer Modelle -- Analyse von Handelswartezeiten -- Glättung der Volatilität von hochfrequenten Finanzdaten in einem...
Persistent link: https://www.econbiz.de/10014018518
Cover Image
A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000984774
Cover Image
Decoding financial performance of US-listed entities : a sectoral exploration of input efficiency amid stochastic volatility
Andrews, Antony; Kumar, Nikeel Nishkar - In: Finance research letters 64 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014531748
Cover Image
Empirical tests of short-term interest rate models : a nonparametric approach
Niizeki, Mikiyo Kii - In: Applied financial economics 8 (1998) 4, pp. 347-352
Persistent link: https://www.econbiz.de/10001363502