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Zentrale Maßnahmen zur Überwindung der Bankenkrisen der 90er Jahre in Schweden und Finnland waren in beiden Ländern der …
Persistent link: https://www.econbiz.de/10011601950
Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … assignment of diversifying assets in order to form efficient portfolios with a higher risk to reward ratio. The objective of this … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 …
Persistent link: https://www.econbiz.de/10012611427
Die strikten Regulierungen im deutschen Arbeitsrecht gelten als Nachteil für Deutschland im internationalen Wettbewerb …
Persistent link: https://www.econbiz.de/10010303269
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Der starke Ausbau erneuerbarer Energien führt in Deutschland zu Nachfrageimpulsen und verringert die Einfuhr …
Persistent link: https://www.econbiz.de/10011602279
making up the Dow Jones Industrial Index, I calculate intraday upside and downside volatility measures, following Becker et … document that for all the stocks in the sample, mean daily returns following the days when a stock's upside volatility measure … was higher or equal to its downside volatility measure are higher than following the days when the opposite relationship …
Persistent link: https://www.econbiz.de/10011310234
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Event studies represent an increasingly popular method to evaluate the welfare effects of economic policy decisions. The basic idea is that stock market reactions to the announcement of policy decisions contain superior information about the welfare effects of these decisions. This paper...
Persistent link: https://www.econbiz.de/10011307032
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This contribution analyzes bull and bear markets from 1954:1-2011:2 in the US-stock index S&P 500. Thereby, a 2-State-Markov-Switching model is applied to figure out bull and bear market regimes within the latter period, whereby the estimated state probabilities are used to estimate a dummy...
Persistent link: https://www.econbiz.de/10010286823