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Forecasting the volatility of the German stock market : new evidence

Liang, Chao; Zhang, Yi; Zhang, Yaojie - In: Applied economics 54 (2022) 9, pp. 1055-1070

Persistent link: https://www.econbiz.de/10012875034

Forecasting Corporate Defaults in the German Stock Market

Mertens, Richard - 2016

We estimate and test several default risk models using new and unique data on corporate defaults in the German stock market. While defaults were extremely rare events in the 1990s, they have been a characteristic feature of the German stock market since the early 2000s. We apply the structural...

Persistent link: https://www.econbiz.de/10012983935

Forecasting Stock Market Volatility with Macroeconomic Variables in Real Time

Döpke, Jörg - 2016

Persistent link: https://www.econbiz.de/10012989311

Real-Time Macroeconomic Data and Ex Ante Predictability of Stock Returns

Döpke, Jörg - 2016

Persistent link: https://www.econbiz.de/10012991193

The Forecasting Performance of German Stock Option Densities

Craig, Ben R. - 2016

Persistent link: https://www.econbiz.de/10012991227

Seasonalities in the German stock market

Hofmann, Daniel; Keiber, Karl Ludwig - In: Financial markets and portfolio management 35 (2021) 2, pp. 151-192

Persistent link: https://www.econbiz.de/10012588317

Measuring risks for consumers, firms, and investors in the digital economy

Alves Werb, Gabriela - 2020

Persistent link: https://www.econbiz.de/10012618693

Predictive Ability of Three Different Estimates of ‘Cay’ to Excess Stock Returns - A Comparative Study Germany & U.S

Emara, Noha - 2021

Germany and U.S over the period 1969:2 to 2005:1. Using quarterly data for both Germany and U.S over the period 1969:2 to 2005 …-of-sample forecast of nested models in Germany. Finally analyzing the out-of sample forecast of non-nested models, using the Diebold … the other hand for the case of Germany, neither Cay-Ols nor Cay-Dls have equal predictive accuracy when compared to Cay-LL …

Persistent link: https://www.econbiz.de/10013233369

Sources of predictability of European stock markets for high-technology firms

Pierdzioch, Christian - 2005

Persistent link: https://www.econbiz.de/10013261421

Market response to investor sentiment

Hengelbrock, Jördis; Theissen, Erik; Westheide, Christian - In: Journal of business finance & accounting : JBFA 40 (2013) 7/8, pp. 901-917

Persistent link: https://www.econbiz.de/10010205999