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Stock market dispersion, sectoral shocks, and the German business cycle

Döpke, Jörg; Pierdzioch, Christian - 2000

This paper elaborates on the relative importance of sectoral shocks for real economic activity in Germany. Implications …. The empirical evidence is obtained by calculating cross-correlation coefficients of sectoral stock market returns with …

Persistent link: https://www.econbiz.de/10011476130

Stock market dispersion, sectoral shocks, and the German business cycle

Döpke, Jörg - 2000

Persistent link: https://www.econbiz.de/10013261073

Sector-specific shocks, stock market returns, and business cycle fluctuations in EMU : a note

Döpke, Jörg; Pierdzioch, Christian - In: Konjunkturpolitik : applied economics quarterly ; … 47 (2001) 3, pp. 200-213

Persistent link: https://www.econbiz.de/10001680940

The industry response to macroeconomic shocks in the UK, Germany and France and the convergence debate

Cuthbertson, Keith; Hayes, Simon; Hyde, Stuart - In: The economic and social review 29 (1998) 4, pp. 383-401

Persistent link: https://www.econbiz.de/10001538424

Are neutral and investment-specific technology shocks correlated?

Moura, Alban - In: European economic review : EER 139 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013270133

Are neutral and investment-specific technology shocks correlated?

Moura, Alban - 2021

Persistent link: https://www.econbiz.de/10012483715

Interdependenzen in den Renditen DAX-notierter Unternehmen nach Branchen

Teitge, Jonas; Nastansky, Andreas - 2011

Die Identifikation von Einflussfaktoren und deren Wirkungsrichtung auf die Kursentwicklung einer Aktie ist von großer Bedeutung für die Finanzmarktanalyse. Die wechselseitigen Zusammenhänge zwischen den Renditen spezifischer Aktien sind solche relevante Informationen. In diesem Beitrag werden...