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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
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219
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financial crisis
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Caporale, Guglielmo Maria
8
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CESifo working papers
Finance research letters
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ECONIS (ZBW)
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1
Persistence in ESG and conventional
stock
market
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2021
This paper uses R/S analysis and fractional integration techniques to examine the persistence of two sets of 12 ESG and conventional stock price indices from the MSCI database over the period 2007-2020 for a large number of both developed and emerging markets. Both sets of results imply that...
Persistent link: https://www.econbiz.de/10012520863
Saved in:
2
Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows
Afonso, António
;
Alves, José
;
Beck, Krzysztof
; …
-
2022
We consider a new dataset that provides a description of the population of financial equity flows between developed countries from 2001 to 2018. We follow the standard practice of controlling for pull and push factors as well as gravity-style variables, while also accounting for the business...
Persistent link: https://www.econbiz.de/10013332123
Saved in:
3
"Whatever It Takes!" : how tonality of TV-news affected government bond yield spreads during the European debt crisis
Hirsch, Patrick
;
Feld, Lars P.
;
Köhler, Ekkehard A.
; …
-
2024
Were government bond risk premia affected by the media in addition to the effects of major events? Revisiting the European debt crisis, we analyze the role of television news in the rise and re-convergence of GIIPS bond spreads vis-à-vis Germany from 2007 to 2016. We use a dataset of more than...
Persistent link: https://www.econbiz.de/10014486807
Saved in:
4
Predictability of bull and bear markets : a new look at forecasting
stock
market
regimes (and returns) in the US
Haase, Felix
;
Neuenkirch, Matthias
-
2021
The empirical literature of
stock
market
predictability mainly suffers from model uncertainty and parameter instability …
Persistent link: https://www.econbiz.de/10012416151
Saved in:
5
The Covid-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2021
This paper analyses the possible effects of the Covid-19 pandemic on the degree of persistence of US monthly stock prices and bond yields using fractional integration techniques. The model is estimated first over the period January 1966-December 2020 and then a recursive approach is taken to...
Persistent link: https://www.econbiz.de/10012494826
Saved in:
6
Mental models of the
stock
market
Andre, Peter
;
Schirmer, Philipp
;
Wohlfart, Johannes
-
2023
stock
market
, drawing on surveys with the US general population, US retail investors, US financial professionals, and …
Persistent link: https://www.econbiz.de/10014383579
Saved in:
7
Abnormal returns and stock price movements : some evidence from developed and emerging markets
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2020
This paper investigates the impact of abnormal returns on stock prices by using daily and hourly data for some developed (US, UK, Japan) and emerging (China, India) markets over the period 01.01.2010-01.01.2020. Average analysis, t-tests, CAR and trading simulation methods are used to test the...
Persistent link: https://www.econbiz.de/10012390869
Saved in:
8
Sustainable stocks and the Russian war on Ukraine : an event study in Europe
Kick, Andreas
;
Rottmann, Horst
-
2022
The popularity of sustainable investments is unbroken and attracts investors and researchers alike. Modelling the properties of such 'green' firms, Pástor, Stambaugh, and Taylor 2021 consider a hedge against climate risks in their theoretical model. Likewise, it could be assumed that companies...
Persistent link: https://www.econbiz.de/10013255954
Saved in:
9
The relevance of banks to the European
stock
market
Kick, Andreas
;
Rottmann, Horst
-
2022
requirements. The aim of this study is to determine if the health of European banks is of such importance for the European
stock
…
market
so that spillover effects are visible. Our results show that none of our banking-health variables have explanatory …
Persistent link: https://www.econbiz.de/10013201699
Saved in:
10
Equity fund flows and
stock
market
returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean Analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2016
stock
market
returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in … causality-in-mean from
stock
market
returns to equity fund flows (consistently with the feedback-trading hypothesis) only in the … post-September 2008 period. There are also volatility spillovers from
stock
market
returns to equity fund flows both before …
Persistent link: https://www.econbiz.de/10011482859
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