Similar Search Results

Rankings in the Euro zone based on macroeconomic information

Garcia-Centeno, M. Carmen; Uxo, Jorge; Minguez, Roman - In: Review of business information systems 15 (2011) 5, pp. 31-39

Persistent link: https://www.econbiz.de/10009885814

A time-series disaggregated model to forecast GDP in the Eurozone

Minguez, Roman; Espasa Terrades, Antoni - In: Growth and cycle in the Euro-zone, (pp. 213-220). 2006

Persistent link: https://www.econbiz.de/10003412185

Why do Spanish savings banks invest in the stock capital of publicly traded companies

Gonzalez, Mariano; Fernandez Sánchez, Pedro - In: Applied econometrics and international development 6 (2006) 1, pp. 99-116

Persistent link: https://www.econbiz.de/10009879443

Macroeconomic Determinants of Stock Market Betas

Gonzalez, Mariano - 2018

This paper proposes the mixed frequency conditional beta. We employ the MIDAS framework to decompose market betas into high and low frequency components. The total mixed frequency beta is the weighted average of these two components. Then, we analyze the macroeconomic determinants of stock...

Persistent link: https://www.econbiz.de/10012935589