Showing 1 - 10 of 584
We examine how regularly scheduled macroeconomic announcements for the U.S., Germany and the euro area affect the German stock market, using high–frequency, minute–by–minute DAX data. Our study extends the literature on high–frequency announcement effects in several ways. First, we...
Persistent link: https://www.econbiz.de/10013074401
Regelmäßige Veröffentlichungen makroökonomischer Kennzahlen, die von den Erwartungen der Marktteilnehmer abweichen, wirken sich in rund zwei Drittel der Fälle sofort auf den deutschen Aktienmarkt aus. Vor allem Daten zu Investitionen, Zahlen über die realwirtschaftlichen Aktivitäten oder...
Persistent link: https://www.econbiz.de/10010226143
We examine how regularly scheduled macroeconomic announcements for the U.S., Germany and the euro area affect the German stock market, using high-frequency, minute-by-minute DAX data. Our study extends the literature on high-frequency announcement effects in several ways. First, we account for...
Persistent link: https://www.econbiz.de/10010190208
Persistent link: https://www.econbiz.de/10011543844
Different studies provide a surprisingly large variety of controversial conclusions about the forecasting power of an indicator, even when it is supposed to forecast the same time series. In this study, we aim to provide a thorough overview of linear forecasting techniques and draw conclusions...
Persistent link: https://www.econbiz.de/10003981979
Different studies provide surprisingly a large variety of controversial conclusions about the forecasting power of an indicator, even when it is supposed to forecast the same time series. In this study we aim to provide a thorough overview of linear forecasting techniques and draw conclusions...
Persistent link: https://www.econbiz.de/10008858928
Different studies provide a surprisingly large variety of controversial conclusions about the forecasting power of an indicator, even when it is supposed to forecast the same time series. In this study, we aim to provide a thorough overview of linear forecasting techniques and draw conclusions...
Persistent link: https://www.econbiz.de/10013142920
The business cycle is a complex phenomenon which attracts both scientific and public attention. For the latter case it is the pattern which displays the status of an economy as a whole including welfare, employment and social issues. For the former case we consider two main questions to give an...
Persistent link: https://www.econbiz.de/10003434826
Persistent link: https://www.econbiz.de/10009730116
Persistent link: https://www.econbiz.de/10001027025