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Immobilienindizes im Portfolio-Management

Maurer, Raimond; Sebastian, Steffen; Stephan, Thomas G. - 2000

The purpose of this paper is to compare three different index construction methodologies of commercial property …

Persistent link: https://www.econbiz.de/10010316301

Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators

Uhlenbrock, Birgit - 2009

improvements. The present paper seeks to contribute to this evolution, focusing on the Global Risk Appetite Index (GRAI) class of …

Persistent link: https://www.econbiz.de/10010298784

The Gini Trade Index: What can we learn from a new trade indicator?

Cernat, Lucian - 2024

This Policy Brief introduces the Gini Trade Index (GTI) as a new trade synthetic key performance indicator capable of … replicates the well-known features of the traditional Gini Index, a widely used metric for the skewness of several socioeconomic … indicators, in particular income inequality. The Policy Brief calculates the Gini Trade Index for all EU member states and …

Persistent link: https://www.econbiz.de/10014560170

The long-run optimal degree of indexation in the new Keynesian model

Ascari, Guido; Branzoli, Nicola - 2006

This note shows that full price indexation is not optimal in the long-run in the New Keynesian model. Moreover, we show … that more price stickiness may increase steady state welfare, if price indexation is partial. …

Persistent link: https://www.econbiz.de/10010326095

The effects of exchange-rate exposures on equity asset markets

Jumah, Adusei; Kunst, Robert M. - 2001

examined stock indexes, the FTSE was found to be the only robust index, while the S&P 500 and the Nikkei indexes reacted to the …

Persistent link: https://www.econbiz.de/10010292735

Financial market spillovers around the globe

Dimpfl, Thomas; Jung, Robert C. - 2011

spillovers around the globe. It draws on index futures of three representative indices, namely the Dow Jones Euro Stoxx 50, the S …

Persistent link: https://www.econbiz.de/10010334474

A partially linear approach to modelling the dynamics of spot and futures prices

Gaul, Jürgen; Theissen, Erik - 2008

difference. We estimate our model using data on the DAX index and the DAX futures contract. We find that the adjustment is indeed …

Persistent link: https://www.econbiz.de/10010298395

Dynamic efficiency and price leadership in the DAX-future and the DAX cash market: An empirical investigation

Merz, Frederic - 1994

This paper provides results of an empirical study, adressing both the question of the efficiency of the DAX-fFuture market concerning its risk transfer function and the question of price leadership. For determining the pricing relationship between the futures and the cash market, co-integration...

Persistent link: https://www.econbiz.de/10010435518

How does liquidity react to stress periods in a limit order market?

Beltran, Helena; Durré, Alain; Giot, Pierre - 2004

This paper looks at the interplay of volatility and liquidity on the Euronext trading platform during the December 2, 2002 to April 30, 2003 time period. Using transaction and order book data for some large- and mid-cap Brussels-traded stocks on Euronext, we study the ex-ante liquidity vs...

Persistent link: https://www.econbiz.de/10011506571

Bundesländerindex Familienunternehmen: Standortfaktoren innerhalb Deutschlands im Vergleich

Blesse, Sebastian; Heinemann, Friedrich; Nover, Justus - 2022

Der erstmals vorgelegte Bundesländerindex der Stiftung Familienunternehmen untersucht die Standortqualitäten der deutschen Bundesländer. Das ZEW Mannheim hat unter Leitung von Professor Friedrich Heinemann eine Vielzahl von Einzelindikatoren betrachtet und gewichtet. Damit können die...

Persistent link: https://www.econbiz.de/10013371389