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Essays on testing for speculative bubbles in the stock market

Chen, Lii-tarn - 1995

Persistent link: https://www.econbiz.de/10000970530

Informationseffizienz auf Kapitalmärkten : Konzepte und empirische Ergebnisse

Sapusek, Annemarie - 1998

Persistent link: https://www.econbiz.de/10000985364

Essays on testing for speculative bubbles in the stock market

Chen, Lii-tarn - 1995

Persistent link: https://www.econbiz.de/10000574232

Temporary stock market bubbles : further evidence from Germany

Humpe, Andreas; Zakrewski, Mario - In: Investment management and financial innovations 12 (2015) 2, pp. 33-40

Persistent link: https://www.econbiz.de/10011500140

A Chinese Slowdown and the Nominal Term Structures of the US and German Interest Rates

Maletic, Matjaz - 2018

To measure the global spillovers of a Chinese slowdown on the long-term nominal interest rates in the US/Germany, I model the US/German nominal term structure jointly in the post financial crisis (FC) sample, including the Chinese leading indicator as a new factor. I use an affine term structure...

Persistent link: https://www.econbiz.de/10012913804

Transmission of Financial Stress in Europe : The Pivotal Role of Italy and Spain, But Not Greece

González Hermosillo, Brenda - 2014

This paper proposes a stochastic volatility model to measure sovereign financial distress. It examines howkey European sovereign credit default swap (CDS) spreads affect each other; specifically, the paperanalyses the volatility structure of Germany, Greece, Ireland, Italy, Spain and Portugal....

Persistent link: https://www.econbiz.de/10013053040

Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises

Baum, Christopher F. - 2016

This paper studies the impact of credit rating agency (CRA) downgrade announcements on the value of the Euro and the yields of French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011-2012. The employed GARCH models show that CRA...

Persistent link: https://www.econbiz.de/10013003953

Mind the Gap : Disentangling Credit and Liquidity in Risk Spreads

Schwarz, Krista - 2020

Euro-area sovereign bond and interbank interest rate spreads widened sharply in the 2007-2009 Global Financial Crisis and over the subsequent European Debt Crisis, greatly increasing financing costs. Such rate volatility could represent concerns over asset liquidity or issuer solvency. To...

Persistent link: https://www.econbiz.de/10012857617

Dem Neuen Markt eine zweite Chance

Claussen, Carsten Peter - In: Betriebs-Berater : BB 57 (2002) 3, pp. 105-112

Persistent link: https://www.econbiz.de/10001639069

Speculative price bubbles in urban housing markets in Germany

Kholodilin, Konstantin; Michelsen, Claus; Ulbricht, Dirk - 2014

this paper, we test for speculative house price bubbles in 127 large German cities over the last 20 years. Along with … testing bubbles for each city separately, we apply two new testing approaches: a panel data and principal components version …. Therefore, to check for the existence of bubbles, we examine prices, rents, and price-to-rent ratios. We find evidence for …

Persistent link: https://www.econbiz.de/10010438012