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Real-time macroeconomic data and ex ante predictability of stock returns

Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - 2006

We report results on the ex ante predictability of monthly excess stock returns in Germany using real-time and revised macroeconomic data. Our real-time macroeconomic data cover the period 1994-2005. We report three results. 1) Real-time macroeconomic data did not contribute much to ex ante...

Persistent link: https://www.econbiz.de/10003341534

Real-time macroeconomic data and ex ante stock return predictability

Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - In: International review of financial analysis 17 (2008) 2, pp. 274-290

Persistent link: https://www.econbiz.de/10003765017

International equity flows and the predictability of US stock returns

Hartmann, Daniel; Pierdzioch, Christian - In: Journal of forecasting 26 (2007) 8, pp. 583-599

Persistent link: https://www.econbiz.de/10003608154

Stock returns, exchange rate movements and central bank interventions

Hartmann, Daniel; Pierdzioch, Christian - In: Applied financial economics letters 3 (2007) 3, pp. 191-195

Persistent link: https://www.econbiz.de/10003540380

Real-time macroeconomic data and ex ante predictability of stock returns

Döpke, Jörg (contributor); Hartmann, Daniel (contributor); … - 2006

We report results on the ex ante predictability of monthly excess stock returns in Germany using real-time and revised macroeconomic data. Our real-time macroeconomic data cover the period 1994-2005. We report three results. 1) Real-time macroeconomic data did not contribute much to ex ante...

Persistent link: https://www.econbiz.de/10003304970

Real-Time Macroeconomic Data and Ex Ante Predictability of Stock Returns

Döpke, Jörg - 2016

Persistent link: https://www.econbiz.de/10012991193

Exchange rate target zones and stock price volatility

Kempa, Bernd; Nelles, Michael; Pierdzioch, Christian - In: International journal of finance & economics : IJFE 4 (1999) 4, pp. 297-311

Persistent link: https://www.econbiz.de/10001447130

An analytical approximation of target zone exchange rate functions : the technique of collocation

Kempa, Bernd - In: Economics letters 57 (1997) 3, pp. 339-343

Persistent link: https://www.econbiz.de/10001231499

The term structure of interest rates in a sticky-price target zone model

Kempa, Bernd; Nelles, Michael; Pierdzioch, Christian - In: Journal of international money and finance 18 (1999) 5, pp. 817-834

Persistent link: https://www.econbiz.de/10001415358

Stock markets and real-time macroeconomic data

Hartmann, Daniel - 2007

Persistent link: https://www.econbiz.de/10003516924

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