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Index effects in Germany and their origin - a theoretical and empirical analysis with a special focus on the influence of mutual funds -

Deininger, Claus - 2005

The main aim of this thesis is to analyse the reactions caused by index replacements in the German benchmark stock …-indices DAX, MDAX and HDAX. Usually financial theory suggests that the fact of an index replacement contains no new valuation …-relevant evidence. However the financial press frequently speculates about index replacements and the consequences on the underlying …

Persistent link: https://www.econbiz.de/10009433690

Assessing the value of a societal-level sustainability index for macromarketing research

Simkins, Travis Jody; Peterson, Mark - In: Journal of macromarketing : examining the interactions … 36 (2016) 1, pp. 78-95

Persistent link: https://www.econbiz.de/10011452327

Tail comovements of implied volatility indices and global index futures returns predictability

Lee, Hsiu-chuan; Lee, Yun-Huan; Nguyen, Cuong - In: Pacific-Basin finance journal 80 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014463335

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

Deutsche Aktienindizes: Statistische Konzepte und Beispiele

Schulze, Peter M.; Spieker, Uwe - 1994

Die Studie gibt einerseits einen Überblick über die wesentlichen, bei der Berechnung von Aktienindizes benutzten statistischen Konzepte, andererseits werden einige wichtige, in der Bundesrepublik-Deutschland verwendeten Aktienindizes dargestellt.

Persistent link: https://www.econbiz.de/10010306573

Connecting VIX and stock index ETF with VAR and diagonal BEKK

Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael - In: Journal of Risk and Financial Management 11 (2018) 4, pp. 1-25

understated. ETFs track and attempt to replicate the performance of a specific index. Numerous studies have demonstrated a strong … relationship between the S&P500 Composite Index and the Volatility Index (VIX), but few empirical studies have focused on the …

Persistent link: https://www.econbiz.de/10012611071